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ZMNAX: Zacks Market Neutral A (MUTUAL FUND)
Basic Info
Asset Class: | Market Neutral |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/28/2008 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | 1.65% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 07/28/2008 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | 1.5 | -0.6 | 3.7 | 3.3 | 4.3 | -4.3 | -0.9 | 5.5 | -1.7 | -11.1 | -2.6 |
Sharpe Ratio | NA | 0.57 | 0.98 | 0.41 | -0.18 | 1.1 | 0.79 | 1.01 | -1.14 | -0.23 | 1.34 | -0.51 | -3.02 | -2.12 |
Draw Down(%) | NA | 3.3 | 5.3 | 13.3 | 17.0 | 3.3 | 3.7 | 5.3 | 5.6 | 7.2 | 2.7 | 2.3 | 11.9 | 3.8 |
Standard Deviation(%) | NA | 3.9 | 4.1 | 4.1 | 3.9 | 3.9 | 4.1 | 4.3 | 3.8 | 4.2 | 4.1 | 3.5 | 3.7 | 3.0 |
Treynor Ratio | NA | 0.19 | 0.25 | 0.08 | -0.03 | 0.69 | 0.31 | 0.13 | -0.17 | -0.02 | 0.14 | -0.05 | -0.36 | -1.76 |
Alpha | NA | 0.01 | 0.01 | 0.0 | 0.0 | 0.02 | 0.01 | 0.01 | -0.03 | 0.0 | 0.01 | -0.01 | -0.03 | -0.02 |
Beta | NA | 0.11 | 0.16 | 0.21 | 0.2 | 0.06 | 0.11 | 0.33 | 0.26 | 0.44 | 0.39 | 0.38 | 0.31 | 0.04 |
RSquared | NA | 0.02 | 0.03 | 0.05 | 0.06 | 0.01 | 0.02 | 0.08 | 0.05 | 0.14 | 0.14 | 0.12 | 0.21 | 0.02 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/28/2008
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