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ZMNCX: Zacks Market Neutral C (MUTUAL FUND)
Basic Info
Asset Class: | Market Neutral |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/28/2008 |
Last Dividend Date: | 04/30/2010 |
12-Mo. Yield | 0.00% |
Expenses | 2.40% |
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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 | 1.3 | -1.3 | 3.1 | 2.5 | 3.5 | -5.0 | -1.7 | 4.7 | -2.2 | -11.7 | -2.9 |
Sharpe Ratio | NA | 0.37 | 0.78 | 0.22 | -0.36 | 0.89 | 0.6 | 0.81 | -1.31 | -0.41 | 1.15 | -0.67 | -3.21 | -2.44 |
Draw Down(%) | NA | 3.4 | 5.5 | 14.5 | 20.4 | 3.4 | 4.0 | 5.5 | 6.2 | 7.5 | 2.8 | 2.4 | 12.4 | 3.9 |
Standard Deviation(%) | NA | 3.9 | 4.2 | 4.1 | 3.9 | 4.0 | 4.2 | 4.3 | 3.9 | 4.2 | 4.1 | 3.4 | 3.7 | 2.9 |
Treynor Ratio | NA | 0.14 | 0.21 | 0.04 | -0.07 | 0.75 | 0.24 | 0.11 | -0.19 | -0.04 | 0.12 | -0.06 | -0.37 | -3.0 |
Alpha | NA | 0.01 | 0.01 | 0.0 | -0.01 | 0.01 | 0.01 | 0.01 | -0.03 | 0.0 | 0.01 | -0.01 | -0.03 | -0.03 |
Beta | NA | 0.1 | 0.15 | 0.21 | 0.19 | 0.05 | 0.1 | 0.32 | 0.26 | 0.43 | 0.38 | 0.36 | 0.32 | 0.02 |
RSquared | NA | 0.02 | 0.03 | 0.04 | 0.06 | 0.0 | 0.02 | 0.08 | 0.05 | 0.13 | 0.13 | 0.11 | 0.22 | 0.01 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/28/2008
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