Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGMZX (361 MACRO OPPORTUNITY FUND CLASS I) | NA | -1.92% | 0.55% | -1.18% | NA | NA | NA | … | … |
Data as of 02/04/2020, Common starting date is 07/01/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGMZX (361 MACRO OPPORTUNITY FUND CLASS I) | 07/01/2014 | 02/04/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.92 | 0.55 | -1.18 | NA | NA | NA | … | … | 1.66 | -3.92 | -6.53 | 13.47 | 0.56 | -10.23 | -1.79 |
| Sharpe Ratio | NA | -0.38 | -0.08 | -0.19 | NA | NA | NA | … | … | 2.81 | -0.63 | -0.73 | 1.38 | 0.03 | -1.11 | -0.43 |
| Standard Deviation(%) | NA | 8.55 | 9.42 | 9.97 | NA | NA | NA | … | … | 6.65 | 8.49 | 10.71 | 9.37 | 12.14 | 9.22 | 8.15 |
| Draw Down(%) | NA | 8.43 | 20.35 | 20.35 | NA | NA | NA | … | … | 1.32 | 8.43 | 14.12 | 3.74 | 7.67 | 11.96 | 5.85 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/04/2020, Common starting date is 07/01/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGMZX (361 MACRO OPPORTUNITY FUND CLASS I) |
-1.10%
Aug 2014 – Aug 2017 |
-2.11%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGMZX (361 MACRO OPPORTUNITY FUND CLASS I) |
3.39%
Jan 2016 – Jan 2019 |
-1.18%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart