Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMFQX (361 MANAGED FUTURES STRATEGY FUND INVESTOR CLASS) | NA | 8.86% | 71.98% | 39.13% | NA | NA | NA | … | … |
Data as of 04/12/2021, Common starting date is 12/21/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMFQX (361 MANAGED FUTURES STRATEGY FUND INVESTOR CLASS) | 12/21/2011 | 04/12/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.34 | 8.86 | 71.98 | 39.13 | NA | NA | NA | … | … | 4.14 | -13.91 | 466.91 | -2.69 | 5.68 | -1.00 | -0.63 | 4.88 | 2.80 | 11.17 | 0.31 |
| Sharpe Ratio | NA | 1.06 | 1.55 | 1.07 | NA | NA | NA | … | … | 3.38 | -0.55 | 6.29 | -0.31 | 1.38 | -0.14 | -0.07 | 0.72 | 0.52 | 1.05 | 6.91 |
| Standard Deviation(%) | NA | 9.65 | 45.96 | 35.93 | NA | NA | NA | … | … | 4.79 | 25.59 | 74.03 | 13.10 | 3.67 | 8.33 | 9.72 | 6.71 | 5.31 | 10.69 | 1.97 |
| Draw Down(%) | NA | 8.73 | 25.13 | 25.13 | NA | NA | NA | … | … | 0.87 | 25.13 | 6.27 | 11.17 | 1.74 | 6.50 | 12.17 | 4.41 | 3.30 | 6.09 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 66.30 | 40.76 | 23.42 | 15.61 | 11.71 | … | … | 0.00 | 0.00 | 198.72 | 0.00 | 0.00 | 0.00 | 0.00 | 2.69 | 3.68 | 0.11 | 0.00 |
Data as of 04/12/2021, Common starting date is 12/21/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMFQX (361 MANAGED FUTURES STRATEGY FUND INVESTOR CLASS) |
-1.92%
Jul 2015 – Jul 2018 |
0.90%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMFQX (361 MANAGED FUTURES STRATEGY FUND INVESTOR CLASS) |
79.98%
Dec 2016 – Dec 2019 |
42.16%
Nov 2014 – Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart