Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMFZX (361 MANAGED FUTURES STRATEGY FUND CLASS I) | NA | 7.58% | 36.68% | 21.33% | NA | NA | NA | … | … |
Data as of 04/12/2021, Common starting date is 12/27/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMFZX (361 MANAGED FUTURES STRATEGY FUND CLASS I) | 12/27/2011 | 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 (%) | 0.00 | 7.58 | 36.68 | 21.33 | NA | NA | NA | … | … | 2.80 | -13.75 | 187.23 | -2.39 | 5.97 | -0.81 | -0.36 | 5.13 | 2.97 | 11.47 | 0.00 |
| Sharpe Ratio | NA | 0.94 | 0.97 | 0.71 | NA | NA | NA | … | … | 2.74 | -0.54 | 3.24 | -0.28 | 1.42 | -0.12 | -0.04 | 0.77 | 0.55 | 1.08 | 0.00 |
| Standard Deviation(%) | NA | 9.57 | 36.95 | 29.02 | NA | NA | NA | … | … | 3.93 | 25.68 | 57.34 | 13.17 | 3.78 | 8.30 | 9.68 | 6.64 | 5.33 | 10.66 | NA |
| Draw Down(%) | NA | 8.68 | 25.10 | 25.10 | NA | NA | NA | … | … | 0.94 | 25.10 | 7.04 | 11.22 | 1.63 | 6.36 | 12.06 | 4.30 | 3.28 | 6.09 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 39.41 | 24.35 | 14.39 | 9.59 | 7.19 | … | … | 0.00 | 0.00 | 117.92 | 0.00 | 0.00 | 0.00 | 0.00 | 2.68 | 3.67 | 0.11 | 0.00 |
Data as of 04/12/2021, Common starting date is 12/27/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMFZX (361 MANAGED FUTURES STRATEGY FUND CLASS I) |
-1.71%
Jul 2015 – Jul 2018 |
0.53%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMFZX (361 MANAGED FUTURES STRATEGY FUND CLASS I) |
43.76%
Dec 2016 – Dec 2019 |
24.34%
Nov 2014 – Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart