Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EFSAX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS A) | NA | -8.44% | -2.27% | -0.20% | NA | NA | NA | … | … |
Data as of 01/30/2019, Common starting date is 02/21/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EFSAX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS A) | 02/21/2012 | 01/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.44 | -2.27 | -0.20 | NA | NA | NA | … | … | 0.00 | -4.93 | -0.22 | 0.68 | -6.54 | 9.12 | 0.96 | -5.08 |
| Sharpe Ratio | NA | -1.51 | -0.51 | -0.10 | NA | NA | NA | … | … | 0.00 | -0.91 | -0.15 | 0.07 | -0.85 | 1.56 | 0.14 | -1.05 |
| Standard Deviation(%) | NA | 6.52 | 6.19 | 6.52 | NA | NA | NA | … | … | NA | 6.86 | 5.62 | 6.60 | 7.73 | 5.85 | 6.46 | 5.68 |
| Draw Down(%) | NA | 8.93 | 11.27 | 15.67 | NA | NA | NA | … | … | 0.00 | 9.78 | 4.56 | 8.08 | 11.67 | 3.92 | 8.40 | 7.41 |
| Yield(%) | 0.00 | 0.00 | 1.24 | 1.16 | 0.68 | 0.45 | 0.34 | … | … | 0.00 | 0.00 | 0.00 | 3.79 | 1.73 | 0.00 | 0.00 | 1.41 |
Data as of 01/30/2019, Common starting date is 02/21/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFSAX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS A) |
-3.72%
Mar 2015 – Mar 2018 |
-0.52%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFSAX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS A) |
3.92%
Mar 2012 – Mar 2015 |
1.10%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart