Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EFSIX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS I) | NA | -8.55% | -2.09% | -0.02% | 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 |
|---|---|---|
| EFSIX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS I) | 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 | -8.55 | -2.09 | -0.02 | NA | NA | NA | … | … | 0.00 | -4.99 | 0.22 | 1.01 | -6.52 | 9.23 | 1.28 | -4.82 |
| Sharpe Ratio | NA | -1.50 | -0.48 | -0.08 | NA | NA | NA | … | … | 0.00 | -0.91 | -0.07 | 0.12 | -0.86 | 1.58 | 0.19 | -0.34 |
| Standard Deviation(%) | NA | 6.61 | 6.19 | 6.50 | NA | NA | NA | … | … | NA | 6.92 | 5.64 | 6.50 | 7.66 | 5.83 | 6.48 | 16.85 |
| Draw Down(%) | NA | 9.04 | 10.75 | 15.22 | NA | NA | NA | … | … | 0.00 | 9.81 | 4.30 | 7.79 | 11.81 | 3.90 | 8.27 | 16.12 |
| Yield(%) | 0.00 | 0.00 | 1.43 | 1.70 | 0.94 | 0.63 | 0.47 | … | … | 0.00 | 0.00 | 0.00 | 4.39 | 3.28 | 0.48 | 0.00 | 1.47 |
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 |
|---|---|---|---|---|
| EFSIX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS I) |
-3.50%
Mar 2015 – Mar 2018 |
-0.36%
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 |
|---|---|---|---|---|
| EFSIX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS I) |
4.16%
Mar 2012 – Mar 2015 |
1.33%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart