Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EFSNX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS N) | 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 |
|---|---|---|
| EFSNX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS N) | 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 | 0.79 | -6.64 | 9.12 | 0.96 | -6.51 |
| Sharpe Ratio | NA | -1.51 | -0.51 | -0.10 | NA | NA | NA | … | … | 0.00 | -0.91 | -0.15 | 0.09 | -0.86 | 1.56 | 0.14 | -1.30 |
| Standard Deviation(%) | NA | 6.52 | 6.18 | 6.53 | NA | NA | NA | … | … | NA | 6.86 | 5.56 | 6.64 | 7.77 | 5.85 | 6.50 | 5.85 |
| Draw Down(%) | NA | 8.93 | 11.27 | 15.67 | NA | NA | NA | … | … | 0.00 | 9.78 | 4.56 | 8.08 | 11.70 | 3.92 | 8.40 | 7.41 |
| Yield(%) | 0.00 | 0.00 | 1.24 | 1.16 | 0.54 | 0.36 | 0.27 | … | … | 0.00 | 0.00 | 0.00 | 3.80 | 1.73 | 0.00 | 0.00 | 0.00 |
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 |
|---|---|---|---|---|
| EFSNX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS N) |
-3.72%
Mar 2015 – Mar 2018 |
-0.76%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFSNX (SFG FUTURES STRATEGY FUND SFG FUTURES STRATEGY FUND CLASS N) |
3.57%
Sep 2013 – Sep 2016 |
1.10%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart