Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FGMCX (FS Global Macro Fund) | NA | -5.23% | -1.24% | NA | NA | NA | NA | … | … |
Data as of 01/24/2022, Common starting date is 12/31/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FGMCX (FS Global Macro Fund) | 12/31/2018 | 01/24/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.23 | -1.24 | NA | NA | NA | NA | … | … | -0.22 | -5.29 | -2.03 | -3.86 | 0.00 |
| Sharpe Ratio | NA | -0.90 | -0.46 | NA | NA | NA | NA | … | … | -2.54 | -0.97 | -0.73 | -0.67 | NA |
| Standard Deviation(%) | NA | 6.67 | 4.46 | NA | NA | NA | NA | … | … | 1.44 | 7.52 | 3.20 | 7.85 | 0.00 |
| Draw Down(%) | NA | 11.11 | 11.11 | NA | NA | NA | NA | … | … | 0.43 | 9.03 | 2.70 | 6.66 | 0.00 |
| Yield(%) | 0.00 | 3.40 | 2.79 | 1.69 | 0.84 | 0.56 | 0.42 | … | … | 0.00 | 3.40 | 1.02 | 4.10 | 0.00 |
Data as of 01/24/2022, Common starting date is 12/31/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGMCX (FS Global Macro Fund) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGMCX (FS Global Macro Fund) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart