Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMFFX (FS Managed Futures Fund) | NA | -8.81% | -3.93% | 0.76% | NA | NA | NA | … | … |
Data as of 10/18/2024, Common starting date is 12/31/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMFFX (FS Managed Futures Fund) | 12/31/2018 | 10/18/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | -8.81 | -3.93 | 0.76 | NA | NA | NA | … | … | -4.05 | -2.19 | -0.02 | 0.34 | 10.46 | -0.15 | 0.00 |
| Sharpe Ratio | NA | -1.31 | -0.55 | -0.13 | NA | NA | NA | … | … | -0.99 | -0.54 | -0.08 | 0.03 | 1.25 | -0.24 | NA |
| Standard Deviation(%) | NA | 11.79 | 14.07 | 11.98 | NA | NA | NA | … | … | 12.31 | 12.08 | 17.15 | 9.47 | 8.16 | 6.57 | 0.00 |
| Draw Down(%) | NA | 18.10 | 26.03 | 26.03 | NA | NA | NA | … | … | 18.10 | 12.23 | 19.63 | 6.72 | 6.33 | 6.06 | 0.00 |
| Yield(%) | 3.34 | 3.04 | 3.52 | 3.70 | 1.85 | 1.23 | 0.92 | … | … | 3.23 | 0.00 | 7.64 | 0.72 | 6.53 | 0.35 | 0.00 |
Data as of 10/18/2024, 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 |
|---|---|---|---|---|
| FMFFX (FS Managed Futures Fund) |
-3.82%
Aug 2021 – Aug 2024 |
-0.50%
Aug 2019 – Aug 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMFFX (FS Managed Futures Fund) |
9.34%
Oct 2019 – Oct 2022 |
3.31%
May 2019 – May 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart