Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSMSX (FS Multi-Strategy Alt Fund Cl I) | 3.59% | 7.58% | 5.29% | 5.15% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 05/23/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSMSX (FS Multi-Strategy Alt Fund Cl I) | 05/23/2017 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.52 | 7.58 | 5.29 | 5.15 | NA | NA | NA | … | … | 3.59 | 4.13 | 4.73 | 5.25 | 3.26 | 13.97 | -3.66 | 7.77 | -3.82 | 1.80 |
| Sharpe Ratio | NA | 1.95 | 0.82 | 0.85 | NA | NA | NA | … | … | 2.29 | 0.40 | 0.41 | 0.73 | 0.51 | 3.36 | -0.57 | 2.13 | -1.16 | 0.69 |
| Standard Deviation(%) | NA | 2.96 | 2.82 | 3.10 | NA | NA | NA | … | … | 3.35 | 3.12 | 2.73 | 2.18 | 3.58 | 4.16 | 6.79 | 2.96 | 4.51 | 3.21 |
| Draw Down(%) | NA | 1.46 | 2.84 | 2.84 | NA | NA | NA | … | … | 1.33 | 2.84 | 2.02 | 0.92 | 2.80 | 1.76 | 8.53 | 2.35 | 6.51 | 1.67 |
| Yield(%) | 0.00 | 4.11 | 3.45 | 3.60 | 2.30 | 1.53 | 1.15 | … | … | 0.00 | 4.11 | 2.54 | 3.67 | 4.09 | 3.55 | 0.73 | 2.31 | 0.79 | 0.00 |
Data as of 06/05/2026, Common starting date is 05/23/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSMSX (FS Multi-Strategy Alt Fund Cl I) |
-0.28%
Jun 2017 – Jun 2020 |
2.89%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSMSX (FS Multi-Strategy Alt Fund Cl I) |
7.62%
Nov 2020 – Nov 2023 |
6.30%
Nov 2020 – Nov 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
