Fund & Portfolio Comparison

Performance Comparison
Comparison Box

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

3-Year Annualized Rolling Return