Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXFIX (THE FX STRATEGY FUND THE FX STRATEGY FUND CLASS I SHARES) | NA | -15.98% | -5.03% | -0.52% | NA | NA | NA | … | … |
Data as of 01/21/2020, Common starting date is 02/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXFIX (THE FX STRATEGY FUND THE FX STRATEGY FUND CLASS I SHARES) | 02/28/2011 | 01/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.98 | -5.03 | -0.52 | NA | NA | NA | … | … | 0.00 | -14.56 | 16.46 | -19.56 | 9.93 | 10.20 | 30.32 | -10.05 | -7.61 | 1.20 |
| Sharpe Ratio | NA | -0.61 | -0.31 | -0.06 | NA | NA | NA | … | … | 0.00 | -0.57 | 0.77 | -1.13 | 0.45 | 0.40 | 2.00 | -0.73 | -0.71 | 0.09 |
| Standard Deviation(%) | NA | 27.60 | 21.98 | 22.57 | NA | NA | NA | … | … | NA | 27.94 | 19.65 | 17.93 | 21.45 | 25.13 | 15.18 | 13.86 | 10.83 | 15.02 |
| Draw Down(%) | NA | 23.80 | 25.72 | 29.43 | NA | NA | NA | … | … | 0.00 | 23.80 | 11.68 | 23.09 | 17.33 | 18.11 | 11.40 | 16.15 | 16.21 | 10.86 |
| Yield(%) | 0.00 | 0.00 | 2.01 | 5.11 | 2.79 | 1.86 | 1.39 | … | … | 0.00 | 0.00 | 0.00 | 5.55 | 0.00 | 19.72 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/21/2020, Common starting date is 02/28/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXFIX (THE FX STRATEGY FUND THE FX STRATEGY FUND CLASS I SHARES) |
-7.64%
Mar 2015 – Mar 2018 |
-0.61%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXFIX (THE FX STRATEGY FUND THE FX STRATEGY FUND CLASS I SHARES) |
16.44%
Dec 2013 – Dec 2016 |
10.68%
Apr 2014 – Apr 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart