Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GPFAX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS A) | NA | -1.34% | -0.23% | 0.13% | NA | NA | NA | -0.95% |
Data as of 12/28/2017, AR inception is 03/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPFAX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS A) | 03/07/2011 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.34 | -0.23 | 0.13 | NA | NA | NA | -0.95 | -0.23 | 4.30 | -4.68 | 5.76 | -3.85 | -5.84 | -0.60 |
| Sharpe Ratio | NA | -0.05 | -0.01 | 0.00 | NA | NA | NA | -0.06 | -0.02 | 0.36 | -0.36 | 0.83 | -0.52 | -1.32 | -0.11 |
| Standard Deviation(%) | NA | 40.16 | 28.16 | 26.49 | NA | NA | NA | 16.47 | 36.47 | 11.48 | 12.95 | 6.92 | 7.44 | 4.49 | 6.74 |
| Draw Down(%) | NA | 21.91 | 21.91 | 21.91 | NA | NA | NA | 21.91 | 21.91 | 9.59 | 14.35 | 6.78 | 10.89 | 6.77 | 6.08 |
| Yield(%) | 0.00 | 0.00 | 1.83 | 1.29 | 0.60 | 0.40 | 0.30 | 1.01 | 0.00 | 5.48 | 0.31 | 0.97 | 0.00 | 0.00 | 0.00 |
Data as of 12/28/2017, AR inception is 03/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPFAX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS A) |
-6.57%
Apr 2011 - Apr 2014 |
-2.17%
Apr 2011 - Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPFAX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS A) |
4.30%
Mar 2014 - Mar 2017 |
0.07%
Nov 2012 - Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart