Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GPFCX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS C) | NA | -1.95% | -0.94% | -0.59% | NA | NA | NA | … | … |
Data as of 12/28/2017, Common starting date is 03/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPFCX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS C) | 03/07/2011 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.95 | -0.94 | -0.59 | NA | NA | NA | … | … | -0.81 | 3.40 | -5.32 | 4.87 | -4.44 | -6.58 | -1.20 |
| Sharpe Ratio | NA | -0.27 | -0.09 | -0.08 | NA | NA | NA | … | … | -0.15 | 0.28 | -0.41 | 0.70 | -0.60 | -1.46 | -0.22 |
| Standard Deviation(%) | NA | 9.56 | 11.43 | 9.98 | NA | NA | NA | … | … | 9.53 | 11.42 | 13.04 | 6.90 | 7.50 | 4.59 | 6.73 |
| Draw Down(%) | NA | 6.99 | 15.72 | 15.72 | NA | NA | NA | … | … | 6.99 | 9.80 | 14.63 | 7.14 | 11.28 | 7.24 | 6.18 |
| Yield(%) | 0.00 | 0.00 | 1.45 | 0.95 | 0.44 | 0.29 | 0.22 | … | … | 0.00 | 4.60 | 0.00 | 0.45 | 0.00 | 0.00 | 0.00 |
Data as of 12/28/2017, Common starting date is 03/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPFCX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS C) |
-7.25%
Apr 2011 – Apr 2014 |
-2.87%
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 |
|---|---|---|---|---|
| GPFCX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS C) |
3.50%
Mar 2014 – Mar 2017 |
-0.67%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart