Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GPFNX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS N) | NA | -1.45% | -0.25% | 0.12% | NA | NA | NA | -0.96% |
Data as of 12/28/2017, AR inception is 03/04/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPFNX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS N) | 03/04/2011 | 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 | -1.45 | -0.25 | 0.12 | NA | NA | NA | -0.96 | -0.23 | 4.26 | -4.69 | 5.76 | -3.85 | -5.84 | -0.60 |
| Sharpe Ratio | NA | -0.22 | -0.03 | -0.01 | NA | NA | NA | -0.11 | -0.09 | 0.35 | -0.36 | 0.83 | -0.52 | -1.30 | -0.11 |
| Standard Deviation(%) | NA | 9.67 | 11.46 | 9.99 | NA | NA | NA | 9.02 | 9.63 | 11.50 | 12.97 | 6.94 | 7.44 | 4.55 | 6.74 |
| Draw Down(%) | NA | 6.80 | 14.67 | 14.67 | NA | NA | NA | 19.02 | 6.80 | 9.60 | 14.35 | 6.78 | 10.98 | 6.77 | 6.08 |
| Yield(%) | 0.00 | 0.00 | 1.89 | 1.32 | 0.62 | 0.41 | 0.31 | 1.03 | 0.00 | 5.56 | 0.40 | 0.97 | 0.00 | 0.00 | 0.00 |
Data as of 12/28/2017, AR inception is 03/04/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPFNX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS N) |
-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 |
|---|---|---|---|---|
| GPFNX (GRANT PARK MANAGED FUTURES STRATEGY FUND GRANT PARK MANAGED FUTURES STRATEGY FUND CLASS N) |
4.28%
Mar 2014 - Mar 2017 |
0.06%
Nov 2012 - Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart