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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
GPFWX (Grant Park Managed Futures Strategy W) NA 13.98% -0.38% NA NA NA NA -0.76%
Data as of 06/16/2015, AR inception is 03/07/2011
More Performance Analytics Comparison
Name Start Date End Date
GPFWX (Grant Park Managed Futures Strategy W) 03/07/2011 06/16/2015
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2015 2014 2013 2012 2011
Annualized Return (%) 0.00 13.98 -0.38 NA NA NA NA -0.76 2.75 5.59 -3.97 -6.05 -0.90
Sharpe Ratio NA 1.67 -0.06 NA NA NA NA -0.11 0.64 0.76 -0.54 -1.33 -0.16
Standard Deviation(%) NA 8.35 7.31 NA NA NA NA 6.99 9.64 7.29 7.40 4.63 6.76
Draw Down(%) NA 5.92 15.70 NA NA NA NA 19.69 5.92 6.94 11.05 6.99 6.18
Yield(%) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Data as of 06/16/2015, 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
GPFWX (Grant Park Managed Futures Strategy W) -6.80%
Apr 2011 - Apr 2014
0.00%
NA
0.00%
NA
0.00%
NA
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
GPFWX (Grant Park Managed Futures Strategy W) 1.50%
Mar 2012 - Mar 2015
0.00%
NA
0.00%
NA
0.00%
NA
Annualized Rolling Returns Comparison Chart