Performance Comparison
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