Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GPHAX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS A) | NA | -13.00% | 4.23% | NA | NA | NA | NA | 1.97% |
Data as of 12/21/2018, AR inception is 05/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPHAX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS A) | 05/01/2015 | 12/21/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.84 | -13.00 | 4.23 | NA | NA | NA | NA | 1.97 | -13.00 | 16.27 | 11.94 | -6.38 |
| Sharpe Ratio | NA | -0.94 | 0.32 | NA | NA | NA | NA | 0.10 | -0.95 | 1.79 | 1.65 | -1.33 |
| Standard Deviation(%) | NA | 15.17 | 10.92 | NA | NA | NA | NA | 10.36 | 15.33 | 8.79 | 7.08 | 7.06 |
| Draw Down(%) | NA | 21.07 | 21.07 | NA | NA | NA | NA | 21.07 | 21.07 | 5.55 | 5.44 | 7.26 |
| Yield(%) | 0.00 | 0.00 | 3.87 | 2.18 | 1.09 | 0.73 | 0.54 | 3.63 | 0.00 | 7.19 | 3.85 | 0.00 |
Data as of 12/21/2018, AR inception is 05/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPHAX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS A) |
2.09%
Sep 2015 - Sep 2018 |
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 |
|---|---|---|---|---|
| GPHAX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS A) |
3.69%
Jul 2015 - Jul 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart