Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GPHNX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS N) | NA | -12.84% | 4.20% | 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 |
|---|---|---|
| GPHNX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS N) | 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 (%) | 0.94 | -12.84 | 4.20 | NA | NA | NA | NA | 1.97 | -12.92 | 16.29 | 11.84 | -6.38 |
| Sharpe Ratio | NA | -0.94 | 0.32 | NA | NA | NA | NA | 0.10 | -0.96 | 1.78 | 1.64 | -1.32 |
| Standard Deviation(%) | NA | 14.98 | 10.84 | NA | NA | NA | NA | 10.30 | 15.13 | 8.82 | 7.06 | 7.15 |
| Draw Down(%) | NA | 21.00 | 21.00 | NA | NA | NA | NA | 21.00 | 21.00 | 5.56 | 5.53 | 7.26 |
| Yield(%) | 0.00 | 0.00 | 3.87 | 2.18 | 1.09 | 0.73 | 0.54 | 3.63 | 0.00 | 7.20 | 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 |
|---|---|---|---|---|
| GPHNX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS N) |
2.06%
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 |
|---|---|---|---|---|
| GPHNX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS N) |
3.65%
Jul 2015 - Jul 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart