Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFBTX (ASPEN MANAGED FUTURES STRATEGY FUND CLASS I) | NA | -4.20% | -5.59% | -0.95% | NA | NA | NA | … | … |
Data as of 02/19/2019, Common starting date is 08/10/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFBTX (ASPEN MANAGED FUTURES STRATEGY FUND CLASS I) | 08/10/2011 | 02/19/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.20 | -5.59 | -0.95 | NA | NA | NA | … | … | -3.73 | -1.35 | -8.00 | -1.69 | -2.36 | 8.28 | 6.86 | -3.76 | -6.61 |
| Sharpe Ratio | NA | -0.89 | -0.91 | -0.18 | NA | NA | NA | … | … | -2.57 | -0.39 | -1.56 | -0.20 | -0.25 | 1.18 | 0.86 | -0.64 | -1.18 |
| Standard Deviation(%) | NA | 6.83 | 7.02 | 7.89 | NA | NA | NA | … | … | 10.42 | 6.85 | 5.55 | 9.36 | 9.66 | 7.03 | 7.94 | 6.01 | 13.60 |
| Draw Down(%) | NA | 5.75 | 16.40 | 22.32 | NA | NA | NA | … | … | 5.75 | 8.05 | 9.66 | 10.25 | 10.78 | 5.07 | 4.55 | 5.64 | 10.69 |
| Yield(%) | 0.00 | 0.00 | 0.28 | 2.18 | 1.11 | 0.74 | 0.55 | … | … | 0.00 | 0.00 | 0.00 | 0.85 | 6.86 | 2.24 | 1.36 | 0.00 | 0.00 |
Data as of 02/19/2019, Common starting date is 08/10/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFBTX (ASPEN MANAGED FUTURES STRATEGY FUND CLASS I) |
-6.29%
Mar 2015 – Mar 2018 |
-1.26%
Nov 2013 – Nov 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFBTX (ASPEN MANAGED FUTURES STRATEGY FUND CLASS I) |
6.28%
Mar 2012 – Mar 2015 |
1.35%
Nov 2011 – Nov 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart