Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MOM (AGFiQ U.S. Market Neutral Momentum Fund) | NA | -25.58% | -5.30% | -3.62% | NA | NA | NA | … | … |
Data as of 03/29/2021, Common starting date is 09/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MOM (AGFiQ U.S. Market Neutral Momentum Fund) | 09/07/2011 | 03/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -25.58 | -5.30 | -3.62 | NA | NA | NA | … | … | -14.61 | 9.60 | -6.88 | 3.85 | 4.50 | -17.56 | 18.60 | -8.45 | 5.20 | 8.10 | -7.53 |
| Sharpe Ratio | NA | -0.69 | -0.21 | -0.18 | NA | NA | NA | … | … | -2.18 | 0.26 | -0.48 | 0.07 | 0.27 | -0.84 | 0.54 | -0.60 | 0.40 | 0.34 | -1.09 |
| Standard Deviation(%) | NA | 35.88 | 29.74 | 24.66 | NA | NA | NA | … | … | 22.54 | 36.22 | 17.17 | 33.83 | 14.50 | 21.18 | 34.60 | 14.15 | 12.78 | 23.83 | 20.09 |
| Draw Down(%) | NA | 34.40 | 34.40 | 34.40 | NA | NA | NA | … | … | 20.24 | 25.18 | 17.22 | 19.16 | 5.10 | 23.06 | 14.74 | 11.29 | 7.52 | 16.57 | 11.52 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.25 | 0.16 | 0.12 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.47 |
Data as of 03/29/2021, Common starting date is 09/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOM (AGFiQ U.S. Market Neutral Momentum Fund) |
-6.27%
Jan 2016 – Jan 2019 |
-2.86%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MOM (AGFiQ U.S. Market Neutral Momentum Fund) |
10.99%
Jul 2017 – Jul 2020 |
3.76%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart