Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PROAX (PROBABILITIES FUND PROBABILITIES FUND CLASS A) | NA | -0.43% | -0.92% | -1.19% | NA | NA | NA | … | … |
Data as of 05/18/2023, Common starting date is 01/17/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PROAX (PROBABILITIES FUND PROBABILITIES FUND CLASS A) | 01/17/2014 | 05/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.43 | -0.92 | -1.19 | NA | NA | NA | … | … | 8.74 | -24.10 | 2.10 | -8.54 | 32.02 | -15.48 | 15.76 | 2.87 | -5.56 | 6.22 |
| Sharpe Ratio | NA | -0.16 | -0.10 | -0.10 | NA | NA | NA | … | … | 1.29 | -1.03 | 0.13 | -0.24 | 2.61 | -0.72 | 2.65 | 0.18 | -0.36 | 0.57 |
| Standard Deviation(%) | NA | 21.61 | 19.49 | 23.24 | NA | NA | NA | … | … | 15.43 | 24.79 | 15.74 | 36.37 | 11.85 | 23.48 | 5.73 | 14.78 | 15.58 | 11.39 |
| Draw Down(%) | NA | 15.42 | 30.42 | 34.18 | NA | NA | NA | … | … | 4.30 | 26.40 | 14.62 | 32.75 | 5.13 | 26.97 | 2.36 | 12.88 | 8.91 | 8.33 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.68 | 1.86 | 1.24 | 0.93 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 3.65 | 0.09 | 11.63 | 0.00 | 1.12 | 2.41 |
Data as of 05/18/2023, Common starting date is 01/17/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROAX (PROBABILITIES FUND PROBABILITIES FUND CLASS A) |
-10.84%
Dec 2019 – Dec 2022 |
-4.59%
Jan 2018 – Jan 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PROAX (PROBABILITIES FUND PROBABILITIES FUND CLASS A) |
9.83%
Nov 2016 – Nov 2019 |
6.90%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart