Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SKLCX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS C) | NA | 9.32% | 0.78% | -3.04% | NA | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 04/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKLCX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS C) | 04/04/2014 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.24 | 9.32 | 0.78 | -3.04 | NA | NA | NA | … | … | 0.96 | -0.61 | -6.26 | 2.56 | 4.87 | -17.66 | 12.10 |
| Sharpe Ratio | NA | 0.17 | -0.18 | -0.40 | NA | NA | NA | … | … | 3.25 | -0.14 | -0.69 | 0.26 | 0.52 | -1.14 | 2.48 |
| Standard Deviation(%) | NA | 14.30 | 11.32 | 11.91 | NA | NA | NA | … | … | 4.68 | 14.61 | 11.02 | 7.37 | 8.97 | 15.58 | 6.70 |
| Draw Down(%) | NA | 14.70 | 17.07 | 25.16 | NA | NA | NA | … | … | 0.47 | 14.70 | 15.88 | 7.08 | 6.96 | 22.06 | 2.45 |
| Yield(%) | 0.00 | 5.91 | 4.82 | 2.45 | 1.41 | 0.94 | 0.70 | … | … | 0.00 | 5.68 | 0.28 | 9.06 | 0.22 | 0.00 | 0.00 |
Data as of 01/24/2020, Common starting date is 04/04/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKLCX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS C) |
-6.98%
Mar 2015 – Mar 2018 |
-2.77%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKLCX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS C) |
1.35%
Nov 2016 – Nov 2019 |
-0.76%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart