Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SKLIX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS I) | NA | 10.43% | 1.79% | -2.06% | 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 |
|---|---|---|
| SKLIX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS I) | 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 (%) | -0.23 | 10.43 | 1.79 | -2.06 | NA | NA | NA | … | … | 1.03 | -1.15 | -5.37 | 3.72 | 5.86 | -16.84 | 12.80 |
| Sharpe Ratio | NA | 0.11 | -0.13 | -0.33 | NA | NA | NA | … | … | 3.38 | -0.15 | -0.61 | 0.42 | 0.63 | -1.08 | 2.66 |
| Standard Deviation(%) | NA | 17.30 | 12.64 | 12.69 | NA | NA | NA | … | … | 4.85 | 17.54 | 11.02 | 7.41 | 8.89 | 15.69 | 6.63 |
| Draw Down(%) | NA | 17.00 | 17.00 | 22.27 | NA | NA | NA | … | … | 0.57 | 17.00 | 15.25 | 6.78 | 6.80 | 21.46 | 2.35 |
| Yield(%) | 0.00 | 7.50 | 5.24 | 2.71 | 1.57 | 1.04 | 0.78 | … | … | 0.00 | 7.22 | 0.27 | 8.83 | 0.21 | 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 |
|---|---|---|---|---|
| SKLIX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS I) |
-6.06%
Mar 2015 – Mar 2018 |
-1.79%
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 |
|---|---|---|---|---|
| SKLIX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS I) |
2.33%
Nov 2016 – Nov 2019 |
0.23%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart