Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TFSHX (TFS HEDGED FUTURES FUND TFS HEDGED FUTURES FUND) | NA | -0.76% | 2.33% | -0.54% | NA | NA | NA | … | … |
Data as of 11/24/2017, Common starting date is 12/30/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TFSHX (TFS HEDGED FUTURES FUND TFS HEDGED FUTURES FUND) | 12/30/2011 | 11/24/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.76 | 2.33 | -0.54 | NA | NA | NA | … | … | 1.25 | -0.29 | 6.02 | -3.16 | -4.26 | 8.25 | 0.00 |
| Sharpe Ratio | NA | -0.30 | 0.47 | -0.14 | NA | NA | NA | … | … | 0.18 | -0.10 | 1.44 | -0.67 | -0.81 | 1.16 | NA |
| Standard Deviation(%) | NA | 4.43 | 4.42 | 4.68 | NA | NA | NA | … | … | 4.35 | 4.79 | 4.15 | 4.77 | 5.28 | 7.10 | 0.00 |
| Draw Down(%) | NA | 3.35 | 4.35 | 11.43 | NA | NA | NA | … | … | 3.35 | 4.17 | 3.26 | 6.91 | 8.09 | 6.07 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.47 | 0.26 | 0.17 | 0.13 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.27 | 2.30 | 0.00 |
Data as of 11/24/2017, Common starting date is 12/30/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFSHX (TFS HEDGED FUTURES FUND TFS HEDGED FUTURES FUND) |
-2.43%
Mar 2012 – Mar 2015 |
-0.72%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFSHX (TFS HEDGED FUTURES FUND TFS HEDGED FUTURES FUND) |
2.23%
Oct 2013 – Oct 2016 |
0.93%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart