Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WAVIX (LONGBOARD MANAGED FUTURES STRATEGY FUND LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS I SHARES) | NA | 7.93% | 5.33% | 5.42% | 3.24% | NA | NA | 2.76% |
Data as of 04/03/2024, AR inception is 06/28/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WAVIX (LONGBOARD MANAGED FUTURES STRATEGY FUND LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS I SHARES) | 06/28/2012 | 04/03/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.93 | 5.33 | 5.42 | 3.24 | NA | NA | 2.76 | 7.64 | -1.03 | 8.52 | 5.37 | 1.40 | -9.05 | -10.37 | 12.58 | -6.72 | 8.91 | 14.73 | 3.70 | -1.50 |
| Sharpe Ratio | NA | 0.80 | 0.46 | 0.39 | 0.18 | NA | NA | 0.14 | 5.90 | -0.92 | 0.89 | 0.63 | 0.08 | -0.67 | -0.64 | 0.88 | -0.44 | 0.75 | 1.46 | 0.27 | -0.28 |
| Standard Deviation(%) | NA | 5.18 | 7.15 | 9.93 | 12.58 | NA | NA | 12.58 | 5.08 | 5.82 | 8.06 | 8.56 | 13.91 | 15.57 | 18.23 | 13.66 | 15.59 | 11.86 | 10.07 | 13.59 | 10.90 |
| Draw Down(%) | NA | 5.76 | 10.37 | 16.37 | 31.60 | NA | NA | 31.60 | 0.89 | 5.35 | 8.34 | 6.19 | 16.37 | 16.73 | 24.83 | 6.08 | 18.57 | 10.28 | 6.78 | 14.26 | 5.80 |
| Yield(%) | 0.00 | 5.64 | 4.11 | 3.25 | 3.07 | 2.03 | 1.52 | 2.77 | 0.00 | 5.58 | 3.04 | 3.80 | 2.68 | 0.00 | 0.03 | 0.00 | 0.00 | 11.78 | 1.57 | 0.54 | 0.00 |
Data as of 04/03/2024, AR inception is 06/28/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAVIX (LONGBOARD MANAGED FUTURES STRATEGY FUND LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS I SHARES) |
-8.24%
Jan 2018 - Jan 2021 |
-4.77%
Sep 2015 - Sep 2020 |
2.00%
Jan 2013 - Jan 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAVIX (LONGBOARD MANAGED FUTURES STRATEGY FUND LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS I SHARES) |
10.78%
Sep 2013 - Sep 2016 |
7.21%
Jan 2013 - Jan 2018 |
3.55%
Sep 2013 - Sep 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart