Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/28/2016.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ZMNAX (ZACKS MARKET NEUTRAL FUND INVESTOR CLASS) | NA | 2.37% | 4.10% | 1.74% | NA | NA | NA | -0.62% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZMNAX (ZACKS MARKET NEUTRAL FUND INVESTOR CLASS) | 07/28/2008 | 10/28/2016 |
The return data shown below all have the same latest date: 10/28/2016.
AR inception is since 07/28/2008.
AR inception is since 07/28/2008.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | 2.37 | 4.10 | 1.74 | NA | NA | NA | -0.62 | 3.71 | 3.30 | 4.31 | -4.34 | -0.89 | 5.48 | -1.69 | -11.09 | -2.60 |
| Sharpe Ratio | NA | 0.57 | 0.98 | 0.41 | NA | NA | NA | -0.18 | 1.10 | 0.79 | 1.01 | -1.14 | -0.23 | 1.34 | -0.51 | -3.02 | -2.12 |
| Standard Deviation(%) | NA | 3.85 | 4.11 | 4.07 | NA | NA | NA | 3.93 | 3.92 | 4.13 | 4.26 | 3.83 | 4.22 | 4.05 | 3.50 | 3.71 | 3.03 |
| Draw Down(%) | NA | 3.30 | 5.25 | 13.30 | NA | NA | NA | 17.00 | 3.30 | 3.69 | 5.25 | 5.61 | 7.24 | 2.71 | 2.30 | 11.91 | 3.80 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZMNAX (ZACKS MARKET NEUTRAL FUND INVESTOR CLASS) |
-3.88%
Aug 2008 - Aug 2011 |
-2.89%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZMNAX (ZACKS MARKET NEUTRAL FUND INVESTOR CLASS) |
4.09%
Sep 2013 - Sep 2016 |
2.43%
Mar 2011 - Mar 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart