Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZMNIX (Zacks Market Neutral Fund Class Institut) | NA | -2.72% | -2.26% | -0.52% | -0.20% | NA | NA | … | … |
Data as of 02/26/2020, Common starting date is 07/25/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZMNIX (Zacks Market Neutral Fund Class Institut) | 07/25/2008 | 02/26/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.40 | -2.72 | -2.26 | -0.52 | -0.20 | NA | NA | … | … | 0.16 | -0.48 | -5.97 | -2.90 | 6.00 | 2.52 | 3.51 | -5.03 | -1.68 | 4.70 | -2.49 | -11.68 | -2.93 |
| Sharpe Ratio | NA | -1.15 | -0.83 | -0.30 | -0.15 | NA | NA | … | … | 0.01 | -0.51 | -1.41 | -0.89 | 1.35 | 0.60 | 0.81 | -1.31 | -0.41 | 1.15 | -0.76 | -3.21 | -2.43 |
| Standard Deviation(%) | NA | 3.52 | 4.27 | 4.25 | 4.14 | NA | NA | … | … | 2.51 | 3.73 | 5.16 | 3.98 | 4.26 | 4.17 | 4.32 | 3.87 | 4.23 | 4.08 | 3.41 | 3.66 | 2.93 |
| Draw Down(%) | NA | 3.96 | 8.84 | 11.14 | 14.50 | NA | NA | … | … | 0.88 | 3.96 | 7.15 | 7.29 | 3.43 | 3.95 | 5.48 | 6.18 | 7.47 | 2.77 | 2.72 | 12.43 | 3.87 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.02 | 0.01 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.31 | 0.00 | 0.00 |
Data as of 02/26/2020, Common starting date is 07/25/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZMNIX (Zacks Market Neutral Fund Class Institut) |
-4.50%
Aug 2008 – Aug 2011 |
-3.55%
Nov 2008 – Nov 2013 |
-1.41%
Dec 2008 – Dec 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZMNIX (Zacks Market Neutral Fund Class Institut) |
4.00%
Dec 2013 – Dec 2016 |
1.67%
Mar 2011 – Mar 2016 |
0.02%
Oct 2009 – Oct 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart