Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FUTRX (Forward Managed Futures Strategy Inv) | NA | 1.01% | -5.83% | NA | NA | NA | NA | … | … |
Data as of 06/12/2015, Common starting date is 02/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FUTRX (Forward Managed Futures Strategy Inv) | 02/06/2012 | 06/12/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.01 | -5.83 | NA | NA | NA | NA | … | … | 0.00 | -1.77 | 2.83 | -19.55 |
| Sharpe Ratio | NA | 0.12 | -0.59 | NA | NA | NA | NA | … | … | 0.00 | -0.18 | 0.27 | -1.86 |
| Standard Deviation(%) | NA | 8.00 | 9.92 | NA | NA | NA | NA | … | … | NA | 10.12 | 10.23 | 11.58 |
| Draw Down(%) | NA | 7.49 | 20.15 | NA | NA | NA | NA | … | … | 0.00 | 7.49 | 7.07 | 23.35 |
| Yield(%) | 0.00 | 0.00 | 0.71 | 0.41 | 0.21 | 0.14 | 0.10 | … | … | 0.00 | 0.00 | 2.52 | 0.01 |
Data as of 06/12/2015, Common starting date is 02/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUTRX (Forward Managed Futures Strategy Inv) |
-7.86%
Mar 2012 – Mar 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUTRX (Forward Managed Futures Strategy Inv) |
-6.43%
May 2012 – May 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart