Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SKLAX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS A) | NA | 10.14% | 1.54% | -2.30% | NA | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 04/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKLAX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS A) | 04/04/2014 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.18 | 10.14 | 1.54 | -2.30 | NA | NA | NA | … | … | 0.97 | -0.82 | -5.53 | 3.32 | 5.68 | -17.04 | 12.70 |
| Sharpe Ratio | NA | 0.14 | -0.14 | -0.34 | NA | NA | NA | … | … | 3.31 | -0.14 | -0.63 | 0.36 | 0.61 | -1.10 | 2.65 |
| Standard Deviation(%) | NA | 16.10 | 12.10 | 12.34 | NA | NA | NA | … | … | 4.65 | 16.38 | 10.97 | 7.42 | 8.94 | 15.56 | 6.59 |
| Draw Down(%) | NA | 16.08 | 16.45 | 23.00 | NA | NA | NA | … | … | 0.46 | 16.08 | 15.30 | 6.83 | 6.84 | 21.66 | 2.35 |
| Yield(%) | 0.00 | 6.91 | 5.07 | 2.62 | 1.51 | 1.01 | 0.76 | … | … | 0.00 | 6.64 | 0.27 | 8.88 | 0.22 | 0.00 | 0.00 |
Data as of 01/24/2020, Common starting date is 04/04/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKLAX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS A) |
-6.27%
Mar 2015 – Mar 2018 |
-2.03%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKLAX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS A) |
2.10%
Nov 2016 – Nov 2019 |
0.00%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart