Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SKLNX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS N) | NA | 10.11% | 1.53% | -2.31% | 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 |
|---|---|---|
| SKLNX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS N) | 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 (%) | -0.22 | 10.11 | 1.53 | -2.31 | NA | NA | NA | … | … | 1.05 | -0.82 | -5.53 | 3.43 | 5.56 | -17.04 | 12.70 |
| Sharpe Ratio | NA | 0.14 | -0.14 | -0.34 | NA | NA | NA | … | … | 3.37 | -0.14 | -0.62 | 0.38 | 0.60 | -1.09 | 2.65 |
| Standard Deviation(%) | NA | 15.94 | 12.04 | 12.32 | NA | NA | NA | … | … | 4.98 | 16.22 | 11.02 | 7.40 | 8.95 | 15.61 | 6.59 |
| Draw Down(%) | NA | 15.99 | 16.45 | 23.00 | NA | NA | NA | … | … | 0.57 | 15.99 | 15.30 | 6.93 | 6.74 | 21.66 | 2.35 |
| Yield(%) | 0.00 | 6.80 | 5.04 | 2.60 | 1.50 | 1.00 | 0.75 | … | … | 0.00 | 6.54 | 0.27 | 8.89 | 0.21 | 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 |
|---|---|---|---|---|
| SKLNX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS N) |
-6.30%
Mar 2015 – Mar 2018 |
-2.05%
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 |
|---|---|---|---|---|
| SKLNX (STEBEN MANAGED FUTURES STRATEGY FUND CLASS N) |
2.06%
Nov 2016 – Nov 2019 |
-0.01%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart