Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WAVEX (LONGBOARD MANAGED FUTURES STRATEGY FUND LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS A SHARES) | NA | 7.71% | 5.06% | 5.16% | 2.98% | NA | NA | … | … |
Data as of 04/03/2024, Common starting date is 03/26/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WAVEX (LONGBOARD MANAGED FUTURES STRATEGY FUND LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS A SHARES) | 03/26/2013 | 04/03/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.71 | 5.06 | 5.16 | 2.98 | NA | NA | … | … | 7.54 | -1.26 | 8.28 | 5.12 | 1.07 | -9.29 | -10.60 | 13.22 | -7.77 | 8.64 | 14.59 | -0.93 |
| Sharpe Ratio | NA | 0.75 | 0.42 | 0.36 | 0.16 | NA | NA | … | … | 5.80 | -0.95 | 0.85 | 0.59 | 0.06 | -0.68 | -0.70 | 1.06 | -0.50 | 0.73 | 1.36 | -0.09 |
| Standard Deviation(%) | NA | 5.22 | 7.18 | 9.92 | 12.33 | NA | NA | … | … | 5.08 | 5.87 | 8.10 | 8.57 | 13.76 | 15.64 | 17.08 | 11.95 | 15.87 | 11.82 | 10.68 | 13.04 |
| Draw Down(%) | NA | 5.86 | 10.42 | 16.51 | 32.18 | NA | NA | … | … | 0.91 | 5.46 | 8.36 | 6.29 | 16.51 | 16.90 | 25.00 | 6.06 | 18.57 | 10.35 | 6.80 | 13.89 |
| Yield(%) | 0.00 | 5.40 | 3.81 | 2.95 | 2.91 | 1.87 | 1.40 | … | … | 0.00 | 5.34 | 2.71 | 3.43 | 2.19 | 0.00 | 0.03 | 0.00 | 0.00 | 11.79 | 1.58 | 0.53 |
Data as of 04/03/2024, Common starting date is 03/26/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAVEX (LONGBOARD MANAGED FUTURES STRATEGY FUND LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS A SHARES) |
-8.54%
Jan 2018 – Jan 2021 |
-5.04%
Sep 2015 – Sep 2020 |
1.82%
Dec 2013 – Dec 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAVEX (LONGBOARD MANAGED FUTURES STRATEGY FUND LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS A SHARES) |
10.51%
Sep 2013 – Sep 2016 |
6.82%
Aug 2013 – Aug 2018 |
3.28%
Sep 2013 – Sep 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart