Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZMNVX (Zacks Market Neutral Fund Class Investor) | NA | -2.94% | -2.54% | -0.46% | 0.17% | NA | NA | … | … |
Data as of 02/26/2020, Common starting date is 07/25/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZMNVX (Zacks Market Neutral Fund Class Investor) | 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 (%) | 0.38 | -2.94 | -2.54 | -0.46 | 0.17 | NA | NA | … | … | 0.08 | -0.75 | -6.20 | -3.21 | 6.54 | 3.30 | 4.31 | -4.34 | -0.89 | 5.48 | -1.69 | -11.09 | -2.60 |
| Sharpe Ratio | NA | -1.21 | -0.90 | -0.29 | -0.06 | NA | NA | … | … | -0.23 | -0.58 | -1.48 | -0.96 | 1.51 | 0.79 | 1.01 | -1.14 | -0.23 | 1.34 | -0.51 | -3.02 | -2.11 |
| Standard Deviation(%) | NA | 3.52 | 4.25 | 4.23 | 4.12 | NA | NA | … | … | 2.40 | 3.73 | 5.10 | 4.01 | 4.19 | 4.13 | 4.26 | 3.83 | 4.22 | 4.05 | 3.50 | 3.71 | 3.02 |
| Draw Down(%) | NA | 4.04 | 9.50 | 11.82 | 13.30 | NA | NA | … | … | 0.91 | 4.11 | 7.31 | 7.33 | 3.30 | 3.69 | 5.25 | 5.61 | 7.24 | 2.71 | 2.30 | 11.91 | 3.80 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 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 |
|---|---|---|---|---|
| ZMNVX (Zacks Market Neutral Fund Class Investor) |
-3.88%
Aug 2008 – Aug 2011 |
-2.89%
Nov 2008 – Nov 2013 |
-0.93%
Dec 2008 – Dec 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZMNVX (Zacks Market Neutral Fund Class Investor) |
4.72%
Nov 2013 – Nov 2016 |
2.43%
Mar 2011 – Mar 2016 |
0.42%
Oct 2009 – Oct 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart