FMGFX
FS Managed Futures-I
$10.02
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 2.004M |
| 52 Week High | 10.48 |
| 52 Week Low | 9.19 |
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Key Data
| Symbol | FMGFX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 10.02 |
| Price Yesterday | 10.02 |
| Market Cap | 2.00 |
| YTD Return | 6.60% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 100000 |
| Redeption Fee | 0 |
| Prospectus | 0.0148 |
Overview
| 52 Week High | 10.48 |
|---|---|
| 52 Week Low | 9.19 |
| Market Cap | 2.00M |
| Shares Outstanding | 0.20M |
| Income Dividend Yield | 0.00% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.00% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | -45.15% |
| One Months | -25.81% |
| Three Months | -6.62% |
| Six Months | 15.37% |
| Nine Months | 4.19% |
| One Year | 3.73% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 13.19% |
| Since Inception | 4.98% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | -1.18% |
| One Month | -2.34% |
| Three Months | -1.67% |
| Six Months | 7.28% |
| Nine Months | 3.09% |
| One Year | 3.73% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 6.60% |
| Since Inception | 11.43% |
Yearly Returns
| 2024 | 6.60% |
|---|---|
| 2023 | -1.98% |
| 2022 | 6.65% |
| 2021 | 0.00% |
| 2020 | 0.00% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -1.87% |
|---|---|
| Beta | 0.01 |
| Correlation | 1.24% |
| Downside Deviation | 2.48% |
| Coefficient of determination | 0.02% |
| Standard Deviation | 2.52% |
| Sharpe Ratio | -2.87 |
| Sortino | -10.06 |
| Treynor | -170.51 |
| Ulcer Index | 3.1 |
| Ulcer Performance Index | -8.07 |