FMGFX
FS Managed Futures-I
$10.21
0.07 (0.69%)
Currency in USD / Last Updated: 5/7/2024
| Category | Trend Following |
|---|---|
| Market Cap | 2.042M |
| 52 Week High | 10.36 |
| 52 Week Low | 9.19 |
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Key Data
| Symbol | FMGFX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 10.21 |
| Price Yesterday | 10.14 |
| Market Cap | 2.04 |
| YTD Return | 8.62% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 100000 |
| Redeption Fee | 0 |
| Prospectus | 0.0154 |
Overview
| 52 Week High | 10.36 |
|---|---|
| 52 Week Low | 9.19 |
| Market Cap | 2.04M |
| 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 | 467.10% |
|---|---|
| Five Days | -41.76% |
| One Months | -4.38% |
| Three Months | 39.37% |
| Six Months | 13.11% |
| Nine Months | 9.33% |
| One Year | 10.27% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 26.74% |
| Since Inception | 6.35% |
Returns Total
| One Day | 0.69% |
|---|---|
| Five Days | -1.07% |
| One Month | -0.39% |
| Three Months | 8.50% |
| Six Months | 6.24% |
| Nine Months | 6.91% |
| One Year | 10.26% |
| Three Years | -999 |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 8.62% |
| Since Inception | 13.53% |
Yearly Returns
| 2024 | 8.62% |
|---|---|
| 2023 | -1.98% |
| 2022 | 6.64% |
| 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 | 1.00% |
|---|---|
| Beta | 0.18 |
| Correlation | 24.49% |
| Downside Deviation | 2.30% |
| Coefficient of determination | 6.00% |
| Standard Deviation | 2.42% |
| Sharpe Ratio | -2.04 |
| Sortino | -7.46 |
| Treynor | 27.7 |
| Ulcer Index | 2.9 |
| Ulcer Performance Index | -5.9 |