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AlphaSimplex Tactical U.S. Market Fund Class Y (USMYX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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11.630.00 (0.00%)
At close: 08:00PM EDT

Risk Overview

Morningstar Risk Rating★
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return (Feb 3, 2019)25.67%
Worst 1 Yr Total Return (Feb 3, 2019)-3.67%

Risk Statistics

3 Years
USMYXCategory Average
5 Years
USMYXCategory Average
10 Years
USMYXCategory Average
Alpha
-4.590.03
-3.90.04
N/A0.01
BETA
0.920.01
0.870.01
N/A0.01
Mean Annual Return
0.520.02
0.510.02
N/A0.01
R-squared
90.250.89
87.560.87
N/A0.87
Standard Deviation
16.460.2
13.680.16
N/A0.15
Sharpe Ratio
0.280.01
0.360.01
N/A0.01
Treynor Ratio
3.610.21
4.680.21
N/A0.15