Performance
Trailing returns
| 1 day | +0.00% | ||||
| 1 week | +1.83% |
| |||
| 4 week | +2.05% |
| |||
| 3 month | +1.94% |
| |||
| YTD | +2.28% |
| |||
| 1 year |
| -2.38% | |||
| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +3.30% | |
| Worst 3 month return | -4.64% |
Morningstar statistics
Morningstar category: Managed Futures
Key statistics
| Total assets | 130.57M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 3.18% | |
| Management fee | - | |
| Fund family | Grant Park |
Asset allocation
| Cash | 75.51% | |
| Stocks | 0.00% | |
| Bonds | 0.00% | |
| Other | 24.49% |
Purchase information
| Initial | US$5,000 | |
| Additional | US$100 | |
| AIP Initial | US$5,000 | |
| AIP Additional | US$500 |
9.49+0.06(0.64%)
May 22, 4:00PM EDT
Description
The investment seeks income and capital appreciation. The fund seeks to achieve its investment objectives by allocating its assets using two principal strategies: "Managed Futures" Strategy and "Fixed Income" Strategy. The Managed Futures strategy is designed to produce capital appreciation by capturing returns related to price trends in the commodity markets and financial markets. The Fixed Income strategy is designed to generate interest income and preserve principal by investing primarily in investment grade securities.
Fund filings (PDF) »
Fund filings (PDF) »
Asset manager:
David Kavanagh (Started: Mar 4, 2011)
David Kavanagh (Started: Mar 4, 2011)
Grant Park
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -0.05 | - | - | - | |
| Beta* | -0.21 | - | - | - | |
| Mean annual return | -0.28 | - | - | - | |
| R-squared* | 18.67 | - | - | - | |
| Standard deviation | 5.03 | - | - | - | |
| Sharpe ratio | -0.69 | - | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Grant Park Mfs Fund Ltd | 24.49% |