Nasdaq - Delayed Quote • USD
Steben Managed Futures Strategy Fund Class I (SKLIX)
At close: January 24 at 8:01 PM EST
Fund Summary
The investment seeks to achieve positive long term absolute returns with low correlation to broad equity and fixed income market returns. The fund invests generally between 60% to 80% of its assets directly in fixed income investments to generate returns and interest income, diversifying the returns of the fund's investments in managed futures. It may invest in Derivative Instruments directly or it may invest up to 25% of its total assets in a wholly owned and controlled subsidiary (Subsidiary) to pursue its managed futures strategy through investments in Derivative Investments.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 5.86% |
| Worst 1Y Total Return | -6.51% |
| Number of Years Up | 3 |
| Number of Years Down | 2 |
Performance & Risk
| YTD Return | -3.96% |
| 5y Average Return | 0.00% |
| Rank in Category (ytd) | 38 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.82 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| SKLIX | Category Average | SKLIX | Category Average | SKLIX | Category Average | |
| Alpha | 4.09 | 0.02 | 0.85 | -0.01 | -- | -0 |
| BETA | 0.82 | 0 | 0.74 | 0 | -- | 0 |
| Mean Annual Return | 0.14 | 0 | 0.08 | 0 | -- | 0 |
| R-squared | 71.4 | 0.1 | 66.32 | 0.09 | -- | 0.04 |
| Standard Deviation | 9.4 | 0.1 | 9.14 | 0.1 | -- | 0.09 |
| Sharpe Ratio | -0.01 | 0 | -0.02 | 0 | -- | 0 |
| Treynor Ratio | -0.61 | -0.04 | -0.79 | -1.01 | -- | -0.27 |
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