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OTC Markets OTCPK - Delayed Quote USD

IFS US Systematic Momentum Strat. USD X (0P0001FTT0)

209.19
+0.20
+(0.10%)
At close: April 30 at 4:00:00 PM EDT

Fund Summary

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 38.49%
Worst 1Y Total Return --
Number of Years Up 4
Number of Years Down 1

Performance & Risk

YTD Return 0.00%
5y Average Return 0.00%
Rank in Category (ytd) 98
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.39
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
0P0001FTT0Category Average0P0001FTT0Category Average0P0001FTT0Category Average
Alpha 4.64 -- 6.71 -- -- --
BETA 1.39 -- 1.46 -- -- --
Mean Annual Return 0.79 -- 1.4 -- -- --
R-squared 63.2 -- 63.5 -- -- --
Standard Deviation 17.88 -- 17.36 -- -- --
Sharpe Ratio 0.28 -- 0.81 -- -- --
Treynor Ratio 2.58 -- 9.32 -- -- --

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