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OTC Markets OTCPK - Delayed Quote USD

IFS US Systematic Momentum Strat. USD I (0P0001IV4C)

178.36
+0.16
+(0.09%)
At close: April 30 at 4:00:00 PM EDT

Fund Summary

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 36.65%
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) 1.38
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
0P0001IV4CCategory Average0P0001IV4CCategory Average0P0001IV4CCategory Average
Alpha 3.82 -- 5.99 -- -- --
BETA 1.38 -- 1.46 -- -- --
Mean Annual Return 0.72 -- 1.34 -- -- --
R-squared 64.63 -- 65.1 -- -- --
Standard Deviation 17.52 -- 17.06 -- -- --
Sharpe Ratio 0.24 -- 0.78 -- -- --
Treynor Ratio 2 -- 8.8 -- -- --

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