Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZMNCX (ZACKS MARKET NEUTRAL FUND INSTITUTIONAL CLASS) | NA | 1.59% | 3.32% | 0.97% | NA | NA | NA | … | … |
Data as of 10/28/2016, Common starting date is 07/28/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZMNCX (ZACKS MARKET NEUTRAL FUND INSTITUTIONAL CLASS) | 07/28/2008 | 10/28/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.07 | 1.59 | 3.32 | 0.97 | NA | NA | NA | … | … | 3.07 | 2.52 | 3.51 | -5.03 | -1.68 | 4.70 | -2.18 | -11.68 | -2.93 |
| Sharpe Ratio | NA | 0.37 | 0.78 | 0.22 | NA | NA | NA | … | … | 0.89 | 0.60 | 0.81 | -1.31 | -0.41 | 1.15 | -0.67 | -3.21 | -2.44 |
| Standard Deviation(%) | NA | 3.88 | 4.16 | 4.11 | NA | NA | NA | … | … | 3.97 | 4.17 | 4.32 | 3.87 | 4.23 | 4.08 | 3.39 | 3.66 | 2.94 |
| Draw Down(%) | NA | 3.43 | 5.48 | 14.50 | NA | NA | NA | … | … | 3.43 | 3.95 | 5.48 | 6.18 | 7.47 | 2.77 | 2.41 | 12.43 | 3.87 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.02 | 0.01 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.31 | 0.00 | 0.00 |
Data as of 10/28/2016, Common starting date is 07/28/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZMNCX (ZACKS MARKET NEUTRAL FUND INSTITUTIONAL CLASS) |
-4.50%
Aug 2008 – Aug 2011 |
-3.55%
Nov 2008 – Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZMNCX (ZACKS MARKET NEUTRAL FUND INSTITUTIONAL CLASS) |
3.33%
Sep 2013 – Sep 2016 |
1.67%
Mar 2011 – Mar 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart