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361 Global Long/Short Equity Fund (AGAQX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS46141Q8814
CUSIP46141Q881
Issuer361 Funds
Inception DateDec 11, 2014
CategoryLong-Short
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

AGAQX has a high expense ratio of 1.79%, indicating higher-than-average management fees.


Expense ratio chart for AGAQX: current value at 1.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.79%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


361 Global Long/Short Equity Fund

Popular comparisons: AGAQX vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 361 Global Long/Short Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
8.37%
15.76%
AGAQX (361 Global Long/Short Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

361 Global Long/Short Equity Fund had a return of 7.68% year-to-date (YTD) and 13.01% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.68%12.69%
1 month-0.24%2.92%
6 months8.37%15.76%
1 year13.01%23.89%
5 years (annualized)3.88%13.23%
10 years (annualized)N/A10.77%

Monthly Returns

The table below presents the monthly returns of AGAQX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.57%2.49%4.27%-2.73%3.06%7.68%
20230.35%-3.83%1.09%0.63%-3.56%3.69%0.71%0.09%-1.50%-0.72%3.61%2.48%2.75%
2022-1.36%-2.93%0.17%-0.59%3.78%-6.64%-0.26%-2.26%-7.12%5.08%6.75%-1.82%-7.88%
20211.36%-0.90%4.07%3.82%3.76%-3.71%1.17%0.66%-3.37%2.55%0.25%6.33%16.65%
2020-0.63%-5.60%-5.83%3.86%1.86%2.40%5.90%3.36%-1.20%-2.86%-2.85%1.19%-1.17%
20194.27%1.30%1.01%0.82%-1.62%2.38%0.00%-1.52%-0.18%0.00%0.64%4.03%11.50%
20183.61%-2.99%-0.43%0.60%0.51%-1.10%1.72%0.34%-0.34%-4.39%-0.80%-5.33%-8.59%
20172.41%2.44%-0.44%0.09%1.59%0.78%1.38%2.39%0.92%0.33%1.23%0.94%14.96%
2016-1.47%-0.28%4.21%-4.22%3.28%-2.81%2.80%-1.81%0.74%-1.29%0.19%0.49%-0.52%
2015-0.99%0.70%0.50%-2.17%2.73%-0.20%6.40%-2.04%0.85%2.34%-0.18%0.77%8.75%
20141.00%1.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AGAQX is 78, placing it in the top 22% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AGAQX is 7878
AGAQX (361 Global Long/Short Equity Fund)
The Sharpe Ratio Rank of AGAQX is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of AGAQX is 7878Sortino Ratio Rank
The Omega Ratio Rank of AGAQX is 7676Omega Ratio Rank
The Calmar Ratio Rank of AGAQX is 6767Calmar Ratio Rank
The Martin Ratio Rank of AGAQX is 8989Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for 361 Global Long/Short Equity Fund (AGAQX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGAQX
Sharpe ratio
The chart of Sharpe ratio for AGAQX, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for AGAQX, currently valued at 2.83, compared to the broader market0.005.0010.002.83
Omega ratio
The chart of Omega ratio for AGAQX, currently valued at 1.35, compared to the broader market1.002.003.004.001.35
Calmar ratio
The chart of Calmar ratio for AGAQX, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.08
Martin ratio
The chart of Martin ratio for AGAQX, currently valued at 10.95, compared to the broader market0.0020.0040.0060.0080.0010.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.008.30

Sharpe Ratio

The current 361 Global Long/Short Equity Fund Sharpe ratio is 1.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of 361 Global Long/Short Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.91
2.21
AGAQX (361 Global Long/Short Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

361 Global Long/Short Equity Fund granted a 2.46% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.30$0.30$0.04$0.37$0.00$0.33$0.33$0.78$0.03$0.09

Dividend yield

2.46%2.65%0.33%2.94%0.00%2.99%3.23%6.68%0.30%0.85%

Monthly Dividends

The table displays the monthly dividend distributions for 361 Global Long/Short Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78$0.78
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2015$0.09$0.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-1.04%
0
AGAQX (361 Global Long/Short Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the 361 Global Long/Short Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 361 Global Long/Short Equity Fund was 22.67%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current 361 Global Long/Short Equity Fund drawdown is 1.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.67%Jan 29, 2018541Mar 23, 2020108Aug 25, 2020649
-16.89%Feb 3, 2022166Sep 30, 2022362Mar 12, 2024528
-10.67%Oct 14, 202030Nov 24, 202096Apr 15, 2021126
-7.16%Sep 3, 20203Sep 8, 202024Oct 12, 202027
-6.88%Mar 31, 201662Jun 27, 2016159Feb 13, 2017221

Volatility

Volatility Chart

The current 361 Global Long/Short Equity Fund volatility is 1.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
1.72%
2.41%
AGAQX (361 Global Long/Short Equity Fund)
Benchmark (^GSPC)