Nasdaq - Delayed Quote USD

Donoghue Forlines Momentum C (MOJCX)

14.09
-0.02
(-0.14%)
At close: 8:06:40 AM EDT

Fund Summary

The adviser seeks to achieve the fund’s objectives by seeking to track the FCF Risk Managed Sector Neutral Momentum Index that provides a formulaic methodology for allocating investments between securities of issuers who demonstrate higher free cash flow and positive momentum and short-term treasuries. The index and the fund will allocate 100% to the equity portfolio when the shorter-term exponential moving average indicator is in a bullish position.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 27.64%
Worst 1Y Total Return --
Number of Years Up 5
Number of Years Down 3

Performance & Risk

YTD Return 7.22%
5y Average Return 14.28%
Rank in Category (ytd) 57
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.01
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
MOJCXCategory AverageMOJCXCategory AverageMOJCXCategory Average
Alpha 1.78 -0.02 4.32 -0.01 -- -0.02
BETA 1.01 0.01 1.12 0.01 -- 0.01
Mean Annual Return 0.72 0.01 1.07 0.01 -- 0
R-squared 57.12 0.76 60.22 0.73 -- 0.73
Standard Deviation 16.05 0.13 16.19 0.11 -- 0.09
Sharpe Ratio 0.25 0.01 0.62 0.01 -- 0.01
Treynor Ratio 2.93 0.08 8.31 0.08 -- 0.06

Related Tickers