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ALHIX: AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND INVESTOR CLASS (MUTUAL FUND)
Basic Info
Asset Class: | Market Neutral |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/04/2005 |
Last Dividend Date: | 12/11/2018 |
12-Mo. Yield | 0.00% |
Expenses | 3.13% |
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Performance Analytics (As of 09/11/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/05/2005 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -2.2 | -1.8 | -1.0 | 0.9 | 0.7 | 0.1 | -7.6 | 2.6 | 0.7 | -0.6 | -1.0 | 1.6 | 6.0 | -1.2 | 5.9 | 1.7 | -7.7 | -2.5 | 7.9 | 5.1 | 0.1 |
Sharpe Ratio | NA | -2.64 | -0.7 | -0.58 | 0.09 | -0.03 | 0.15 | -2.4 | 0.33 | 0.03 | -0.25 | -0.33 | 0.54 | 2.09 | -0.4 | 1.49 | 0.47 | -2.1 | -0.46 | 0.44 | 0.28 | -0.29 |
Draw Down(%) | NA | 8.9 | 8.9 | 8.9 | 8.9 | 13.6 | 0.7 | 8.7 | 4.1 | 2.2 | 3.7 | 2.5 | 2.4 | 1.5 | 3.1 | 2.4 | 3.6 | 7.8 | 10.5 | 13.5 | 7.4 | 3.0 |
Standard Deviation(%) | NA | 3.7 | 3.6 | 3.5 | 3.4 | 5.0 | 3.5 | 3.7 | 4.0 | 3.0 | 3.3 | 3.1 | 3.0 | 2.9 | 3.2 | 3.9 | 3.5 | 3.7 | 7.5 | 11.1 | 6.5 | 7.6 |
Treynor Ratio | NA | -0.42 | -0.09 | -0.07 | 0.01 | 0.0 | 0.02 | -0.39 | 0.05 | 0.0 | -0.02 | -0.04 | 0.03 | 0.15 | -0.03 | 0.18 | 0.03 | -0.3 | -0.23 | 0.06 | 0.03 | -0.03 |
Alpha | NA | -0.03 | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | -0.03 | 0.01 | 0.01 | -0.01 | -0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | -0.02 | 0.0 | 0.0 | 0.0 | -0.04 |
Beta | NA | 0.23 | 0.28 | 0.29 | 0.34 | 0.38 | 0.31 | 0.23 | 0.27 | 0.36 | 0.38 | 0.27 | 0.46 | 0.41 | 0.39 | 0.33 | 0.51 | 0.26 | 0.15 | 0.86 | 0.53 | 0.77 |
RSquared | NA | 0.08 | 0.15 | 0.18 | 0.18 | 0.15 | 0.15 | 0.07 | 0.17 | 0.22 | 0.29 | 0.21 | 0.33 | 0.24 | 0.18 | 0.1 | 0.2 | 0.14 | 0.03 | 0.27 | 0.22 | 0.41 |
Yield(%) | N/A | 0.0 | 1.6 | 1.0 | 0.5 | N/A | 0.0 | 0.0 | 4.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2.2 | 0.8 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 187.5 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/05/2005
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