Find A Portfolio/Ticker
Comparison Box
HSKAX: Highbridge Statistical Mkt Neutral A (MUTUAL FUND)
Basic Info
Asset Class: | Market Neutral |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/06/2005 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | 1.96% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 12/06/2005)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 12/06/2005 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -1.6 | -0.3 | -1.1 | 0.0 | -1.8 | 3.1 | -3.6 | 1.4 | -2.5 | -3.9 | -4.6 | 9.8 | -0.9 | 6.7 | 0.0 |
Sharpe Ratio | NA | -0.56 | -0.08 | -0.33 | -0.16 | -1.26 | 1.03 | -0.82 | 0.34 | -0.84 | -1.56 | -1.49 | 2.18 | -0.83 | 1.24 | -2.06 |
Draw Down(%) | NA | 3.0 | 5.6 | 7.9 | 0.0 | 2.6 | 2.6 | 5.6 | 3.1 | 5.6 | 5.5 | 5.9 | 3.7 | 8.8 | 1.4 | 0.0 |
Standard Deviation(%) | NA | 2.9 | 3.6 | 3.5 | 0.0 | 2.7 | 3.0 | 4.5 | 3.9 | 3.1 | 2.6 | 3.2 | 4.0 | 4.8 | 2.8 | 0.0 |
Treynor Ratio | NA | -0.36 | -0.26 | -0.2 | 1.0 | -1.38 | 0.4 | 0.45 | 0.21 | -0.23 | -0.17 | -0.17 | 0.65 | -0.32 | 0.0 | 1.0 |
Alpha | NA | -0.01 | 0.0 | -0.01 | 0.0 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | -0.02 | -0.01 | 0.04 | -0.01 | NA | NA |
Beta | NA | 0.05 | 0.01 | 0.06 | 0.13 | 0.02 | 0.08 | -0.08 | 0.06 | 0.11 | 0.24 | 0.28 | 0.13 | 0.12 | NA | NA |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.02 | 0.08 | 0.23 | 0.08 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/06/2005
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Market Neutral Asset Class Trend Rankings |
Top Rated Funds in Market Neutral
Best Mutual Funds
- AGEAX (THE ARBITRAGE EVENT-DRIVEN FUND CLASS A) (100%)
- ARBFX (THE ARBITRAGE FUND CLASS R) (96%)
- MERFX (THE MERGER FUND THE MERGER FUND - INVESTOR CLASS SHARES) (92%)
- GABCX (THE GABELLI ABC FUND CLASS AAA) (84%)
- VMNFX (VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES) (80%)
- VMNIX (VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES) (76%)
- CMNIX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS I) (72%)
- ADANX (AQR DIVERSIFIED ARBITRAGE FUND CLASS N) (68%)
- JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) (60%)
- GADVX (THE GABELLI ABC FUND ADVISOR SHARES) (44%)