Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACDEX (ALPHA DEFENSIVE ALTERNATIVES FUND CLASS I) | NA | -3.44% | -1.26% | -0.20% | NA | NA | NA | … | … |
Data as of 06/09/2016, Common starting date is 02/09/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACDEX (ALPHA DEFENSIVE ALTERNATIVES FUND CLASS I) | 02/09/2011 | 06/09/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.33 | -3.44 | -1.26 | -0.20 | NA | NA | NA | … | … | -0.22 | -6.80 | -0.60 | -3.50 | 2.19 | 0.00 |
| Sharpe Ratio | NA | -1.43 | -0.84 | -0.59 | NA | NA | NA | … | … | -0.22 | -1.85 | -0.15 | -1.05 | 0.56 | -0.01 |
| Standard Deviation(%) | NA | 3.56 | 3.72 | 3.87 | NA | NA | NA | … | … | 3.12 | 3.69 | 4.06 | 3.36 | 3.87 | 4.02 |
| Draw Down(%) | NA | 5.77 | 12.20 | 12.20 | NA | NA | NA | … | … | 2.14 | 7.17 | 5.28 | 4.55 | 3.18 | 5.30 |
| Yield(%) | 0.00 | 1.53 | 1.80 | 2.05 | 1.05 | 0.70 | 0.52 | … | … | 0.00 | 1.50 | 2.67 | 1.27 | 5.07 | 0.00 |
Data as of 06/09/2016, Common starting date is 02/09/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACDEX (ALPHA DEFENSIVE ALTERNATIVES FUND CLASS I) |
-1.89%
Dec 2012 – Dec 2015 |
-0.32%
May 2011 – May 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACDEX (ALPHA DEFENSIVE ALTERNATIVES FUND CLASS I) |
3.36%
Sep 2011 – Sep 2014 |
0.27%
Mar 2011 – Mar 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart