Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACOPX (ALPHA OPPORTUNISTIC ALTERNATIVES FUND CLASS I) | NA | -2.98% | -1.68% | 1.12% | NA | NA | NA | … | … |
Data as of 11/08/2016, Common starting date is 02/09/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACOPX (ALPHA OPPORTUNISTIC ALTERNATIVES FUND CLASS I) | 02/09/2011 | 11/08/2016 |
| 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 (%) | 0.00 | -2.98 | -1.68 | 1.12 | NA | NA | NA | … | … | -1.55 | -4.55 | 0.17 | 4.72 | 9.64 | -6.74 |
| Sharpe Ratio | NA | -0.97 | -0.41 | 0.25 | NA | NA | NA | … | … | -0.63 | -1.16 | 0.03 | 1.20 | 2.67 | -0.85 |
| Standard Deviation(%) | NA | 3.26 | 4.24 | 4.25 | NA | NA | NA | … | … | 3.18 | 3.95 | 5.35 | 3.90 | 3.61 | 8.92 |
| Draw Down(%) | NA | 3.58 | 11.19 | 11.19 | NA | NA | NA | … | … | 3.46 | 5.76 | 7.80 | 4.24 | 1.98 | 11.79 |
| Yield(%) | 0.00 | 0.48 | 1.30 | 1.42 | 0.67 | 0.45 | 0.34 | … | … | 0.00 | 0.46 | 2.64 | 0.83 | 2.96 | 0.00 |
Data as of 11/08/2016, 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 |
|---|---|---|---|---|
| ACOPX (ALPHA OPPORTUNISTIC ALTERNATIVES FUND CLASS I) |
-1.68%
Oct 2013 – Oct 2016 |
0.19%
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 |
|---|---|---|---|---|
| ACOPX (ALPHA OPPORTUNISTIC ALTERNATIVES FUND CLASS I) |
6.27%
Sep 2011 – Sep 2014 |
1.89%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart