Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACVKX (AC ALTERNATIVES MARKET NEUTRAL VALUE FUND I CLASS) | NA | 0.33% | -1.41% | -1.75% | 0.78% | NA | NA | … | … |
Data as of 05/06/2022, Common starting date is 11/03/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACVKX (AC ALTERNATIVES MARKET NEUTRAL VALUE FUND I CLASS) | 11/03/2011 | 05/06/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.33 | -1.41 | -1.75 | 0.78 | NA | NA | … | … | 0.22 | -1.42 | -4.03 | -1.41 | -2.54 | 1.89 | 3.63 | 3.84 | 1.99 | 3.28 | 4.22 | 0.50 |
| Sharpe Ratio | NA | 0.12 | -0.72 | -0.79 | 0.13 | NA | NA | … | … | 0.17 | -0.72 | -1.35 | -0.88 | -0.98 | 0.48 | 1.57 | 1.57 | 0.96 | 1.26 | 1.49 | 1.39 |
| Standard Deviation(%) | NA | 1.87 | 2.52 | 3.05 | 2.74 | NA | NA | … | … | 2.08 | 2.01 | 3.14 | 3.20 | 3.96 | 2.64 | 2.17 | 2.43 | 2.05 | 2.58 | 2.82 | 2.35 |
| Draw Down(%) | NA | 0.88 | 7.46 | 9.78 | 10.10 | NA | NA | … | … | 0.88 | 2.18 | 5.74 | 4.60 | 3.95 | 2.66 | 1.18 | 1.59 | 1.45 | 1.05 | 1.16 | 0.59 |
| Yield(%) | 0.00 | 0.00 | 0.43 | 1.62 | 2.01 | 1.37 | 1.03 | … | … | 0.00 | 0.00 | 0.45 | 0.83 | 4.84 | 2.23 | 2.67 | 1.62 | 1.90 | 1.98 | 3.35 | 0.00 |
Data as of 05/06/2022, Common starting date is 11/03/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACVKX (AC ALTERNATIVES MARKET NEUTRAL VALUE FUND I CLASS) |
-2.90%
Jul 2018 – Jul 2021 |
-1.90%
Mar 2017 – Mar 2022 |
0.70%
Mar 2012 – Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACVKX (AC ALTERNATIVES MARKET NEUTRAL VALUE FUND I CLASS) |
4.11%
May 2013 – May 2016 |
3.44%
Jan 2012 – Jan 2017 |
0.91%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart