Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACVWX (AC ALTERNATIVES MARKET NEUTRAL VALUE FUND R CLASS) | NA | -0.24% | -2.05% | -2.40% | 0.09% | NA | NA | … | … |
Data as of 05/06/2022, Common starting date is 11/03/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACVWX (AC ALTERNATIVES MARKET NEUTRAL VALUE FUND R 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 | -0.24 | -2.05 | -2.40 | 0.09 | NA | NA | … | … | 0.12 | -2.08 | -4.74 | -2.09 | -3.26 | 1.28 | 2.86 | 3.14 | 1.34 | 2.41 | 3.53 | 0.40 |
| Sharpe Ratio | NA | -0.19 | -0.97 | -1.01 | -0.12 | NA | NA | … | … | 0.03 | -1.08 | -1.55 | -1.08 | -1.17 | 0.24 | 1.25 | 1.29 | 0.66 | 0.90 | 1.23 | 0.99 |
| Standard Deviation(%) | NA | 1.83 | 2.53 | 3.05 | 2.74 | NA | NA | … | … | 2.06 | 1.95 | 3.20 | 3.22 | 3.91 | 2.66 | 2.11 | 2.42 | 2.01 | 2.64 | 2.85 | 2.63 |
| Draw Down(%) | NA | 0.82 | 8.36 | 11.95 | 12.70 | NA | NA | … | … | 0.82 | 2.54 | 6.30 | 4.76 | 4.51 | 2.77 | 1.41 | 1.54 | 1.57 | 1.25 | 1.26 | 0.69 |
| Yield(%) | 0.00 | 0.00 | 0.06 | 1.48 | 1.91 | 1.30 | 0.97 | … | … | 0.00 | 0.00 | 0.00 | 0.17 | 5.07 | 2.32 | 2.76 | 1.66 | 1.93 | 2.00 | 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 |
|---|---|---|---|---|
| ACVWX (AC ALTERNATIVES MARKET NEUTRAL VALUE FUND R CLASS) |
-3.57%
Jul 2018 – Jul 2021 |
-2.57%
Mar 2017 – Mar 2022 |
0.00%
Mar 2012 – Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACVWX (AC ALTERNATIVES MARKET NEUTRAL VALUE FUND R CLASS) |
3.41%
May 2013 – May 2016 |
2.73%
Jan 2012 – Jan 2017 |
0.20%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart