Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALIAX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND A CLASS) | NA | -8.57% | -1.64% | -1.46% | 0.43% | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 10/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALIAX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND A CLASS) | 10/06/2005 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.57 | -1.64 | -1.46 | 0.43 | NA | NA | … | … | 0.00 | -7.71 | 2.35 | 0.46 | -0.82 | -1.26 | 1.37 | 5.79 | -1.61 | 5.72 | 1.43 | -7.97 | -2.91 | 7.72 | 4.93 | 0.91 |
| Sharpe Ratio | NA | -2.72 | -0.76 | -0.65 | 0.01 | NA | NA | … | … | -0.30 | -2.43 | 0.25 | -0.06 | -0.31 | -0.41 | 0.45 | 2.01 | -0.52 | 1.48 | 0.38 | -2.10 | -0.51 | 0.43 | 0.25 | 0.18 |
| Standard Deviation(%) | NA | 3.66 | 3.66 | 3.48 | 3.39 | NA | NA | … | … | 3.49 | 3.75 | 4.03 | 3.06 | 3.31 | 3.11 | 3.01 | 2.87 | 3.22 | 3.83 | 3.48 | 3.83 | 7.55 | 11.08 | 6.58 | 7.37 |
| Draw Down(%) | NA | 9.02 | 9.02 | 9.02 | 9.02 | NA | NA | … | … | 0.61 | 8.74 | 4.26 | 2.35 | 3.77 | 2.60 | 2.40 | 1.59 | 3.29 | 2.40 | 3.69 | 8.06 | 10.50 | 13.54 | 7.55 | 2.72 |
| Yield(%) | 0.00 | 0.00 | 1.68 | 0.98 | 0.55 | 0.55 | 0.41 | … | … | 0.00 | 0.00 | 4.97 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.05 | 0.51 | 0.00 |
Data as of 01/24/2020, Common starting date is 10/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALIAX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND A CLASS) |
-3.85%
Jul 2007 – Jul 2010 |
-1.46%
Dec 2014 – Dec 2019 |
-0.21%
Jul 2007 – Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALIAX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND A CLASS) |
3.58%
Oct 2010 – Oct 2013 |
2.82%
Sep 2010 – Sep 2015 |
1.36%
Nov 2005 – Nov 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart