Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALICX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND C CLASS) | NA | -9.24% | -2.38% | -2.18% | -0.32% | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 11/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALICX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND C CLASS) | 11/07/2005 | 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 | -9.24 | -2.38 | -2.18 | -0.32 | NA | NA | … | … | 0.00 | -8.39 | 1.56 | -0.20 | -1.66 | -1.92 | 0.58 | 4.95 | -2.27 | 4.87 | 0.63 | -8.67 | -3.49 | 6.77 | 4.12 | 1.02 |
| Sharpe Ratio | NA | -2.86 | -0.96 | -0.85 | -0.21 | NA | NA | … | … | -0.29 | -2.60 | 0.06 | -0.27 | -0.56 | -0.63 | 0.18 | 1.73 | -0.73 | 1.26 | 0.15 | -2.35 | -0.59 | 0.34 | 0.13 | 0.74 |
| Standard Deviation(%) | NA | 3.71 | 3.67 | 3.49 | 3.40 | NA | NA | … | … | 3.65 | 3.77 | 4.05 | 3.06 | 3.31 | 3.08 | 3.05 | 2.85 | 3.22 | 3.83 | 3.48 | 3.73 | 7.52 | 11.07 | 6.50 | 6.03 |
| Draw Down(%) | NA | 9.64 | 10.05 | 11.00 | 12.17 | NA | NA | … | … | 0.68 | 9.33 | 4.83 | 2.45 | 4.23 | 2.96 | 2.64 | 1.67 | 3.72 | 2.49 | 4.09 | 8.86 | 10.87 | 13.49 | 7.77 | 0.91 |
| Yield(%) | 0.00 | 0.00 | 1.81 | 1.05 | 0.57 | 0.49 | 0.36 | … | … | 0.00 | 0.00 | 5.41 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.65 | 0.00 | 0.00 |
Data as of 01/24/2020, Common starting date is 11/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALICX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND C CLASS) |
-4.59%
Jul 2007 – Jul 2010 |
-2.18%
Dec 2014 – Dec 2019 |
-0.97%
Jul 2007 – Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALICX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND C CLASS) |
2.80%
Oct 2010 – Oct 2013 |
2.05%
Sep 2010 – Sep 2015 |
0.58%
Mar 2006 – Mar 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart