Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALIRX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND R CLASS) | NA | -8.76% | -1.88% | -1.69% | 0.18% | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 10/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALIRX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND R 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 | -8.76 | -1.88 | -1.69 | 0.18 | NA | NA | … | … | 0.11 | -8.06 | 2.14 | 0.28 | -1.21 | -1.47 | 1.11 | 5.48 | -1.73 | 5.38 | 1.13 | -8.19 | -3.01 | 7.30 | 4.57 | 0.91 |
| Sharpe Ratio | NA | -2.75 | -0.82 | -0.71 | -0.06 | NA | NA | … | … | 0.17 | -2.51 | 0.20 | -0.11 | -0.43 | -0.48 | 0.36 | 1.90 | -0.55 | 1.39 | 0.30 | -2.20 | -0.52 | 0.39 | 0.20 | 0.19 |
| Standard Deviation(%) | NA | 3.68 | 3.67 | 3.48 | 3.40 | NA | NA | … | … | 3.69 | 3.76 | 3.99 | 3.12 | 3.27 | 3.10 | 3.06 | 2.87 | 3.26 | 3.84 | 3.45 | 3.76 | 7.58 | 11.08 | 6.49 | 7.32 |
| Draw Down(%) | NA | 9.32 | 9.32 | 9.32 | 9.70 | NA | NA | … | … | 0.74 | 9.03 | 4.47 | 2.32 | 3.94 | 2.74 | 2.45 | 1.61 | 3.43 | 2.43 | 3.82 | 8.38 | 10.62 | 13.57 | 7.57 | 2.62 |
| Yield(%) | 0.00 | 0.00 | 1.72 | 1.00 | 0.56 | 0.52 | 0.39 | … | … | 0.00 | 0.00 | 5.11 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.92 | 0.25 | 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 |
|---|---|---|---|---|
| ALIRX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND R CLASS) |
-4.12%
Jul 2007 – Jul 2010 |
-1.73%
Dec 2014 – Dec 2019 |
-0.48%
Jul 2007 – Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALIRX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND R CLASS) |
3.29%
Oct 2010 – Oct 2013 |
2.54%
Sep 2010 – Sep 2015 |
1.10%
Nov 2005 – Nov 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart