Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALISX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND I CLASS) | NA | -8.19% | -1.16% | -0.99% | 0.89% | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 10/05/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALISX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND I CLASS) | 10/05/2005 | 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 | -8.19 | -1.16 | -0.99 | 0.89 | NA | NA | … | … | 0.10 | -7.38 | 2.85 | 1.10 | -0.44 | -0.78 | 1.77 | 6.30 | -1.12 | 6.23 | 1.81 | -7.62 | -2.27 | 8.15 | 5.29 | 0.61 |
| Sharpe Ratio | NA | -2.57 | -0.63 | -0.51 | 0.15 | NA | NA | … | … | 0.13 | -2.34 | 0.38 | 0.15 | -0.20 | -0.27 | 0.59 | 2.29 | -0.37 | 1.64 | 0.50 | -2.07 | -0.42 | 0.46 | 0.31 | 0.00 |
| Standard Deviation(%) | NA | 3.72 | 3.65 | 3.46 | 3.35 | NA | NA | … | … | 3.83 | 3.75 | 3.98 | 3.08 | 3.25 | 3.04 | 2.95 | 2.73 | 3.18 | 3.78 | 3.46 | 3.72 | 7.60 | 11.10 | 6.55 | 7.70 |
| Draw Down(%) | NA | 8.71 | 8.71 | 8.71 | 8.71 | NA | NA | … | … | 0.67 | 8.44 | 4.14 | 2.25 | 3.53 | 2.34 | 2.33 | 1.55 | 2.85 | 2.26 | 3.44 | 7.81 | 10.27 | 13.50 | 7.35 | 2.72 |
| Yield(%) | 0.00 | 0.00 | 1.65 | 0.97 | 0.56 | 0.60 | 0.45 | … | … | 0.00 | 0.00 | 4.74 | 0.13 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.29 | 0.98 | 0.00 |
Data as of 01/24/2020, Common starting date is 10/05/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALISX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND I CLASS) |
-3.41%
Jul 2007 – Jul 2010 |
-0.99%
Dec 2014 – Dec 2019 |
0.24%
Jul 2007 – Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALISX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND I CLASS) |
4.02%
Oct 2010 – Oct 2013 |
3.28%
Sep 2010 – Sep 2015 |
1.81%
Nov 2005 – Nov 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart