Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CDAAX (MULTI-MANAGER DIRECTIONAL ALTERNATIVE STRATEGIES FUND MULTI-MANAGER DIRECTIONAL ALTERNATIVE STRATEGIES FUND CLASS A) | NA | 4.85% | 2.20% | NA | NA | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 10/18/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CDAAX (MULTI-MANAGER DIRECTIONAL ALTERNATIVE STRATEGIES FUND MULTI-MANAGER DIRECTIONAL ALTERNATIVE STRATEGIES FUND CLASS A) | 10/18/2016 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.43 | 4.85 | 2.20 | NA | NA | NA | NA | … | … | 0.29 | 7.93 | -11.61 | 12.87 | 2.50 |
| Sharpe Ratio | NA | 0.55 | 0.15 | NA | NA | NA | NA | … | … | 0.67 | 1.00 | -1.36 | 2.82 | 2.74 |
| Standard Deviation(%) | NA | 6.28 | 7.16 | NA | NA | NA | NA | … | … | 5.33 | 6.54 | 9.52 | 4.36 | 4.54 |
| Draw Down(%) | NA | 4.89 | 18.49 | NA | NA | NA | NA | … | … | 0.86 | 4.89 | 18.49 | 2.24 | 0.80 |
| Yield(%) | 0.00 | 0.81 | 12.34 | 7.68 | 3.84 | 2.56 | 1.92 | … | … | 0.00 | 0.83 | 29.11 | 5.49 | 0.00 |
Data as of 01/24/2020, Common starting date is 10/18/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CDAAX (MULTI-MANAGER DIRECTIONAL ALTERNATIVE STRATEGIES FUND MULTI-MANAGER DIRECTIONAL ALTERNATIVE STRATEGIES FUND CLASS A) |
2.42%
Nov 2016 – Nov 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CDAAX (MULTI-MANAGER DIRECTIONAL ALTERNATIVE STRATEGIES FUND MULTI-MANAGER DIRECTIONAL ALTERNATIVE STRATEGIES FUND CLASS A) |
2.50%
Dec 2016 – Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart