Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHEP (AGFiQ U.S. Market Neutral Value Fund) | NA | -26.97% | -15.44% | -8.19% | NA | NA | NA | … | … |
Data as of 12/30/2020, Common starting date is 09/13/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHEP (AGFiQ U.S. Market Neutral Value Fund) | 09/13/2011 | 12/30/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -26.97 | -15.44 | -8.19 | NA | NA | NA | … | … | -26.90 | -0.31 | -17.03 | -4.99 | 13.52 | -10.31 | -2.07 | 12.05 | -0.34 | 4.66 |
| Sharpe Ratio | NA | -1.13 | -0.92 | -0.51 | NA | NA | NA | … | … | -1.13 | -0.13 | -1.29 | -0.30 | 0.91 | -0.60 | -0.27 | 1.40 | -0.03 | 1.33 |
| Standard Deviation(%) | NA | 24.02 | 17.88 | 17.52 | NA | NA | NA | … | … | 24.07 | 13.36 | 14.20 | 19.13 | 14.56 | 17.34 | 7.81 | 8.55 | 11.96 | 12.29 |
| Draw Down(%) | NA | 36.27 | 48.48 | 49.87 | NA | NA | NA | … | … | 36.21 | 16.97 | 18.98 | 13.55 | 12.21 | 12.93 | 7.86 | 5.67 | 12.37 | 2.67 |
| Yield(%) | 0.00 | 1.43 | 1.17 | 0.76 | 0.89 | 0.59 | 0.44 | … | … | 1.43 | 2.03 | 0.66 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.79 | 2.33 |
Data as of 12/30/2020, Common starting date is 09/13/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHEP (AGFiQ U.S. Market Neutral Value Fund) |
-18.48%
Sep 2017 – Sep 2020 |
-11.37%
Sep 2015 – Sep 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHEP (AGFiQ U.S. Market Neutral Value Fund) |
3.78%
Nov 2011 – Nov 2014 |
2.23%
Jun 2012 – Jun 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart