Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GPHIX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS I) | NA | -45.87% | NA | NA | NA | NA | NA | -44.59% |
Data as of 10/29/2007, AR inception is 03/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPHIX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS I) | 03/07/2006 | 10/29/2007 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -40.09 | -45.87 | NA | NA | NA | NA | NA | -44.59 | -46.11 | 2.82 |
| Sharpe Ratio | NA | -0.39 | NA | NA | NA | NA | NA | -0.59 | -0.98 | 0.02 |
| Standard Deviation(%) | NA | 127.06 | NA | NA | NA | NA | NA | 56.38 | 56.99 | 4.67 |
| Draw Down(%) | NA | 47.58 | NA | NA | NA | NA | NA | 47.58 | 47.58 | 3.44 |
| Yield(%) | 0.00 | 36.96 | 12.61 | 7.57 | 3.78 | 2.52 | 1.89 | 37.84 | 36.11 | 1.05 |
Data as of 10/29/2007, AR inception is 03/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPHIX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS I) |
0.00%
NA |
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 |
|---|---|---|---|---|
| GPHIX (GRANT PARK ABSOLUTE RETURN FUND GRANT PARK ABSOLUTE RETURN FUND CLASS I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart