Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HSKAX (Highbridge Statistical Mkt Neutral A) | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 12/06/2005, AR inception is 12/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSKAX (Highbridge Statistical Mkt Neutral A) | 12/06/2005 | 12/06/2005 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | NA | NA | NA | NA | NA | NA | -1.83 | 3.15 | -3.64 | 1.37 | -2.53 | -3.90 | -4.64 | 9.79 | -0.92 | 6.74 | 0.00 |
| Sharpe Ratio | NA | -0.56 | -0.08 | -0.33 | NA | NA | NA | -0.16 | -1.26 | 1.03 | -0.82 | 0.34 | -0.84 | -1.56 | -1.49 | 2.18 | -0.83 | 1.24 | -2.06 |
| Standard Deviation(%) | NA | 2.94 | 3.65 | 3.48 | NA | NA | NA | 0.00 | 2.68 | 3.04 | 4.49 | 3.87 | 3.05 | 2.55 | 3.17 | 4.04 | 4.79 | 2.79 | 0.00 |
| Draw Down(%) | NA | 2.97 | 5.60 | 7.87 | NA | NA | NA | 0.00 | 2.64 | 2.63 | 5.60 | 3.08 | 5.59 | 5.55 | 5.90 | 3.69 | 8.78 | 1.39 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.00 |
Data as of 12/06/2005, AR inception is 12/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSKAX (Highbridge Statistical Mkt Neutral A) |
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 |
|---|---|---|---|---|
| HSKAX (Highbridge Statistical Mkt Neutral A) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart