Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALHIX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND INVESTOR CLASS) | NA | -8.32% | -1.41% | -1.20% | 0.68% | NA | NA | … | … |
Data as of 01/24/2020, Common starting date is 10/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALHIX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND INVESTOR CLASS) | 10/04/2005 | 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 | -8.32 | -1.41 | -1.20 | 0.68 | NA | NA | … | … | 0.10 | -7.57 | 2.65 | 0.72 | -0.62 | -0.97 | 1.62 | 5.99 | -1.22 | 5.87 | 1.72 | -7.75 | -2.55 | 7.85 | 5.09 | 0.10 |
| Sharpe Ratio | NA | -2.64 | -0.70 | -0.58 | 0.09 | NA | NA | … | … | 0.15 | -2.40 | 0.33 | 0.03 | -0.25 | -0.33 | 0.54 | 2.09 | -0.40 | 1.49 | 0.47 | -2.10 | -0.46 | 0.44 | 0.28 | -0.29 |
| Standard Deviation(%) | NA | 3.67 | 3.64 | 3.47 | 3.40 | NA | NA | … | … | 3.45 | 3.74 | 4.00 | 3.04 | 3.30 | 3.07 | 2.99 | 2.85 | 3.24 | 3.92 | 3.51 | 3.73 | 7.49 | 11.06 | 6.49 | 7.57 |
| Draw Down(%) | NA | 8.93 | 8.93 | 8.93 | 8.93 | NA | NA | … | … | 0.69 | 8.66 | 4.15 | 2.21 | 3.69 | 2.46 | 2.36 | 1.47 | 3.07 | 2.38 | 3.56 | 7.84 | 10.47 | 13.51 | 7.45 | 3.01 |
| Yield(%) | 0.00 | 0.00 | 1.64 | 0.96 | 0.55 | 0.57 | 0.43 | … | … | 0.00 | 0.00 | 4.84 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.18 | 0.77 | 0.00 |
Data as of 01/24/2020, Common starting date is 10/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALHIX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND INVESTOR CLASS) |
-3.63%
Jul 2007 – Jul 2010 |
-1.22%
Dec 2014 – Dec 2019 |
0.02%
Jul 2007 – Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALHIX (AC ALTERNATIVES EQUITY MARKET NEUTRAL FUND INVESTOR CLASS) |
3.81%
Mar 2011 – Mar 2014 |
3.07%
Sep 2010 – Sep 2015 |
1.61%
Nov 2005 – Nov 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart