Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BETAX (Hatteras Beta Hedged Strategies ) | NA | 9.56% | 1.22% | -0.41% | NA | NA | NA | … | … |
Data as of 09/23/2011, Common starting date is 05/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BETAX (Hatteras Beta Hedged Strategies ) | 05/01/2006 | 09/23/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.56 | 1.22 | -0.41 | NA | NA | NA | … | … | 3.64 | 5.28 | 23.21 | -37.03 | 8.37 | -3.28 |
| Sharpe Ratio | NA | 2.46 | 0.11 | -0.16 | NA | NA | NA | … | … | 1.35 | 0.84 | 2.45 | -2.49 | 0.73 | -1.17 |
| Standard Deviation(%) | NA | 3.91 | 10.13 | 9.36 | NA | NA | NA | … | … | 3.68 | 6.20 | 9.45 | 15.19 | 7.16 | 7.14 |
| Draw Down(%) | NA | 2.26 | 28.08 | 43.52 | NA | NA | NA | … | … | 2.26 | 7.54 | 9.53 | 39.29 | 6.08 | 10.94 |
| Yield(%) | 0.00 | 0.00 | 0.04 | 1.14 | 0.52 | 0.34 | 0.26 | … | … | 0.00 | 0.00 | 0.00 | 0.10 | 5.33 | 0.00 |
Data as of 09/23/2011, Common starting date is 05/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BETAX (Hatteras Beta Hedged Strategies ) |
-9.24%
Jun 2007 – Jun 2010 |
-1.03%
Jun 2006 – Jun 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BETAX (Hatteras Beta Hedged Strategies ) |
-1.57%
Aug 2008 – Aug 2011 |
-0.77%
Aug 2006 – Aug 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart