Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BETCX (Beta Hedged Strategies C) | NA | 8.86% | 0.55% | -1.10% | NA | NA | NA | … | … |
Data as of 09/23/2011, Common starting date is 08/10/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BETCX (Beta Hedged Strategies C) | 08/10/2006 | 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 | 8.86 | 0.55 | -1.10 | NA | NA | NA | … | … | 3.24 | 4.44 | 22.54 | -37.54 | 7.81 | 5.43 |
| Sharpe Ratio | NA | 2.32 | 0.04 | -0.23 | NA | NA | NA | … | … | 1.20 | 0.70 | 2.35 | -2.51 | 0.68 | 2.44 |
| Standard Deviation(%) | NA | 3.90 | 10.24 | 9.44 | NA | NA | NA | … | … | 3.69 | 6.26 | 9.53 | 15.28 | 7.06 | 4.58 |
| Draw Down(%) | NA | 2.33 | 28.34 | 44.16 | NA | NA | NA | … | … | 2.33 | 7.72 | 9.67 | 39.66 | 6.04 | 2.42 |
| Yield(%) | 0.00 | 0.00 | 0.04 | 1.06 | 0.53 | 0.35 | 0.26 | … | … | 0.00 | 0.00 | 0.00 | 0.11 | 4.99 | 0.00 |
Data as of 09/23/2011, Common starting date is 08/10/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BETCX (Beta Hedged Strategies C) |
-9.89%
Jun 2007 – Jun 2010 |
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 |
|---|---|---|---|---|
| BETCX (Beta Hedged Strategies C) |
-2.25%
Aug 2008 – Aug 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart