Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BPFIX (PTA Comprehensive Alternatives I) | NA | -0.19% | -0.35% | -1.63% | NA | NA | NA | … | … |
Data as of 10/03/2014, Common starting date is 06/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BPFIX (PTA Comprehensive Alternatives I) | 06/05/2009 | 10/03/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.19 | -0.35 | -1.63 | NA | NA | NA | … | … | -0.49 | 0.37 | -1.46 | -4.82 | -4.33 | 3.71 |
| Sharpe Ratio | NA | -0.08 | -0.11 | -0.27 | NA | NA | NA | … | … | -0.25 | 0.20 | -0.31 | -0.60 | -0.52 | 1.13 |
| Standard Deviation(%) | NA | 2.52 | 3.63 | 6.02 | NA | NA | NA | … | … | 2.72 | 1.69 | 4.96 | 8.03 | 8.55 | 5.71 |
| Draw Down(%) | NA | 2.15 | 5.23 | 14.52 | NA | NA | NA | … | … | 2.15 | 1.95 | 4.25 | 11.69 | 11.62 | 2.79 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.50 | 0.25 | 0.17 | 0.13 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 2.42 | 0.00 |
Data as of 10/03/2014, Common starting date is 06/05/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPFIX (PTA Comprehensive Alternatives I) |
-3.66%
Mar 2010 – Mar 2013 |
-1.78%
Jul 2009 – Jul 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPFIX (PTA Comprehensive Alternatives I) |
-0.37%
Sep 2011 – Sep 2014 |
-1.68%
Aug 2009 – Aug 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart