Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HDCCX (Highbridge Dync Cmdts Strat C) | NA | -19.64% | -15.55% | NA | NA | NA | NA | … | … |
Data as of 02/07/2014, Common starting date is 03/17/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HDCCX (Highbridge Dync Cmdts Strat C) | 03/17/2010 | 02/07/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.62 | -19.64 | -15.55 | NA | NA | NA | NA | … | … | -1.31 | -16.80 | -19.02 | -7.48 | 33.37 |
| Sharpe Ratio | NA | -1.70 | -1.16 | NA | NA | NA | NA | … | … | -0.89 | -1.50 | -1.53 | -0.47 | 2.26 |
| Standard Deviation(%) | NA | 11.59 | 13.40 | NA | NA | NA | NA | … | … | 13.56 | 11.22 | 12.52 | 16.13 | 19.18 |
| Draw Down(%) | NA | 22.35 | 48.72 | NA | NA | NA | NA | … | … | 4.63 | 20.89 | 25.03 | 21.12 | 13.93 |
| Yield(%) | 0.00 | 0.00 | 1.38 | 1.61 | 0.81 | 0.54 | 0.40 | … | … | 0.00 | 0.00 | 0.00 | 4.25 | 2.54 |
Data as of 02/07/2014, Common starting date is 03/17/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HDCCX (Highbridge Dync Cmdts Strat C) |
-14.70%
Jan 2011 – Jan 2014 |
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 |
|---|---|---|---|---|
| HDCCX (Highbridge Dync Cmdts Strat C) |
-2.71%
May 2010 – May 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart