Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HDCRX (Highbridge Dync Cmdts Strat R5) | NA | -18.84% | -14.74% | NA | NA | NA | NA | … | … |
Data as of 02/07/2014, Common starting date is 12/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HDCRX (Highbridge Dync Cmdts Strat R5) | 12/02/2010 | 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 (%) | 0.69 | -18.84 | -14.74 | NA | NA | NA | NA | … | … | -1.19 | -15.99 | -18.26 | -6.63 | 6.60 |
| Sharpe Ratio | NA | -1.64 | -1.10 | NA | NA | NA | NA | … | … | -0.81 | -1.44 | -1.47 | -0.41 | 7.09 |
| Standard Deviation(%) | NA | 11.50 | 13.39 | NA | NA | NA | NA | … | … | 13.51 | 11.14 | 12.55 | 16.12 | 17.44 |
| Draw Down(%) | NA | 21.63 | 47.38 | NA | NA | NA | NA | … | … | 4.59 | 20.34 | 24.47 | 20.63 | 2.80 |
| Yield(%) | 0.00 | 0.00 | 1.61 | 1.05 | 0.53 | 0.35 | 0.26 | … | … | 0.00 | 0.00 | 0.00 | 4.97 | 0.00 |
Data as of 02/07/2014, Common starting date is 12/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HDCRX (Highbridge Dync Cmdts Strat R5) |
-13.89%
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 |
|---|---|---|---|---|
| HDCRX (Highbridge Dync Cmdts Strat R5) |
-13.89%
Jan 2011 – Jan 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart