Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HDCSX (Highbridge Dync Cmdts Strat Sel) | NA | -19.03% | -14.92% | 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 |
|---|---|---|
| HDCSX (Highbridge Dync Cmdts Strat Sel) | 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 (%) | 0.70 | -19.03 | -14.92 | NA | NA | NA | NA | … | … | -1.20 | -16.18 | -18.45 | -6.79 | 34.58 |
| Sharpe Ratio | NA | -1.65 | -1.11 | NA | NA | NA | NA | … | … | -0.84 | -1.44 | -1.48 | -0.42 | 2.36 |
| Standard Deviation(%) | NA | 11.53 | 13.42 | NA | NA | NA | NA | … | … | 13.18 | 11.22 | 12.58 | 16.14 | 19.11 |
| Draw Down(%) | NA | 21.76 | 47.65 | NA | NA | NA | NA | … | … | 4.53 | 20.47 | 24.61 | 20.74 | 13.77 |
| Yield(%) | 0.00 | 0.00 | 1.56 | 1.83 | 0.92 | 0.61 | 0.46 | … | … | 0.00 | 0.00 | 0.00 | 4.81 | 2.88 |
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 |
|---|---|---|---|---|
| HDCSX (Highbridge Dync Cmdts Strat Sel) |
-14.07%
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 |
|---|---|---|---|---|
| HDCSX (Highbridge Dync Cmdts Strat Sel) |
-2.00%
May 2010 – May 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart