Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HDSAX (Highbridge Dync Cmdts Strat A) | NA | -19.28% | -15.14% | 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 |
|---|---|---|
| HDSAX (Highbridge Dync Cmdts Strat A) | 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 (%) | 0.61 | -19.28 | -15.14 | NA | NA | NA | NA | … | … | -1.29 | -16.40 | -18.62 | -7.02 | 33.89 |
| Sharpe Ratio | NA | -1.70 | -1.15 | NA | NA | NA | NA | … | … | -0.89 | -1.47 | -1.50 | -0.44 | 2.31 |
| Standard Deviation(%) | NA | 11.38 | 13.22 | NA | NA | NA | NA | … | … | 13.28 | 11.15 | 12.53 | 16.10 | 19.10 |
| Draw Down(%) | NA | 21.96 | 48.00 | NA | NA | NA | NA | … | … | 4.56 | 20.59 | 24.70 | 20.86 | 13.84 |
| Yield(%) | 0.00 | 0.00 | 1.49 | 1.71 | 0.85 | 0.57 | 0.43 | … | … | 0.00 | 0.00 | 0.00 | 4.60 | 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 |
|---|---|---|---|---|
| HDSAX (Highbridge Dync Cmdts Strat A) |
-14.27%
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 |
|---|---|---|---|---|
| HDSAX (Highbridge Dync Cmdts Strat A) |
-2.24%
May 2010 – May 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart