Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HSKSX (Highbridge Statistical Mkt Neutral Sel) | NA | -1.40% | -0.47% | -0.28% | NA | NA | NA | … | … |
Data as of 07/17/2015, Common starting date is 12/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSKSX (Highbridge Statistical Mkt Neutral Sel) | 12/06/2005 | 07/17/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.40 | -0.47 | -0.28 | NA | NA | NA | … | … | -1.79 | 3.44 | -3.39 | 1.62 | -2.31 | -3.68 | -4.37 | 10.03 | -0.64 | 7.02 | 0.00 |
| Sharpe Ratio | NA | -0.95 | -0.51 | -0.42 | NA | NA | NA | … | … | -0.36 | 1.15 | -0.77 | 0.41 | -0.75 | -1.49 | -1.43 | 2.22 | -0.76 | 1.35 | -2.02 |
| Standard Deviation(%) | NA | 2.72 | 2.72 | 2.72 | NA | NA | NA | … | … | 2.72 | 2.99 | 4.44 | 3.86 | 3.10 | 2.53 | 3.13 | 4.07 | 4.82 | 2.77 | 0.00 |
| Draw Down(%) | NA | 2.59 | 2.59 | 2.59 | NA | NA | NA | … | … | 2.59 | 2.59 | 5.52 | 3.04 | 5.41 | 5.38 | 5.64 | 3.68 | 8.80 | 1.39 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/17/2015, Common starting date is 12/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSKSX (Highbridge Statistical Mkt Neutral Sel) |
0.00%
NA |
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 |
|---|---|---|---|---|
| HSKSX (Highbridge Statistical Mkt Neutral Sel) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart