Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| P Value Hedge Fund Index Quarterly | NA | -39.91% | -13.67% | -2.50% | NA | NA | NA | … | … |
Data as of 03/31/2009, Common starting date is 08/14/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Value Hedge Fund Index Quarterly | 08/14/1999 | 05/29/2009 |
| 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -39.91 | -13.67 | -2.50 | NA | NA | NA | … | … | 10.81 | -38.16 | 2.80 | 20.29 | 8.96 | 24.13 | 33.77 | -7.72 | 11.38 | 21.32 | 0.49 |
| Sharpe Ratio | -0.69 | -0.33 | -0.01 | NA | NA | NA | … | … | 0.26 | -0.99 | -0.01 | 1.53 | 0.67 | 2.14 | 2.62 | -0.51 | 0.60 | 1.01 | -0.15 |
| Standard Deviation(%) | 45.60 | 29.29 | 23.58 | NA | NA | NA | … | … | 41.61 | 39.41 | 15.15 | 11.12 | 10.18 | 10.82 | 12.64 | 17.15 | 15.13 | 17.16 | 5.42 |
| Draw Down(%) | 53.28 | 57.14 | 57.14 | NA | NA | NA | … | … | 28.27 | 51.39 | 10.91 | 8.70 | 6.50 | 7.19 | 9.30 | 22.58 | 15.93 | 8.04 | 4.77 |
| Yield(%) | NA | NA | NA | NA | NA | NA | … | … | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 03/31/2009, Common starting date is 08/14/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Value Hedge Fund Index Quarterly |
-15.33%
Feb 2006 – Feb 2009 |
-4.01%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Value Hedge Fund Index Quarterly |
26.22%
Mar 2003 – Mar 2006 |
19.68%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart