BLR Distressed Debt Hedge Fund Index

0.12%

November 2017

0.81%

Past 3 months

8.28%

2017 return

10.33%

2016 return

-5.33%

2015 return

8.92%

Annualised

Statistics

Annualised return
8.92%
Past 3 months
0.81%
2017 return
8.28%
2016 return
10.33%
2015 return
-5.33%
Strongest month
May 2009
5.55%
Weakest month
Oct 2008
-7.36%
Constituents

Deviations

Annualised standard deviation
5.68%
Downside deviation
1.02%
Upside deviation
1.35%

Ratios

Sharpe ratio
1.53
Sortino ratio
1.54
Calmar ratio
0.35

Historical VaR

99%
-3.73%
95%
-1.97%

Performance

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20172.381.180.410.740.65-0.861.750.951.45-0.750.128.28
2016-1.71-1.451.620.522.360.810.452.501.801.361.700.0110.33
2015-0.280.78-0.521.51-0.96-1.25-0.99-2.07-1.951.47-1.04-0.08-5.33
20140.990.56-0.94-1.140.340.260.03-0.39-0.48-0.92-0.410.46-1.66
20131.08-0.711.491.612.52-0.390.54-0.080.600.541.34-0.038.80
20122.101.040.500.51-0.171.113.250.982.201.340.292.1916.40
20112.542.610.17-0.00-0.49-0.301.26-2.42-0.932.65-0.940.454.53
20102.642.022.082.02-2.78-0.03-0.11-0.302.614.980.931.3216.28
2009-0.08-1.06-1.093.475.552.463.312.803.720.372.201.2925.25
2008-2.400.14-1.04-0.350.660.76-1.210.00-5.63-7.36-3.66-3.16-21.24
20070.282.05-0.020.861.971.270.11-0.430.491.44-1.12-0.806.23
20061.580.730.852.071.430.380.540.081.262.462.073.0017.70
2005-0.101.481.040.84-0.20-0.430.211.250.430.130.731.126.66
20041.860.890.091.21-1.331.08-0.731.941.101.732.022.1912.66
20030.570.661.703.042.861.722.181.581.973.642.932.4728.43
20021.60-0.241.503.201.79-1.29-2.25-0.20-0.890.303.462.8510.10
20013.360.140.901.691.735.540.651.720.920.350.260.6719.33
2000-0.103.87-0.380.221.181.450.942.40-0.370.54-2.400.457.95

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