BLR Equity Market Neutral Hedge Fund Index

0.02%

November 2017

0.24%

Past 3 months

1.72%

2017 return

0.20%

2016 return

6.06%

2015 return

4.64%

Annualised

Statistics

Annualised return
4.64%
Past 3 months
0.24%
2017 return
1.72%
2016 return
0.20%
2015 return
6.06%
Strongest month
Feb 2000
3.26%
Weakest month
Sep 2008
-2.14%
Constituents

Deviations

Annualised standard deviation
1.98%
Downside deviation
0.36%
Upside deviation
0.45%

Ratios

Sharpe ratio
2.21
Sortino ratio
0.90
Calmar ratio
1.21

Historical VaR

99%
-1.10%
95%
-0.59%

Performance

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20170.31-0.270.230.31-0.250.350.160.63-0.080.290.021.72
2016-0.14-0.360.31-0.680.39-0.200.47-0.160.170.120.100.170.20
20150.640.680.59-0.050.610.430.530.290.410.620.570.586.06
20140.630.780.36-0.310.010.31-0.170.510.040.66-0.520.552.88
20130.790.250.670.530.390.501.43-0.260.220.550.670.356.28
20121.080.370.570.18-0.480.110.760.170.200.020.440.223.69
20110.780.570.350.280.59-0.260.33-0.88-0.701.010.350.112.54
20100.520.350.760.30-0.15-0.160.41-0.071.360.64-0.020.364.39
20090.24-0.260.200.161.170.690.620.440.950.27-0.180.404.80
2008-0.751.07-0.060.341.081.26-0.43-1.10-2.140.590.030.410.24
20070.98-0.040.710.591.030.770.67-0.720.641.13-0.290.345.93
20061.100.741.131.250.200.700.410.330.370.30-0.241.117.62
20050.710.670.520.030.830.620.720.270.870.040.460.416.32
20040.730.500.18-0.520.540.590.22-0.220.830.030.740.283.96
20030.860.130.440.630.560.13-0.290.030.570.630.560.074.40
20021.280.060.140.970.611.160.550.930.530.13-0.880.916.56
2001-1.111.481.390.040.870.520.561.110.92-0.590.08-0.115.26
2000-0.453.261.071.90-0.170.700.851.840.380.45-0.781.2710.76

Last updated: