BLR Event Driven Hedge Fund Index

-0.46%

November 2017

-2.08%

Past 3 months

3.20%

2017 return

13.92%

2016 return

-0.47%

2015 return

7.66%

Annualised

Statistics

Annualised return
7.66%
Past 3 months
-2.08%
2017 return
3.20%
2016 return
13.92%
2015 return
-0.47%
Strongest month
Apr 2009
5.20%
Weakest month
Oct 2008
-7.02%
Constituents

Deviations

Annualised standard deviation
5.84%
Downside deviation
1.12%
Upside deviation
1.31%

Ratios

Sharpe ratio
1.27
Sortino ratio
1.08
Calmar ratio
0.38

Historical VaR

99%
-5.30%
95%
-2.24%

Performance

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20171.651.290.66-0.060.260.340.430.720.05-1.69-0.463.20
2016-2.212.432.590.300.40-0.062.23-0.861.970.282.493.7213.92
2015-1.231.680.611.130.66-0.88-0.57-1.19-2.311.80-0.440.36-0.47
20140.491.85-1.320.34-0.002.290.471.13-1.20-1.900.251.533.91
20133.130.780.761.310.32-0.601.20-0.033.380.69-0.450.5811.56
20122.382.511.400.03-2.67-0.510.130.83-0.090.510.521.716.84
20111.730.190.24-0.150.320.15-1.08-3.83-5.163.34-2.39-1.41-8.06
20100.922.212.362.04-2.96-0.422.801.573.261.621.143.3719.25
2009-0.63-0.853.685.204.740.833.481.112.85-0.681.641.5125.14
2008-1.601.32-0.642.151.23-1.05-1.96-0.66-5.51-7.02-3.32-0.12-16.25
20072.240.451.801.061.480.180.68-0.720.090.44-0.810.287.36
20061.741.702.511.40-0.350.051.06-0.47-0.162.432.691.0514.47
20050.881.210.36-0.800.982.160.900.600.720.520.501.9110.37
20041.820.32-0.31-1.19-1.121.09-0.540.512.381.403.304.6512.84
20030.980.591.351.841.431.820.511.590.140.12-0.072.5313.57
20022.58-0.432.010.591.99-1.03-2.370.98-2.09-0.621.681.074.27
20012.730.77-0.150.693.433.081.060.00-0.282.170.870.5115.86
20000.582.061.840.15-1.371.94-0.912.861.11-1.96-0.191.177.40

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