BLR Fixed Income Hedge Fund Index

-0.41%

November 2017

-0.04%

Past 3 months

4.62%

2017 return

6.03%

2016 return

1.03%

2015 return

6.98%

Annualised

Statistics

Annualised return
6.98%
Past 3 months
-0.04%
2017 return
4.62%
2016 return
6.03%
2015 return
1.03%
Strongest month
Sep 2009
3.31%
Weakest month
Oct 2008
-4.66%
Constituents

Deviations

Annualised standard deviation
3.15%
Downside deviation
0.57%
Upside deviation
0.76%

Ratios

Sharpe ratio
2.14
Sortino ratio
1.76
Calmar ratio
0.72

Historical VaR

99%
-1.39%
95%
-0.90%

Performance

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20170.430.950.370.980.320.500.750.280.43-0.06-0.414.62
2016-0.230.210.481.250.370.641.010.78-0.390.68-0.361.476.03
20150.290.890.130.170.23-0.35-0.32-0.780.070.830.66-0.771.03
20140.670.890.070.561.360.410.050.04-0.270.320.44-0.114.51
20131.390.290.821.431.04-0.920.19-0.070.801.391.910.879.48
20122.391.931.280.24-0.901.421.711.031.97-0.540.551.3513.09
20110.770.700.890.690.38-0.201.11-0.98-1.222.46-0.550.694.79
20101.360.871.411.55-1.361.101.450.901.651.120.480.8111.91
20090.460.071.021.782.441.051.941.683.312.170.220.9218.39
2008-0.500.34-0.950.920.62-0.13-1.380.86-3.13-4.66-1.250.32-8.72
20071.230.490.290.731.22-0.430.39-0.541.051.13-0.590.585.66
20061.541.020.581.120.050.330.57-0.130.860.070.760.177.14
20050.920.990.57-0.640.120.790.150.551.19-1.060.481.525.71
20041.190.280.970.25-0.560.82-0.13-0.590.260.880.741.235.43
20031.000.790.931.632.191.09-0.03-0.200.920.690.721.2911.57
20020.990.101.170.55-0.070.080.141.38-0.560.220.731.496.37
20012.740.541.061.230.200.550.161.71-0.070.711.151.9012.51
20000.681.381.70-0.20-0.772.280.620.55-0.070.08-0.021.798.25

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