BLR Fund of Funds Index

0.08%

November 2017

0.25%

Past 3 months

5.45%

2017 return

2.25%

2016 return

-0.86%

2015 return

3.67%

Annualised

Statistics

Annualised return
3.67%
Past 3 months
0.25%
2017 return
5.45%
2016 return
2.25%
2015 return
-0.86%
Strongest month
Feb 2000
3.88%
Weakest month
Oct 2008
-4.94%
Constituents

Deviations

Annualised standard deviation
3.91%
Downside deviation
0.85%
Upside deviation
0.74%

Ratios

Sharpe ratio
0.87
Sortino ratio
0.06
Calmar ratio
0.23

Historical VaR

99%
-2.20%
95%
-1.79%

Performance

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20171.000.580.530.96-0.03-0.081.140.980.050.120.085.45
2016-2.09-0.311.100.28-0.23-0.381.590.010.84-0.780.751.502.25
20150.351.080.020.700.59-1.190.02-1.44-0.890.14-0.09-0.12-0.86
2014-0.101.06-0.58-0.280.660.760.150.71-0.13-0.080.440.423.05
20131.72-0.700.650.760.34-0.750.88-1.021.491.530.861.367.31
20121.560.570.820.46-1.800.501.700.501.12-0.36-0.321.286.14
2011-0.410.97-0.091.35-0.39-0.69-0.13-1.77-2.180.68-0.95-0.50-4.09
2010-0.27-0.082.041.05-2.02-0.690.420.551.571.10-0.692.365.37
20090.67-0.440.171.672.490.031.500.661.500.140.920.179.86
2008-2.021.75-1.751.241.60-1.09-1.32-1.31-4.35-4.94-1.94-0.57-13.97
20070.36-0.261.021.501.311.140.05-2.141.723.43-0.930.638.01
20062.360.111.841.81-2.00-0.71-1.130.43-0.101.391.211.156.44
20050.090.30-0.58-1.770.230.620.880.511.92-0.701.332.094.98
20041.300.670.35-0.88-0.65-0.37-1.170.120.33-0.021.931.493.08
20030.880.13-0.040.981.74-0.20-0.350.930.101.290.981.728.45
20020.700.890.511.000.83-1.08-0.950.900.300.060.290.504.00
20011.770.280.970.830.850.15-0.360.94-0.850.86-0.021.076.65
20000.123.88-0.22-1.330.460.670.461.32-0.120.190.030.726.27

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