BLR Long Short Equities Hedge Fund Index

-0.57%

November 2017

3.00%

Past 3 months

8.14%

2017 return

4.52%

2016 return

-0.57%

2015 return

7.68%

Annualised

Statistics

Annualised return
7.68%
Past 3 months
3.00%
2017 return
8.14%
2016 return
4.52%
2015 return
-0.57%
Strongest month
Feb 2000
7.59%
Weakest month
Sep 2008
-5.41%
Constituents

Deviations

Annualised standard deviation
6.22%
Downside deviation
1.15%
Upside deviation
1.41%

Ratios

Sharpe ratio
1.20
Sortino ratio
1.05
Calmar ratio
0.40

Historical VaR

99%
-4.32%
95%
-2.63%

Performance

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20171.00-0.111.64-0.200.58-0.071.450.622.451.11-0.578.14
2016-3.170.592.490.94-0.02-0.670.351.180.570.580.880.814.52
2015-0.972.930.892.401.40-1.300.47-2.45-1.610.90-1.04-2.03-0.57
2014-0.033.570.61-0.850.321.70-0.460.33-0.20-1.200.20-0.972.98
20131.541.160.230.512.12-0.852.51-0.321.882.940.151.0413.63
20122.802.240.430.15-3.430.960.04-0.492.01-0.750.712.477.20
2011-0.070.431.091.10-0.110.460.29-2.36-3.712.99-1.95-1.82-3.79
20100.111.332.351.00-3.68-1.882.010.453.391.670.402.359.71
20090.390.293.475.614.081.081.711.472.27-0.650.752.2124.97
2008-4.231.75-2.772.221.78-2.02-2.54-0.71-5.41-4.34-2.681.61-16.37
20073.11-0.491.612.991.471.360.65-1.423.122.99-2.000.9615.14
20062.980.210.361.83-1.53-1.020.273.420.382.333.001.8214.81
20050.661.09-1.33-2.162.091.650.681.051.77-1.451.171.937.27
20041.221.080.81-2.591.342.79-0.30-0.151.960.461.201.239.34
20030.46-1.76-0.042.102.901.140.812.761.052.541.911.2516.08
20020.560.102.110.260.18-1.56-2.710.26-1.061.092.090.361.59
20014.39-0.810.390.461.49-0.16-0.320.78-1.311.382.551.9511.19
20001.497.593.46-1.620.062.671.163.15-0.770.48-1.682.0519.17

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