Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BPFCX (PTA Comprehensive Alternatives C) | NA | -1.16% | -1.34% | -2.60% | NA | NA | NA | … | … |
Data as of 10/03/2014, Common starting date is 06/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BPFCX (PTA Comprehensive Alternatives C) | 06/05/2009 | 10/03/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.16 | -1.34 | -2.60 | NA | NA | NA | … | … | -1.16 | -0.64 | -2.44 | -5.84 | -5.28 | 3.14 |
| Sharpe Ratio | NA | -0.50 | -0.38 | -0.44 | NA | NA | NA | … | … | -0.61 | -0.41 | -0.51 | -0.73 | -0.63 | 0.97 |
| Standard Deviation(%) | NA | 2.35 | 3.59 | 6.00 | NA | NA | NA | … | … | 2.54 | 1.65 | 4.97 | 8.01 | 8.57 | 5.61 |
| Draw Down(%) | NA | 2.70 | 6.83 | 17.25 | NA | NA | NA | … | … | 2.32 | 2.35 | 4.55 | 12.07 | 11.93 | 2.85 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.50 | 0.25 | 0.17 | 0.13 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 2.44 | 0.00 |
Data as of 10/03/2014, Common starting date is 06/05/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPFCX (PTA Comprehensive Alternatives C) |
-4.65%
Nov 2009 – Nov 2012 |
-2.77%
Jul 2009 – Jul 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPFCX (PTA Comprehensive Alternatives C) |
-1.36%
Sep 2011 – Sep 2014 |
-2.67%
Aug 2009 – Aug 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart