Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HSKCX (Highbridge Statistical Mkt Neutral C) | NA | NA | NA | NA | NA | NA | NA | … | … |
Data as of 12/06/2005, Common starting date is 12/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSKCX (Highbridge Statistical Mkt Neutral C) | 12/06/2005 | 12/06/2005 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | NA | NA | NA | NA | NA | … | … | -2.04 | 2.59 | -4.08 | 0.84 | -3.04 | -4.33 | -5.09 | 9.22 | -1.43 | 6.24 | 0.00 |
| Sharpe Ratio | NA | -0.69 | -0.21 | -0.47 | NA | NA | NA | … | … | -1.38 | 0.85 | -0.91 | 0.20 | -1.01 | -1.73 | -1.62 | 2.04 | -0.93 | 1.06 | -2.04 |
| Standard Deviation(%) | NA | 2.97 | 3.65 | 3.47 | NA | NA | NA | … | … | 2.72 | 3.02 | 4.50 | 3.86 | 3.05 | 2.55 | 3.20 | 4.04 | 4.79 | 2.79 | 0.00 |
| Draw Down(%) | NA | 3.35 | 5.95 | 9.17 | NA | NA | NA | … | … | 2.74 | 2.79 | 5.95 | 3.28 | 5.89 | 5.86 | 6.36 | 3.83 | 8.82 | 1.46 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | 0.00 |
Data as of 12/06/2005, Common starting date is 12/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSKCX (Highbridge Statistical Mkt Neutral C) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSKCX (Highbridge Statistical Mkt Neutral C) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart