Asset Flow by Strategy
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Worst Drawdown: A drawdown is defined as a loss of equity from a peak to valley in a single month or period of consecutive months.
Range:
Sharpe Ratio: The Sharpe Ratio is equal to compound annual rate of return minus rate of return on a risk-free investment (U.S. Treasury Bills) divided by the annualized monthly standard deviation.
Compound Annual Return: This is the rate of return which, if compounded over the years covered by the performance history, would yield the cumulative gain or loss actually achieved by the trading program during that period.
Return for YTD 2012 2011 2010 2009 2008 :
Annual STD:
Monthly STD:
Total Return:
Avg Monthly Return:
Alpha vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
Beta vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
R2 vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
Up Capture vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
Down Capture vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
Minimum Account: The minimum investment amount an investor can invest.
Geographical Focus: Indicates the geographic region(s) of the market(s) in which the Fund is trading.
Open/Closed: Indicates if the Fund is open or closed to new investments.
Denomination:
Leverage:
High Water Mark:
Listed on Exchange:
On/Off-Shore:
Inception Date:
Fund Size (AUM):
Manager Assets:
Correlation Against:A statistical measure of the extent to which the return of one investment can be predicted from the return of another investment. Correlation values range from +1 to -1.
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