| Results |
return |
14-08-2007 / 30-09-2016 |
high / low |
volatility |
sharpe |
| Market Neutral Fund | 50.60% |
10.00 / 15.06 |
23.41 / 9.68 |
19.48% |
0.13 |
| AEX Index | -11.03% |
508.43 / 452.33 |
559.14 / 199.25 |
23.44% |
-0.14 |
| HFRX Global Hedge Fund Index | -8.34% |
1,297.95 / 1,189.72 |
1,364.47 / 1,020.52 |
3.98% |
-0.74 |
| Euro StoXX 50 | -28.44% |
4,195.60 / 3,002.24 |
4,489.79 / 1,809.98 |
25.12% |
-0.22 |
| Performance Market Neutral Fund |
Jaar |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
2007 | 1.60% | 1.77% | 15.28% | 0.67% | -2.17% | |||||||
2008 | 0.68% | 11.34% | 1.44% | 2.17% | 0.66% | -4.66% | 2.60% | 4.39% | -26.53% | -3.59% | 6.85% | -3.11% |
2009 | 6.32% | -2.01% | 4.76% | 9.71% | 5.44% | -3.08% | 3.42% | 4.61% | 6.02% | 4.50% | 1.86% | -4.23% |
2010 | 8.43% | -1.44% | -0.64% | 0.19% | 3.51% | -1.79% | 0.63% | 2.06% | 4.16% | 3.06% | -4.33% | 0.77% |
2011 | 2.66% | 2.76% | 7.62% | -0.99% | 4.52% | -8.25% | 0.33% | -4.92% | -9.20% | 4.56% | -0.18% | -0.73% |
2012 | 10.15% | 3.94% | 4.22% | -0.61% | -2.99% | 0.37% | -4.02% | 4.41% | 4.23% | -1.67% | 1.80% | 4.81% |
2013 | 6.09% | -2.82% | 0.00% | -0.94% | 1.04% | -1.78% | 4.96% | -1.18% | 2.71% | 2.06% | -3.51% | -2.59% |
2014 | -2.19% | 3.34% | -0.78% | 1.72% | 3.80% | 0.48% | -1.40% | 1.78% | -5.02% | -7.27% | -5.16% | -5.39% |
2015 | 2.21% | 1.08% | -8.56% | -12.05% | -0.73% | -14.21% | 8.36% | -4.40% | -7.24% | 12.03% | -1.02% | -0.07% |
2016 | -11.89% | -6.58% | 4.81% | 2.30% | 0.00% | -2.41% | 16.37% | 12.87% | -2.33% |
| Performance (per year) |
| Fonds | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | CUM |
| Market Neutral Fund | 17.40% | -12.44% | 43.09% | 14.96% | -3.25% | 26.53% | 3.57% | -15.62% | -24.65% | 10.49% | 50.60% |
| HFRX Global Hedge Fund Index | 2.45% | -23.25% | 13.40% | 5.19% | -8.87% | 3.17% | 7.07% | -0.58% | -3.64% | 1.33% | -8.34% |
| AEX Index | 1.44% | -52.32% | 36.35% | 5.74% | -11.87% | 9.68% | 17.24% | 5.64% | 4.09% | 2.38% | -11.03% |
| Euro StoXX 50 | 4.87% | -44.37% | 21.14% | -5.81% | -17.05% | 13.39% | 18.35% | 1.20% | 3.85% | -8.12% | -28.44% |
| Performance (last 12 months) |
| Fonds | Oct-15 | Nov-15 | Dec-15 | Jan-16 | Feb-16 | Mar-16 | Apr-16 | May-16 | Jun-16 | Jul-16 | Aug-16 | Sep-16 | Periode |
| Market Neutral Fund | 12.03% | -1.02% | -0.07% | -11.89% | -6.58% | 4.81% | 2.30% | 0.00% | -2.41% | 16.37% | 12.87% | -2.33% | 22.44% |
| HFRX Global Hedge Fund Index | 1.46% | -0.72% | -1.33% | -2.76% | -0.32% | 1.24% | 0.41% | 0.46% | 0.20% | 1.45% | 0.16% | 0.55% | 0.72% |
| AEX Index | 9.73% | 1.60% | -5.90% | -2.39% | -0.93% | 3.01% | -0.10% | 1.86% | -2.68% | 3.20% | 1.01% | -0.45% | 7.39% |
| Euro StoXX 50 | 10.24% | 2.58% | -6.81% | -6.81% | -3.26% | 2.01% | 0.77% | 1.16% | -6.49% | 4.40% | 1.08% | -0.69% | -3.18% |
| Correlations |
|
|
HiQ MNF |
HFRXGLE |
AEX Index |
Euro Stoxx 50 |
| HiQ MNF
|
1.00 |
0.27 |
0.22 |
0.21 |
| HFRXGLE
|
0.27 |
1.00 |
0.63 |
0.59 |
| AEX Index
|
0.22 |
0.63 |
1.00 |
0.94 |
| Euro Stoxx
50 |
0.21
|
0.59 |
0.94 |
1.00 |
| Ratio's (Annualized) |
|
|
Market Neutral Fund |
Euro Stoxx 50 |
|
0.13 |
-0.22 |
|
59.43% |
-28.44% |
|
21.73% |
25.88% |
| Number of
points where return < mean |
1139 (48%) |
1146 (48%) |
| Number of
points where return < 0 |
1061 (45%) |
1165 (49%) |
The riskfree rate used in our scorecard is 2%.
