HiQ Invest Market Neutral Fund Score Card 31-01-2012

Results
return
14-08-2007 / 31-01-2012
high / low
volatility
sharpe
Market Neutral Fund
80.20%
10.00 / 18.02
20.09 / 9.87
18.10%
0.65
AEX Index
-37.36%
508.43 / 318.47
559.14 / 199.25
28.46%
-0.41
HFRX Global Hedge Fund Index
-13.06%
1,297.95 / 1,128.46
1,364.47 / 1,020.52
4.56%
-1.10
Euro StoXX 50
-42.40%
4,195.60 / 2,416.66
4,489.79 / 1,809.98
29.22%
-0.46

Grafiek

Performance Market Neutral Fund

Jaar
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
2007
1.61%
1.76%
15.31%
0.63%
-2.15%
2008
0.68%
11.36%
1.43%
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%
Performance (per year)
Fonds
2007
2008
2009
2010
2011
2012
CUM
Market Neutral Fund
17.40%
-12.44%
43.09%
14.96%
-3.25%
10.15%
80.20%
HFRX Global Hedge Fund Index
2.45%
-23.25%
13.18%
5.39%
-8.92%
1.78%
-13.06%
AEX Index
1.44%
-52.32%
36.35%
5.74%
-11.87%
1.92%
-37.36%
Euro StoXX 50
4.87%
-44.37%
21.14%
-5.81%
-17.05%
4.32%
-42.40%

Performance (last 12 months)
Fonds
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Periode
Market Neutral Fund
2.76%
7.62%
-0.99%
4.52%
-8.25%
0.33%
-4.92%
-9.20%
4.56%
-0.18%
-0.73%
10.15%
3.8%
HFRX Global Hedge Fund Index
0.73%
-0.88%
0.47%
-1.39%
-1.59%
-0.10%
-3.47%
-2.99%
0.81%
-0.86%
-0.48%
1.78%
-7.81%
AEX Index
2.32%
-0.95%
-1.55%
-2.92%
-2.80%
-3.09%
-11.01%
-4.35%
9.75%
-2.54%
4.27%
1.92%
-11.72%
Euro StoXX 50
2.01%
-3.39%
3.45%
-4.96%
-0.47%
-6.25%
-13.79%
-5.32%
9.43%
-2.30%
-0.60%
4.32%
-18.19%

Correlations
HiQ MNF
HFRXGLE
AEX Index
Euro Stoxx 50
HiQ MNF
1.00
0.20
0.11
0.07
HFRXGLE
0.20
1.00
0.60
0.55
AEX Index
0.11
0.60
1.00
0.94
Euro Stoxx 50
0.07
0.55
0.94
1.00

Ratio's (Annualized)
Market Neutral Fund
Euro Stoxx 50
 
0.65
-0.46
 
123.70%
-42.40%
 
21.52%
29.61%
 
Number of points where return < mean
537 (46%)
569 (49%)
 
Number of points where return < 0
486 (42%)
593 (51%)
 

The riskfree rate used in our scorecard is 2%.