Performance v. Indices
September 2005 to July 2010
| |
ABSOLUTE
FOCUS
(US$)
(%) |
HFR
Fund of
Funds Index
(%) |
FT World
Index
(Local)
(%) |
| Annualised Rate
of Return |
4.09 |
2.01 |
1.32 |
| Standard Deviation |
2.99 |
6.83 |
16.94 |
| Sharpe Ratio |
(0.30) |
(0.44) |
(0.22) |
| Biggest Monthly Loss |
(1.60) |
(6.51) |
(16.53) |
Maximum peak to
trough drawdown |
(2.58) |
(20.69) |
(49.92) |
| Profitable Months |
79 |
64 |
63 |
Correlation with the
FT World Index |
0.20 |
0.76 |
|
|
Authorised and Regulated by the Financial Services Authority
