Performance v. Indices

September 2005 to December 2011

  ABSOLUTE
FOCUS

(US$)
(%)

HFR
Fund of
Funds Index

(%)
FT World
Index

(Local)
(%)
Annualised Rate of Return 3.36 1.59 1.92
Standard Deviation 2.80 6.45 16.33
Sharpe Ratio 0.13 (0.23) (0.07)
Biggest Monthly Loss (1.62) (6.51) (16.87)
Maximum peak to
trough drawdown
(2.58) (20.69) (49.92)
Profitable Months 68 62 59
Correlation with the
FT World Index
0.23 0.77  
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Building