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 |
|
|
Authorised and Regulated by the Financial Services Authority
