Performance vs. Indices
January 1999 to July 2010
| Manager's Record ($)
(%) |
HFRI Fund of Funds Index (%) | FT World Index (Local) (%) | Citigroup World Govt. Bond Index (Local) (%) | |
| Annualised Rate of return | 5.10 | 5.52 | 2.19 | 4.23 |
| Standard Deviation | 3.17 | 6.01 | 15.46 | 2.89 |
| Sharpe Ratio | 0.03 | 0.09 | (0.18) | (0.27) |
| Biggest Monthly Loss | (5.04) | (6.89) | (16.53) | (1.81) |
| Maximum peak to trough drawdown | (9.09) | (20.52) | (49.92) | (2.67) |
| Profitable Months | 74 | 66 | 57 | 69 |
| Correlation with the FT World Index | 0.49 | 0.66 | (0.30) |
Source: Absolute Fund Managers/HFRI/Citigroup/Bloomberg
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