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    AC Alternatives Equity Market Netr Inv (ALHIX)

    11.24 Up 0.02(0.18%) Dec 8

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2007):7.85%
    Worst 1 Yr Total Return(Dec 30, 2009):-7.75%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.220.77
    Beta (against Standard Index)0.06-0.04
    Mean Annual Return0.010.06
    R-squared (against Standard Index)0.522.32
    Standard Deviation2.523.84
    Sharpe Ratio-0.030.18
    Treynor Ratio-1.661.25
    5 Years
    Alpha (against Standard Index)1.111.92
    Beta (against Standard Index)0.00-0.04
    Mean Annual Return0.100.16
    R-squared (against Standard Index)0.001.97
    Standard Deviation2.554.02
    Sharpe Ratio0.440.41
    Treynor Ratio254.78-104.08
    10 Years
    Alpha (against Standard Index)0.32-0.53
    Beta (against Standard Index)0.000.19
    Mean Annual Return0.090.09
    R-squared (against Standard Index)0.002.96
    Standard Deviation4.104.86
    Sharpe Ratio0.080.06
    Treynor Ratio-59.90-17.19