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    AC Alternatives Equity Market Netr Inv (ALHIX)

    11.15 0.00(0.00%) Aug 28

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down3
    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)2.071.26
    Beta (against Standard Index)0.080.08
    Mean Annual Return0.190.12
    R-squared (against Standard Index)0.811.95
    Standard Deviation2.443.57
    Sharpe Ratio0.900.32
    Treynor Ratio28.6023.59
    5 Years
    Alpha (against Standard Index)2.711.29
    Beta (against Standard Index)-0.100.01
    Mean Annual Return0.210.12
    R-squared (against Standard Index)0.802.14
    Standard Deviation3.043.60
    Sharpe Ratio0.790.21
    Treynor Ratio-24.50-10.89
    10 Years
    Alpha (against Standard Index)N/A-0.07
    Beta (against Standard Index)N/A0.23
    Mean Annual ReturnN/A0.17
    R-squared (against Standard Index)N/A3.70
    Standard DeviationN/A4.98
    Sharpe RatioN/A0.16
    Treynor RatioN/A8.26