Nasdaq - Delayed Quote • USD
AC Alternatives Equity Market Neutral Fund Investor Class (ALHIX)
At close: January 24 at 8:00 PM EST
Fund Summary
The investment seeks capital appreciation independent of equity market conditions. In selecting stocks for the fund, the portfolio managers use quantitative management techniques in a two-step process. First, the managers rank stocks, generally publicly traded companies world-wide with a market capitalization greater than $1 billion. Second, the portfolio managers use a quantitative model to build a portfolio of stocks from the ranking that they believe will provide the optimal balance between risk and expected return. The fund will invest at least 80% of its net assets in equity investments.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 7.85% |
| Worst 1Y Total Return | -7.75% |
| Number of Years Up | 8 |
| Number of Years Down | 6 |
Performance & Risk
| YTD Return | 0.91% |
| 5y Average Return | 1.03% |
| Rank in Category (ytd) | 85 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | -0.19 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| ALHIX | Category Average | ALHIX | Category Average | ALHIX | Category Average | |
| Alpha | -2.71 | 0.01 | -2.16 | 0.01 | 0.45 | 0.01 |
| BETA | -0.19 | 0 | -0.06 | 0 | -0.07 | -0 |
| Mean Annual Return | -0.12 | 0 | -0.1 | 0 | 0.07 | 0 |
| R-squared | 1.78 | 0.05 | 0.22 | 0.05 | 0.39 | 0.02 |
| Standard Deviation | 4.03 | 0.06 | 3.53 | 0.05 | 3.37 | 0.05 |
| Sharpe Ratio | -0.78 | 0 | -0.64 | 0 | 0.06 | 0 |
| Treynor Ratio | 17.17 | -0.45 | 42.14 | -0.02 | -2.16 | 0.45 |
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