| Date | 2012-02-17 |
| Return current month | 0.62% |
| Return during 2012 | 2.40% |
| Return since inception (2010-06-01) | 24.04% |
| Key Ratios as of 2012-01-31 | |||
| Return during 2012 | 1.77% | Sharpe Ratio | 0.94 |
| Return last 12 months | 1.64% | Worst Drawdown | -11.37% |
| Average annual return | 13.38% | Correlation with S&P 500 | 0.08 |
| Return since inception (2010-06-01) | 23.28% | Standard deviation | 14.18% |
|
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Tot |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1994 |
-3.54 |
3.18 |
1.55 |
-1.83 |
2.10 |
-2.53 |
2.47 |
-3.13 |
2.35 |
-2.44 |
6.02 |
1.29 |
5.09 |
|
1995 |
-3.35 |
5.17 |
12.66 |
3.43 |
6.85 |
2.02 |
-0.19 |
4.09 |
4.19 |
-0.94 |
1.58 |
5.91 |
48.95 |
|
1996 |
6.69 |
-2.36 |
0.03 |
9.89 |
-3.28 |
1.95 |
-0.54 |
0.89 |
7.54 |
5.59 |
3.65 |
-4.03 |
27.97 |
|
1997 |
8.68 |
9.77 |
-1.34 |
-0.60 |
4.21 |
-0.18 |
11.18 |
-4.08 |
0.13 |
-1.86 |
1.74 |
5.34 |
36.70 |
|
1998 |
3.34 |
1.49 |
1.07 |
-1.10 |
4.68 |
1.83 |
0.05 |
14.19 |
6.05 |
-2.33 |
1.69 |
1.57 |
36.58 |
|
1999 |
-2.48 |
6.08 |
3.83 |
2.98 |
-2.25 |
1.20 |
3.62 |
-4.52 |
0.91 |
-2.95 |
5.78 |
4.15 |
16.81 |
|
2000 |
-0.18 |
4.11 |
-1.33 |
-1.49 |
1.82 |
-1.14 |
0.78 |
1.95 |
-0.37 |
-1.26 |
3.11 |
9.63 |
16.17 |
|
2001 |
0.41 |
0.38 |
4.33 |
-1.26 |
0.90 |
-2.44 |
1.93 |
2.71 |
0.69 |
3.36 |
-4.06 |
0.73 |
7.62 |
|
2002 |
-2.94 |
-4.25 |
9.66 |
-0.59 |
2.52 |
5.56 |
2.82 |
4.56 |
0.01 |
-2.20 |
1.72 |
4.47 |
22.51 |
|
2003 |
5.11 |
2.86 |
-3.01 |
4.44 |
10.43 |
0.71 |
2.94 |
-0.78 |
6.58 |
2.82 |
-4.65 |
-1.12 |
28.53 |
|
2004 |
-0.02 |
2.05 |
-1.08 |
-1.14 |
0.52 |
-4.32 |
2.96 |
1.36 |
1.47 |
2.51 |
6.75 |
-5.18 |
5.45 |
|
2005 |
-4.27 |
1.80 |
1.34 |
-1.23 |
3.99 |
3.74 |
-1.80 |
7.60 |
0.09 |
-1.77 |
3.93 |
0.98 |
14.71 |
|
2006 |
1.34 |
-1.25 |
1.39 |
9.54 |
1.50 |
-2.66 |
-2.61 |
1.78 |
-0.78 |
2.00 |
3.68 |
-3.54 |
10.16 |
|
2007 |
-0.41 |
-1.49 |
-0.11 |
2.30 |
-0.78 |
2.16 |
1.83 |
1.62 |
12.68 |
1.26 |
2.47 |
0.63 |
23.73 |
|
2008 |
2.74 |
13.08 |
-2.33 |
-0.89 |
-1.80 |
1.57 |
-3.04 |
6.27 |
2.25 |
7.04 |
2.29 |
6.45 |
37.75 |
|
2009 |
-3.08 |
2.04 |
-5.37 |
1.48 |
8.22 |
1.00 |
2.65 |
-0.13 |
-1.25 |
-3.31 |
2.53 |
-3.91 |
0.11 |
|
2010 |
-1.36 |
-3.59 |
1.57 |
-1.72 |
11.25 |
0.68 |
2.01 |
2.79 |
7.91 |
4.51 |
-0.49 |
2.48 |
28.22 |
|
2011 |
-0.11 |
1.78 |
0.67 |
9.89 |
-6.08 |
-3.19 |
4.68 |
1.39 |
2.66 |
-6.06 |
-4.78 |
0.09 |
-0.23 |
|
2012 |
1.77 |
|
|
|
|
|
|
|
|
|
|
|
1.77 |
All figures for return include fees, and the current month's results are an adjusted estimate. The values refer to unit holders who participated in the Fund since inception.
| Date | Status |
| 1994-01-01 - 2010-05-31: |
Simulated |
| 2010-06-01 - 2011-02-07: |
Discretionary management |
| 2011-02-08 - | ALFA Commodity Fund |
