Return for YTD 2018 2017 2016 2015 2014 :
Alpha vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
Beta vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
R2 vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
Up Capture vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
Down Capture vs Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :
Correlation Against Barclay CTA Index Barclay HF Index Barclay FOF Index Barclay Equity L/S Index S & P 500 NASDAQ Dow Jones Industrial Russell 2000 Nikkei 225 Index MSCI EAFE Index MSCI World FT-SE 100 Index JPMorgan Index :