The fund commenced on July 2000
Performance is shown to 31 Dec
2011
|
|
RETURN |
VOLATILITY |
|
|
2011 |
01-Jul-11 |
Last |
Last |
|
|
|
Life |
Since |
|
|
YTD |
YTD |
3 mnths |
6 mnths |
1 Year |
3 year |
5 year |
of fund |
1-Jul-00 |
|
INDEX |
|
|
|
|
|
|
|
|
|
|
CMDPF (after fees) |
0.8% |
-0.7% |
-5.5% |
-0.7% |
0.8% |
13.9% |
6.5% |
65.9% |
5.7% |
|
CMDPF wholesale (after fees) |
2.1% |
-0.1% |
-5.2% |
-0.1% |
2.1% |
18.1% |
13.1% |
90.4% |
5.7% |
|
MSCI World Equity Index (Local CCY) |
-5.5% |
-8.2% |
7.8% |
-8.2% |
-5.5% |
30.7% |
-16.1% |
-8.0% |
15.5% |
|
MSCI World Equity Index (USD) |
-5.5% |
-10.3% |
7.6% |
-10.3% |
-5.5% |
37.2% |
-11.3% |
5.7% |
17.0% |
|
S&P 500 Index |
0.0% |
-4.8% |
11.2% |
-4.8% |
0.0% |
39.2% |
-11.3% |
-13.5% |
16.3% |
|
NASDAQ Composite Index |
-1.8% |
-6.1% |
7.9% |
-6.1% |
-1.8% |
65.2% |
7.9% |
-34.3% |
24.6% |
|
HFR Composite Hedge Fund Index |
-5.0% |
-5.7% |
1.1% |
-5.7% |
-5.0% |
25.7% |
11.9% |
82.9% |
6.6% |
|
HFR Fund of Hedge Funds Index |
-5.6% |
-5.3% |
-0.3% |
-5.3% |
-5.6% |
11.3% |
-3.6% |
40.9% |
5.3% |
|
CSFB/Tremont Hedge Fund Index |
-2.5% |
-4.1% |
0.7% |
-4.1% |
-2.5% |
28.2% |
16.8% |
101.4% |
5.6% |
 
|
