Latest PerformanceStatistics (Last 12m)Rolling ReturnsPast Performance
11 FebMTDYTDReturnVolatilitySharpe1W1M3M6M201820172016
Clear Alpha Global IndexTM0.06%0.54%2.37%1.28%2.85%0.450.45%1.63%2.08%0.45%-4.17%6.31%2.37%
Arbitrage Strategy Index0.16%0.60%2.50%4.04%3.43%1.180.36%1.98%2.85%2.10%-2.02%7.59%3.93%
Economic Indicators Strategy Index-0.01%0.47%3.92%-0.50%4.48%-0.110.28%1.84%2.18%0.94%-6.25%7.21%0.92%
Momentum Strategy Index0.00%0.53%0.41%-0.28%4.36%-0.060.76%0.94%1.08%-2.30%-4.72%3.56%1.45%