The fund commenced on July 2000
Performance is shown to 31 Dec
2009
|
|
RETURN |
VOLATILITY |
|
|
2009 |
01-Jul-09 |
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) |
10.0% |
5.2% |
1.4% |
5.2% |
10.0% |
2.8% |
21.5% |
60.2% |
5.8% |
|
CMDPF wholesale (after fees) |
11.3% |
5.9% |
1.7% |
5.9% |
11.3% |
6.6% |
29.0% |
79.5% |
5.8% |
|
MSCI World Equity Index (Local CCY) |
25.7% |
20.0% |
4.5% |
20.0% |
25.7% |
-19.3% |
8.0% |
-11.5% |
15.6% |
|
MSCI World Equity Index (USD) |
30.0% |
22.2% |
4.1% |
22.2% |
30.0% |
-16.0% |
10.5% |
0.1% |
16.6% |
|
S&P 500 Index |
23.5% |
21.3% |
5.5% |
21.3% |
23.5% |
-21.4% |
-8.1% |
-23.3% |
16.1% |
|
NASDAQ Composite Index |
43.9% |
23.7% |
6.9% |
23.7% |
43.9% |
-6.1% |
4.3% |
-42.8% |
25.5% |
|
HFR Composite Hedge Fund Index |
20.0% |
9.6% |
2.7% |
9.6% |
20.0% |
6.9% |
31.8% |
74.7% |
6.6% |
|
HFR Fund of Hedge Funds Index |
11.1% |
5.7% |
1.2% |
5.7% |
11.1% |
-3.7% |
14.3% |
40.7% |
5.4% |
|
CSFB/Tremont Hedge Fund Index |
18.6% |
10.6% |
3.1% |
10.6% |
18.6% |
8.0% |
32.4% |
86.2% |
5.6% |
 
|
