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Performance Category fund of funds Return YTD -4.42% return last week 0.02% Annualized deviation 4.50% Sharpe ratio -0.168 Max drawdown -5.31% duration in weeks peak trough 15 1-Jul-08 14-Oct-08 HFRX Global Hedge Fund Index Altair last week performance attri bution 1.50% 0.20% 0.15% 0.10% 0.05% CTAs Diversified CB and Volatility Arb. Fixed Income Arb. Global Macro
Performance Category fund of funds Return YTD -4.42% return last week 0.02% Annualized deviation 4.50% Sharpe ratio -0.168 Max drawdown -5.31% duration in weeks peak trough 15 1-Jul-08 14-Oc…