Performance: Brasada Long-Short Equity



Historic Returns
Return Statistics
Quantitative Statistics
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2018 3.63% -1.42% -2.40% 0.63% 1.93% -1.59% 1.50% 1.07% -0.62% -8.78% - - -6.40%
2017 0.88% -0.79% -1.42% 0.05% -1.89% 0.52% 0.66% -1.34% 2.37% 2.96% 0.78% 0.67% 3.38%
2016 -5.44% -0.35% 3.15% 2.31% 1.48% -0.43% 0.40% 1.55% 2.45% -3.22% 6.06% -0.43% 7.27%
2015 -2.50% 2.74% 0.42% 0.24% 2.15% -0.27% -2.18% -3.36% -3.88% 3.48% 0.85% -2.09% -4.63%
2014 -2.03% 2.85% 0.43% -1.99% 0.98% 1.10% -2.83% 1.22% -2.12% -1.60% -0.02% 2.02% -2.16%
2013 4.03% 0.64% 0.85% -0.84% 2.64% -0.55% 1.35% -1.23% 3.21% 2.74% 1.14% 0.94% 15.81%
2012 3.68% 2.31% -0.13% 0.48% -7.19% 1.61% -0.61% 3.19% 0.90% -0.85% 0.88% 1.09% 5.04%
2011 2.16% 2.61% 2.45% 1.73% -1.13% -0.68% -1.40% -7.04% -6.08% 9.17% -0.40% -3.47% -3.06%
2010 -3.15% 3.00% 2.85% 0.38% -5.50% -4.73% 4.40% -5.12% 6.29% 2.93% 0.96% 5.41% 6.93%
2009 -1.19% -1.90% 2.05% 4.84% 2.01% -0.16% 4.56% 2.33% 2.34% -2.62% 3.58% 1.31% 18.19%
  Brasada Long-Short Equity Credit Suisse Long-Short Equity Hedge Fund Index Credit Suisse Equity Market Neutral Hedge Fund Index
Cumulative Return: 44.34% 80.10% 20.79%
1 Year Return: -5.04% -1.21% -0.32%
3 Year Return: 2.49% 6.77% 1.73%
5 Year Return: -1.12% 21.15% 5.63%
Standard Deviation (Annual): 9.95% 6.50% 4.95%
Standard Deviation (Monthly): 2.87% 1.88% 1.43%
Downside Deviation (Monthly): 2.38% 1.54% 1.40%
  Brasada Long-Short Equity Credit Suisse Long-Short Equity Hedge Fund Index Credit Suisse Equity Market Neutral Hedge Fund Index
Sharpe Ratio (Annualized): -0.07 0.20 -0.57
Sortino: -0.15 0.24 -0.73

 

Brasada Long-Short Equity vs. Credit Suisse Long-Short Equity Hedge Fund Index Credit Suisse Equity Market Neutral Hedge Fund Index
Beta: 1.25 0.99
Alpha: -0.29 0.18
R: 0.82 0.49
R Squared: 0.67 0.24


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In addition to operational expenses and management and performance fees charged by Fund, the Fund will also bear its share of expenses and fees charged by underlying investments. The fees deducted herein represent the highest fee incurred by any Client during the relevant period. Performance is unaudited and subject to revisions as a result of the Fund’s audit. Estimated returns may not be realized. Past performance is no guarantee of future results.

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