Alpha Search
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 | (alpha) | = | 0.01 |  | (beta) | = | (0.13) | 30 days against S&P 500 |
| Risk Adjusted Performance (0.14) | Jensen Alpha (0.0006) | Total Risk Alpha (0.12) | Sortino Ratio (2.09) | Treynor Ratio 0.3026 |
Absolute Fundamentals
| Absolute Market Performance
Over the last 30 days Absolute Strategies I has generated negative risk-adjusted returns adding no value to investors with long positions. |
Absolute Return and Market MediaThe median price of Absolute for the period between Sun, Apr 21, 2013 and Tue, May 21, 2013 is 11.31 with a coefficient of variation of 0.17. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 11.31, and mean deviation of 0.01. The Fund did not receive any noticable media coverage during the period.
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