INDEX DATA
AlphaCycle Mesirow Natural Resources Index

Performance
Index Performance Chart



Index Performance
  Since Inception 1 Day
(%)
Month to Date
(%)
Year to Date
(%)
Performance
Since Inception
AIPANRN (Net) 02/15/2002   1.13   5.89   -5.13   170.11
AIPANRG (Gross) 02/15/2002   1.14   5.90   -4.38   201.94

  Historical Perfomance: Download CSV (49kb) EXCEL  
  Fact Sheet: Morningstar Fact Sheet (45Kb) PDF  


Risk/Return Statistics
Inception through 06/30/2010
  AIPANRG S&P GSSI Natural Res Total Return Benchmark
Standard Deviation 24.81 23.68
Sharpe Ratio 0.41 0.32
Sortino Ratio 0.60 0.46
Calmar Ratio 2.74 2.11



Relative Performance Statistics
Vs. S&P GSSI Natural Res Benchmark*
Inception through 06/30/2010
   
Excess Return
2.59
Alpha
2.37
Beta
1.03
R-Squared
96.27
Information Ratio 0.54
*S&P GSSI Natural Res
The S&P North American Sector indices are a family of indices designed as equity benchmarks for U.S. traded securities in seven broadly defined economic sectors. The seven sectors are Consumer, Cyclical, Financial Services, Health Care, Natural Resources, Technology and Utilities. The S&P North American Technology Sector Index is the technology sub-index of the S&P North American Sector Indices. The S&P North American Technology Sector sub-indices are a set of more narrowly based equity indices consisting of twelve or more stocks selected from the universe of stocks in the S&P North American Technology Sector Index.