CMFDH I & II Interactive Performance Dashboard

CMFDH I & II Hedge Funds

Illustrative Performance of a $1M Investment: June 2019 - June 2025

Illustrative Final Balance

$20,650,934.58

Total Illustrative Growth

+1,965.1%

Annualized Sharpe Ratio

1.83

Illustrative Growth of $1M vs. US Treasuries

This chart illustrates the cumulative growth of a hypothetical $1,000,000 investment made in CMFDH I and subsequently rolled into CMFDH II upon its inception. The performance shown is net of any deposits or withdrawals, reflecting pure investment growth against a risk-free benchmark.

What is the Sharpe Ratio?

The Sharpe Ratio measures an investment's performance while considering its risk. It tells us how much extra return we're getting for each unit of risk we take on. A higher ratio is better.

Our Sharpe Ratio of 1.83 is considered Very Good.

It indicates our strategies have been highly effective at creating value beyond a risk-free investment.

Periodic Excess Return

This chart breaks down the strategy's performance period by period. Each bar shows the percentage by which CMFDH outperformed (green) or underperformed (red) the US Treasuries benchmark in that specific timeframe.

Underlying Performance Data

For full transparency, the complete dataset used in this analysis is provided below. Click on column headers to sort the data.

Date	CMFDH Balance	US Treasuries Balance