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HFSAX vs. PMYRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFSAX vs. PMYRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hundredfold Select Alternative Fund Investor Class (HFSAX) and Pioneer Flexible Opportunities Fund (PMYRX). The values are adjusted to include any dividend payments, if applicable.

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HFSAX vs. PMYRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFSAX
Hundredfold Select Alternative Fund Investor Class
-0.83%11.97%3.75%10.93%-9.44%9.05%38.71%10.35%-1.97%9.91%
PMYRX
Pioneer Flexible Opportunities Fund
-1.45%18.78%23.47%11.75%-18.74%11.25%6.86%17.06%-10.58%23.68%

Returns By Period

In the year-to-date period, HFSAX achieves a -0.83% return, which is significantly higher than PMYRX's -1.45% return. Over the past 10 years, HFSAX has outperformed PMYRX with an annualized return of 8.41%, while PMYRX has yielded a comparatively lower 7.58% annualized return.


HFSAX

1D
0.08%
1M
-2.57%
YTD
-0.83%
6M
2.12%
1Y
10.29%
3Y*
8.45%
5Y*
3.86%
10Y*
8.41%

PMYRX

1D
1.62%
1M
-3.68%
YTD
-1.45%
6M
-0.01%
1Y
17.86%
3Y*
16.94%
5Y*
6.08%
10Y*
7.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFSAX vs. PMYRX - Expense Ratio Comparison

HFSAX has a 1.75% expense ratio, which is higher than PMYRX's 0.90% expense ratio.


Return for Risk

HFSAX vs. PMYRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HFSAX
HFSAX Risk / Return Rank: 9393
Overall Rank
HFSAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HFSAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
HFSAX Omega Ratio Rank: 9393
Omega Ratio Rank
HFSAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
HFSAX Martin Ratio Rank: 8888
Martin Ratio Rank

PMYRX
PMYRX Risk / Return Rank: 6767
Overall Rank
PMYRX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PMYRX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PMYRX Omega Ratio Rank: 7575
Omega Ratio Rank
PMYRX Calmar Ratio Rank: 5454
Calmar Ratio Rank
PMYRX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HFSAX vs. PMYRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hundredfold Select Alternative Fund Investor Class (HFSAX) and Pioneer Flexible Opportunities Fund (PMYRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


HFSAXPMYRXDifference

Sharpe ratio

Return per unit of total volatility

2.37

1.37

+0.99

Sortino ratio

Return per unit of downside risk

3.18

1.84

+1.34

Omega ratio

Gain probability vs. loss probability

1.48

1.31

+0.17

Calmar ratio

Return relative to maximum drawdown

2.78

1.52

+1.26

Martin ratio

Return relative to average drawdown

9.69

7.26

+2.43

HFSAX vs. PMYRX - Sharpe Ratio Comparison

The current HFSAX Sharpe Ratio is 2.37, which is higher than the PMYRX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of HFSAX and PMYRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HFSAXPMYRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.37

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.45

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.35

0.58

+0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.60

+0.69

Correlation

The correlation between HFSAX and PMYRX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HFSAX vs. PMYRX - Dividend Comparison

HFSAX's dividend yield for the trailing twelve months is around 9.83%, more than PMYRX's 9.42% yield.


TTM20252024202320222021202020192018201720162015
HFSAX
Hundredfold Select Alternative Fund Investor Class
9.83%9.75%5.87%5.17%4.92%10.98%13.58%6.44%3.11%11.06%5.60%1.85%
PMYRX
Pioneer Flexible Opportunities Fund
9.42%9.83%22.31%1.03%4.02%2.12%1.32%2.50%12.83%8.93%1.50%7.13%

Drawdowns

HFSAX vs. PMYRX - Drawdown Comparison

The maximum HFSAX drawdown since its inception was -12.81%, smaller than the maximum PMYRX drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for HFSAX and PMYRX.


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Drawdown Indicators


HFSAXPMYRXDifference

Max Drawdown

Largest peak-to-trough decline

-12.81%

-30.68%

+17.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-12.28%

+8.60%

Max Drawdown (5Y)

Largest decline over 5 years

-12.81%

-24.97%

+12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-12.81%

-30.68%

+17.87%

Current Drawdown

Current decline from peak

-3.60%

-4.65%

+1.05%

Average Drawdown

Average peak-to-trough decline

-2.39%

-6.02%

+3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

2.58%

-1.52%

Volatility

HFSAX vs. PMYRX - Volatility Comparison

The current volatility for Hundredfold Select Alternative Fund Investor Class (HFSAX) is 1.72%, while Pioneer Flexible Opportunities Fund (PMYRX) has a volatility of 3.45%. This indicates that HFSAX experiences smaller price fluctuations and is considered to be less risky than PMYRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFSAXPMYRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

3.45%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

6.33%

-2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

13.09%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

13.68%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.25%

13.15%

-6.90%