Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AHMIQ (American Home Mortgage Investment Corp) | NA | NA | NA | -100.00% | -100.00% | NA | NA | … | … |
Data as of 07/24/2014, Common starting date is 04/03/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AHMIQ (American Home Mortgage Investment Corp) | 04/03/2001 | 07/24/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | NA | -100.00 | -100.00 | NA | NA | … | … | 0.00 | 0.00 | -100.00 | 100.00 | -75.00 | 100.00 | 0.00 | -99.94 | 20.59 | 4.41 | 62.23 | 114.61 | -7.71 | 76.58 |
| Sharpe Ratio | NA | 1.00 | NA | NA | NA | NA | NA | … | … | 1.00 | 1.00 | NA | NA | -0.18 | 0.23 | 0.00 | -0.30 | 0.60 | 0.06 | 2.11 | 2.32 | -0.16 | 1.33 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | NA | NA | NA | 408.14 | 425.33 | 462.68 | 337.96 | 29.03 | 39.23 | 29.11 | 49.09 | 56.62 | 86.93 |
| Draw Down(%) | NA | NA | 100.00 | 100.00 | 100.00 | NA | NA | … | … | NA | NA | 100.00 | 100.00 | 87.50 | 66.67 | 90.91 | 99.97 | 17.89 | 33.50 | 23.06 | 31.59 | 52.12 | 43.12 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 3.96 | 12.22 | 9.16 | … | … | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 8.32 | 11.37 | 8.98 | 7.88 | 8.43 | 1.48 | 1.31 |
Data as of 07/24/2014, Common starting date is 04/03/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AHMIQ (American Home Mortgage Investment Corp) |
-100.00%
Nov 2009 – Nov 2012 |
-100.00%
Nov 2007 – Nov 2012 |
-100.00%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AHMIQ (American Home Mortgage Investment Corp) |
59.10%
Jul 2002 – Jul 2005 |
32.25%
Dec 2001 – Dec 2006 |
-40.98%
Jun 2001 – Jun 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart