Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COOP (Mr. Cooper Group Inc) | NA | 10.81% | 28.03% | 29.54% | 8.43% | 13.20% | 9.89% | … | … |
Data as of 10/17/2014, Common starting date is 07/23/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COOP (Mr. Cooper Group Inc) | 07/23/1992 | 10/17/2014 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.81 | 28.03 | 29.54 | 8.43 | 13.20 | 9.89 | … | … | 7.38 | 47.88 | 51.08 | -33.54 | 112.20 | 231.56 | -80.71 | -33.17 | 32.98 | 12.94 | 6.74 | 61.38 | 48.54 | 10.97 | -9.99 | -7.33 | -51.55 | 141.98 | -1.22 | 41.38 | 1.16 | 27.72 | 3.06 |
| Sharpe Ratio | NA | 0.23 | 0.85 | 1.03 | NA | NA | NA | … | … | 0.18 | 2.33 | 1.91 | -1.54 | 5.41 | NA | -0.99 | -1.64 | 1.39 | 0.37 | 0.28 | 2.42 | 1.42 | 0.17 | -0.22 | -0.18 | -0.94 | 2.83 | -0.11 | 0.91 | -0.04 | 0.39 | 0.08 |
| Standard Deviation(%) | NA | 46.16 | 33.03 | 28.77 | NA | NA | NA | … | … | 51.48 | 20.52 | 26.95 | 21.73 | 20.72 | NA | 82.01 | 22.20 | 21.33 | 29.02 | 20.28 | 25.02 | 33.31 | 49.73 | 65.05 | 58.59 | 58.63 | 48.55 | 42.42 | 40.99 | 51.87 | 65.40 | 59.79 |
| Draw Down(%) | NA | 26.91 | 26.91 | 42.37 | 100.00 | NA | NA | … | … | 26.91 | 13.29 | 10.71 | 42.37 | 8.91 | 100.00 | 82.95 | 36.74 | 14.94 | 12.69 | 23.01 | 14.16 | 16.38 | 37.47 | 33.15 | 32.14 | 53.06 | 9.26 | 19.51 | 13.33 | 34.15 | 19.57 | 16.33 |
| Yield(%) | 0.00 | 0.00 | 2.66 | 3.94 | 0.76 | 1.71 | 0.66 | … | … | 0.00 | 3.85 | 4.39 | 2.67 | 0.00 | 0.00 | 0.85 | 1.13 | 0.83 | 0.49 | 0.45 | 0.56 | 0.83 | 0.91 | 0.85 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/17/2014, Common starting date is 07/23/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COOP (Mr. Cooper Group Inc) |
-69.98%
Apr 2006 – Apr 2009 |
-47.43%
Apr 2004 – Apr 2009 |
-22.15%
Apr 1999 – Apr 2009 |
-12.81%
Apr 1994 – Apr 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COOP (Mr. Cooper Group Inc) |
205.32%
May 2009 – May 2012 |
127.82%
May 2009 – May 2014 |
17.56%
Aug 1996 – Aug 2006 |
14.98%
Aug 1992 – Aug 2007 |
Annualized Rolling Returns Comparison Chart