Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HAMP | NA | -85.71% | -85.14% | -65.84% | -52.30% | -33.70% | -27.66% | … | … |
Data as of 11/23/2016, Common starting date is 06/19/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HAMP | 06/19/1992 | 11/23/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 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 | -85.71 | -85.14 | -65.84 | -52.30 | -33.70 | -27.66 | … | … | -95.00 | -88.30 | -49.71 | 12.58 | 25.83 | -36.00 | -6.02 | -0.25 | -71.43 | -15.51 | -30.38 | 47.60 | 2.81 | 42.59 | 72.41 | 63.66 | -10.89 | -33.96 | -29.33 | 38.89 | 12.50 | 54.84 | 34.78 | -4.17 | -36.84 |
| Sharpe Ratio | NA | -0.38 | -0.44 | -0.45 | -0.47 | NA | NA | … | … | -0.43 | -0.34 | -1.33 | -0.10 | 0.09 | -0.80 | -0.38 | -0.13 | -0.69 | -0.82 | -1.29 | 0.79 | -0.73 | 0.81 | 1.21 | 0.78 | -0.48 | -0.45 | -0.54 | 1.01 | 0.26 | 1.14 | 0.62 | -0.07 | -0.66 |
| Standard Deviation(%) | NA | 315.90 | 246.18 | 196.28 | 155.37 | NA | NA | … | … | 299.80 | 313.84 | 51.23 | 57.28 | 78.28 | 68.20 | 65.46 | 146.00 | 132.51 | 46.10 | 40.90 | 33.71 | 22.90 | 28.88 | 43.53 | 55.75 | 71.05 | 82.89 | 60.99 | 34.98 | 34.00 | 44.69 | 51.46 | 85.35 | 90.80 |
| Draw Down(%) | NA | 98.00 | 99.77 | 99.78 | 99.95 | NA | NA | … | … | 98.00 | 98.28 | 61.14 | 34.78 | 29.37 | 57.89 | 51.91 | 58.18 | 79.66 | 40.74 | 49.07 | 15.76 | 13.62 | 14.58 | 39.16 | 25.66 | 50.00 | 46.70 | 58.41 | 11.11 | 12.50 | 10.81 | 20.00 | 45.76 | 50.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/23/2016, Common starting date is 06/19/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HAMP (HAMP) |
-86.95%
Jul 2013 – Jul 2016 |
-69.35%
Jul 2011 – Jul 2016 |
-52.33%
Jul 2006 – Jul 2016 |
-33.92%
Aug 2001 – Aug 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HAMP (HAMP) |
65.69%
Oct 2000 – Oct 2003 |
43.83%
Aug 2000 – Aug 2005 |
23.20%
Oct 1993 – Oct 2003 |
10.82%
Dec 1992 – Dec 2007 |
Annualized Rolling Returns Comparison Chart