Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HCMFX (HCM Dynamic Income Investor) | NA | -30.05% | -7.58% | -4.01% | -1.96% | NA | NA | … | … |
Data as of 01/26/2015, Common starting date is 11/04/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCMFX (HCM Dynamic Income Investor) | 11/04/2004 | 01/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -30.56 | -30.05 | -7.58 | -4.01 | -1.96 | NA | NA | … | … | -30.56 | 0.61 | 4.06 | 10.52 | -1.44 | 4.35 | 13.17 | -10.33 | 7.87 | -5.11 | -8.53 | 1.95 |
| Sharpe Ratio | NA | -0.50 | -0.14 | -0.03 | 0.09 | NA | NA | … | … | -0.69 | 0.81 | 2.32 | 5.51 | -0.71 | 1.25 | 1.25 | -1.21 | 0.28 | -1.85 | -2.42 | 3.27 |
| Standard Deviation(%) | NA | 60.44 | 53.67 | 117.31 | 7.53 | NA | NA | … | … | 144.71 | 0.73 | 1.74 | 1.92 | 2.05 | 3.41 | 10.43 | 9.26 | 17.60 | 4.55 | 4.43 | 3.61 |
| Draw Down(%) | NA | 30.60 | 30.60 | 30.60 | 30.60 | NA | NA | … | … | 30.56 | 0.93 | 1.86 | 1.24 | 4.90 | 4.14 | 8.68 | 13.37 | 12.31 | 6.22 | 8.58 | 0.69 |
| Yield(%) | 0.00 | 0.36 | 1.78 | 1.82 | 3.00 | 1.95 | 1.46 | … | … | 0.00 | 0.36 | 1.62 | 3.30 | 0.59 | 3.25 | 10.34 | 3.00 | 9.63 | 4.71 | 0.00 | 0.00 |
Data as of 01/26/2015, Common starting date is 11/04/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCMFX (HCM Dynamic Income Investor) |
-3.38%
Nov 2005 – Nov 2008 |
-1.02%
Dec 2004 – Dec 2009 |
1.24%
Dec 2004 – Dec 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCMFX (HCM Dynamic Income Investor) |
6.75%
Apr 2007 – Apr 2010 |
6.22%
Feb 2009 – Feb 2014 |
1.24%
Dec 2004 – Dec 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart