Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HCOYX (HIGHLAND GLOBAL ALLOCATION FUND CLASS Y) | NA | 49.76% | 31.52% | 10.53% | 15.89% | 8.74% | 6.68% | … | … |
Data as of 02/21/2019, Common starting date is 12/08/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCOYX (HIGHLAND GLOBAL ALLOCATION FUND CLASS Y) | 12/08/1998 | 02/21/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 43.51 | 49.76 | 31.52 | 10.53 | 15.89 | 8.74 | 6.68 | … | … | 53.08 | 1.33 | -0.28 | 34.12 | -26.25 | 15.44 | 29.95 | 13.51 | -1.21 | 11.41 | 25.80 | -33.05 | 10.37 | 18.55 | 4.01 | 9.32 | 23.83 | -17.48 | -8.88 | 0.47 | 12.05 | 0.05 |
| Sharpe Ratio | NA | 1.24 | 1.32 | 0.47 | 0.75 | NA | NA | … | … | 20.87 | 0.00 | -0.11 | 1.89 | -1.65 | 1.37 | 3.04 | 0.99 | -0.05 | 0.63 | 0.91 | -0.88 | 0.49 | 1.60 | 0.19 | 0.80 | 1.46 | -0.78 | -0.65 | -0.18 | 0.51 | -0.11 |
| Standard Deviation(%) | NA | 38.93 | 24.36 | 21.43 | 20.22 | NA | NA | … | … | 97.94 | 13.56 | 8.56 | 17.90 | 15.94 | 11.27 | 9.86 | 13.70 | 24.05 | 17.95 | 28.22 | 38.61 | 15.06 | 9.60 | 9.85 | 10.43 | 15.86 | 23.95 | 17.46 | 20.36 | 17.24 | 21.90 |
| Draw Down(%) | NA | 11.87 | 11.87 | 44.67 | 44.67 | NA | NA | … | … | 1.60 | 11.87 | 9.15 | 18.66 | 35.39 | 11.05 | 6.54 | 10.96 | 21.52 | 15.73 | 26.66 | 44.82 | 8.11 | 7.82 | 6.20 | 7.01 | 13.37 | 30.16 | 23.46 | 11.76 | 10.51 | 6.73 |
| Yield(%) | 0.00 | 3.12 | 7.07 | 4.61 | 10.23 | 6.52 | 5.08 | … | … | 0.00 | 3.20 | 4.97 | 9.57 | 4.01 | 5.36 | 25.81 | 3.13 | 1.08 | 0.95 | 1.24 | 1.95 | 18.21 | 9.60 | 8.50 | 4.48 | 1.03 | 0.99 | 0.70 | 6.07 | 0.00 | 0.69 |
Data as of 02/21/2019, Common starting date is 12/08/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCOYX (HIGHLAND GLOBAL ALLOCATION FUND CLASS Y) |
-11.18%
Feb 2006 – Feb 2009 |
-4.28%
Feb 2004 – Feb 2009 |
-1.52%
Feb 1999 – Feb 2009 |
2.31%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCOYX (HIGHLAND GLOBAL ALLOCATION FUND CLASS Y) |
22.37%
Feb 2009 – Feb 2012 |
21.83%
Feb 2009 – Feb 2014 |
10.57%
Jan 2009 – Jan 2019 |
7.66%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart