Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HEII (HEI, Inc.) | NA | -93.33% | -57.31% | -32.24% | -28.76% | -27.24% | -18.91% | … | … |
Data as of 01/05/2015, Common starting date is 09/15/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEII (HEI, Inc.) | 09/15/1992 | 01/05/2015 |
| 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 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -12.50 | -93.33 | -57.31 | -32.24 | -28.76 | -27.24 | -18.91 | … | … | -12.50 | -92.66 | 105.66 | -39.77 | 83.33 | -20.00 | -20.00 | 25.00 | -61.04 | -61.98 | 85.78 | -32.92 | 1.56 | -54.93 | -29.00 | 31.06 | 40.26 | 17.49 | -51.87 | 78.81 | 13.26 | 11.76 | -10.53 | 2.59 |
| Sharpe Ratio | NA | -0.55 | -0.42 | -0.23 | -0.21 | NA | NA | … | … | -0.67 | -0.55 | 0.95 | -0.34 | 0.71 | -0.12 | -0.09 | 0.13 | -0.82 | -1.03 | 1.55 | -0.42 | 0.01 | -0.77 | -0.37 | 0.23 | 0.44 | 0.24 | -1.37 | 1.27 | 0.15 | 0.11 | -0.19 | 0.11 |
| Standard Deviation(%) | NA | 170.31 | 135.51 | 138.25 | 140.98 | NA | NA | … | … | 149.89 | 169.87 | 111.19 | 119.07 | 116.58 | 163.57 | 236.27 | 184.31 | 78.47 | 63.32 | 54.05 | 79.84 | 98.59 | 72.38 | 85.82 | 116.08 | 84.17 | 58.24 | 78.16 | 58.75 | 63.13 | 79.75 | 66.82 | 62.88 |
| Draw Down(%) | NA | 95.00 | 95.24 | 95.24 | 98.45 | NA | NA | … | … | 12.50 | 94.99 | 38.36 | 70.45 | 37.50 | 47.06 | 63.16 | 79.39 | 67.72 | 64.20 | 21.12 | 69.77 | 48.44 | 74.91 | 66.32 | 63.83 | 41.73 | 40.71 | 64.58 | 31.25 | 30.96 | 31.33 | 58.54 | 18.03 |
| 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 |
Data as of 01/05/2015, Common starting date is 09/15/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEII (HEI, Inc.) |
-55.04%
Dec 2011 – Dec 2014 |
-34.72%
Dec 2005 – Dec 2010 |
-29.75%
Feb 2000 – Feb 2010 |
-26.20%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEII (HEI, Inc.) |
71.24%
Aug 1997 – Aug 2000 |
32.24%
Aug 1995 – Aug 2000 |
-1.25%
Oct 1993 – Oct 2003 |
-7.53%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart