Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HMLSD | NA | 108.99% | 28.57% | 10.43% | NA | NA | NA | … | … |
Data as of 12/01/2022, Common starting date is 04/11/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMLSD | 04/11/2017 | 12/01/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.19 | 108.99 | 28.57 | 10.43 | NA | NA | NA | … | … | 118.29 | -18.48 | -7.91 | -36.25 | -30.35 | 79.00 |
| Sharpe Ratio | NA | 0.57 | 0.14 | -0.01 | NA | NA | NA | … | … | 0.70 | -0.31 | -0.15 | -0.90 | -0.52 | 3.14 |
| Standard Deviation(%) | NA | 182.03 | 114.73 | 94.98 | NA | NA | NA | … | … | 189.59 | 60.07 | 54.76 | 41.67 | 60.73 | 39.27 |
| Draw Down(%) | NA | 57.92 | 83.01 | 87.44 | NA | NA | NA | … | … | 57.92 | 68.03 | 54.96 | 64.94 | 48.83 | 27.20 |
| Yield(%) | 0.00 | 2.08 | 7.12 | 7.94 | 5.63 | 3.76 | 2.82 | … | … | 2.47 | 1.40 | 12.84 | 15.11 | 8.92 | 6.03 |
Data as of 12/01/2022, Common starting date is 04/11/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMLSD (HMLSD) |
-35.82%
Jun 2019 – Jun 2022 |
-8.52%
Jul 2017 – Jul 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMLSD (HMLSD) |
26.28%
Nov 2019 – Nov 2022 |
9.80%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart