Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HMSY (HMS Holdings Corp) | NA | 50.26% | 31.03% | 21.34% | 2.98% | 18.68% | 24.55% | … | … |
Data as of 04/01/2021, Common starting date is 12/18/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMSY (HMS Holdings Corp) | 12/18/1992 | 04/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 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 (%) | 0.22 | 50.26 | 31.03 | 21.34 | 2.98 | 18.68 | 24.55 | … | … | 0.63 | 24.16 | 5.23 | 65.96 | -6.66 | 47.16 | -41.63 | -6.87 | -12.42 | -18.95 | 48.12 | 33.03 | 54.47 | -5.09 | 119.21 | 98.04 | -15.00 | 124.44 | 11.39 | 14.29 | 110.00 | -76.24 | -19.84 | 32.63 | -57.59 | -46.15 | 75.94 | 66.25 | 2.56 | 12.23 |
| Sharpe Ratio | NA | 1.50 | 0.74 | 0.54 | 0.06 | NA | NA | … | … | 0.56 | 0.55 | -0.44 | 1.22 | -0.85 | 0.28 | -1.16 | -0.66 | -0.80 | -0.82 | 0.79 | 0.49 | 0.97 | -0.44 | 1.92 | 1.79 | -0.96 | 2.15 | -0.17 | -0.11 | 1.08 | -1.64 | 0.07 | 0.71 | -1.16 | -0.58 | 0.29 | 1.47 | 0.04 | 63.89 |
| Standard Deviation(%) | NA | 33.46 | 39.19 | 38.14 | 41.04 | NA | NA | … | … | 4.58 | 42.96 | 40.62 | 36.32 | 30.60 | 45.61 | 51.66 | 38.59 | 38.49 | 46.00 | 37.31 | 29.70 | 36.88 | 56.20 | 50.87 | 42.50 | 37.53 | 48.84 | 47.82 | 47.90 | 84.23 | 88.41 | 69.68 | 92.80 | 89.24 | 74.92 | 47.24 | 46.25 | 61.42 | 57.73 |
| Draw Down(%) | NA | 29.32 | 51.77 | 51.77 | 77.55 | NA | NA | … | … | 1.74 | 37.08 | 33.56 | 29.11 | 24.81 | 31.03 | 62.08 | 39.58 | 40.51 | 43.86 | 27.20 | 16.17 | 17.63 | 48.84 | 22.98 | 18.08 | 33.22 | 23.19 | 47.76 | 52.38 | 36.67 | 88.71 | 55.63 | 68.45 | 69.58 | 62.93 | 26.33 | 20.37 | 44.00 | 3.70 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/01/2021, Common starting date is 12/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMSY (HMS Holdings Corp) |
-54.37%
Mar 1998 – Mar 2001 |
-46.95%
Mar 1996 – Mar 2001 |
-11.52%
Dec 1995 – Dec 2005 |
6.07%
Jun 1996 – Jun 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMSY (HMS Holdings Corp) |
77.49%
Mar 2001 – Mar 2004 |
66.37%
Mar 2003 – Mar 2008 |
52.70%
Mar 2001 – Mar 2011 |
28.07%
Aug 2001 – Aug 2016 |
Annualized Rolling Returns Comparison Chart