Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HRP (HRPT PROPERTIES TRUST) | NA | -59.37% | -71.32% | -59.68% | -36.12% | -21.73% | -12.96% | … | … |
Data as of 03/30/2015, Common starting date is 01/05/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HRP (HRPT PROPERTIES TRUST) | 01/05/1988 | 03/30/2015 |
| 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 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -12.50 | -59.37 | -71.32 | -59.68 | -36.12 | -21.73 | -12.96 | … | … | -10.64 | -44.44 | -86.57 | -58.69 | -27.38 | -35.09 | 119.27 | -49.82 | -33.65 | 30.66 | -13.47 | 37.70 | 33.75 | 5.61 | 25.91 | -0.51 | 17.05 | -15.28 | 26.46 | 47.36 | 58.34 | 17.19 | 75.59 | 28.74 | 138.85 | 54.67 | 110.03 | 41.12 |
| Sharpe Ratio | NA | -0.17 | -0.33 | -0.27 | -0.22 | NA | NA | … | … | -0.21 | -0.13 | -0.82 | -0.70 | -0.08 | -0.66 | 1.28 | -0.39 | -1.52 | 1.46 | -0.86 | 1.75 | 2.21 | 0.18 | 1.04 | -0.12 | 0.33 | -0.75 | -1.88 | 2.69 | 2.80 | 0.60 | 2.81 | 0.64 | 4.06 | 0.92 | 1.55 | 0.28 |
| Standard Deviation(%) | NA | 345.32 | 216.06 | 224.67 | 167.66 | NA | NA | … | … | 180.19 | 338.94 | 105.10 | 84.87 | 326.80 | 53.08 | 92.92 | 130.00 | 24.17 | 18.85 | 18.29 | 21.03 | 14.95 | 25.08 | 23.11 | 38.25 | 42.37 | 24.67 | 15.27 | 16.14 | 19.44 | 23.69 | 25.99 | 40.49 | 33.10 | 53.58 | 67.18 | 133.22 |
| Draw Down(%) | NA | 97.67 | 97.95 | 99.28 | 99.28 | NA | NA | … | … | 31.13 | 97.55 | 90.92 | 76.11 | 81.35 | 53.05 | 35.27 | 80.03 | 41.44 | 9.82 | 21.00 | 20.45 | 8.97 | 19.45 | 19.39 | 35.32 | 25.95 | 23.31 | 10.29 | 5.77 | 7.40 | 13.81 | 10.91 | 35.35 | 7.29 | 17.31 | 14.70 | 22.43 |
| Yield(%) | 0.00 | 2.68 | 0.06 | 0.32 | 3.25 | 6.27 | 10.35 | … | … | 0.00 | 3.28 | 0.00 | 0.00 | 0.00 | 1.87 | 17.80 | 11.01 | 5.12 | 9.89 | 6.61 | 8.00 | 9.54 | 10.09 | 10.00 | 11.72 | 29.31 | 10.90 | 11.96 | 14.86 | 18.84 | 18.49 | 23.93 | 22.16 | 32.78 | 46.18 | 48.29 | 26.29 |
Data as of 03/30/2015, Common starting date is 01/05/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HRP (HRPT PROPERTIES TRUST) |
-72.38%
May 2011 – May 2014 |
-59.46%
Jan 2010 – Jan 2015 |
-36.99%
Jan 2005 – Jan 2015 |
-22.89%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HRP (HRPT PROPERTIES TRUST) |
97.97%
Dec 1988 – Dec 1991 |
80.57%
Mar 1988 – Mar 1993 |
58.12%
Mar 1988 – Mar 1998 |
37.80%
Mar 1988 – Mar 2003 |
Annualized Rolling Returns Comparison Chart