Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HSM (Helios Strategic Mortgage Income Fund Inc) | NA | 8.90% | 18.73% | -2.64% | NA | NA | NA | … | … |
Data as of 03/30/2012, Common starting date is 07/25/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSM (Helios Strategic Mortgage Income Fund Inc) | 07/25/2002 | 03/30/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.76 | 8.90 | 18.73 | -2.64 | NA | NA | NA | … | … | 12.40 | 4.42 | 18.75 | 12.01 | -30.67 | -20.30 | 17.19 | -6.63 | 11.11 | 17.10 | -5.97 |
| Sharpe Ratio | NA | 0.57 | 1.02 | -0.10 | NA | NA | NA | … | … | 5.28 | 0.29 | 1.16 | 0.37 | -0.59 | -0.90 | 1.71 | -0.89 | 0.67 | 1.30 | -0.82 |
| Standard Deviation(%) | NA | 15.69 | 18.26 | 31.89 | NA | NA | NA | … | … | 11.51 | 15.15 | 16.02 | 32.31 | 53.40 | 26.03 | 8.16 | 9.85 | 15.24 | 12.63 | 17.29 |
| Draw Down(%) | NA | 14.84 | 15.75 | 61.09 | NA | NA | NA | … | … | 3.33 | 14.84 | 11.00 | 19.28 | 53.52 | 35.28 | 4.16 | 12.72 | 16.32 | 12.35 | 11.56 |
| Yield(%) | 0.00 | 9.88 | 12.53 | 6.28 | 6.48 | 4.32 | 3.24 | … | … | 2.74 | 10.39 | 12.20 | 11.48 | 9.51 | 8.54 | 8.55 | 7.88 | 9.03 | 9.43 | 3.60 |
Data as of 03/30/2012, Common starting date is 07/25/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSM (Helios Strategic Mortgage Income Fund Inc) |
-16.85%
Mar 2006 – Mar 2009 |
-9.72%
Mar 2004 – Mar 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSM (Helios Strategic Mortgage Income Fund Inc) |
16.29%
Feb 2009 – Feb 2012 |
3.78%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart