Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HTCO (Caravelle International Group) | NA | 23.63% | 13.73% | 21.26% | 8.07% | 6.42% | NA | … | … |
Data as of 05/07/2014, Common starting date is 03/30/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HTCO (Caravelle International Group) | 03/30/1995 | 05/07/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.30 | 23.63 | 13.73 | 21.26 | 8.07 | 6.42 | NA | … | … | -2.53 | 39.08 | -7.34 | 22.36 | 15.25 | 74.24 | -37.64 | 38.16 | -3.51 | -22.28 | -2.95 | 25.88 | -41.86 | -14.99 | 40.32 | 19.76 | 11.02 | 34.18 | -11.34 | -12.38 |
| Sharpe Ratio | NA | 0.67 | 0.40 | 0.57 | 0.19 | NA | NA | … | … | -0.17 | 1.37 | -0.24 | 0.57 | 0.49 | 1.33 | -0.77 | 1.19 | -0.30 | -0.82 | -0.12 | 0.45 | -0.60 | -0.25 | 0.56 | 0.33 | 0.19 | 0.95 | -0.28 | -0.43 |
| Standard Deviation(%) | NA | 35.49 | 35.15 | 37.05 | 36.76 | NA | NA | … | … | 42.39 | 28.45 | 31.45 | 39.10 | 31.24 | 55.60 | 49.87 | 29.48 | 22.99 | 30.11 | 33.40 | 56.17 | 71.91 | 69.95 | 64.53 | 49.85 | 39.70 | 31.89 | 52.72 | 46.75 |
| Draw Down(%) | NA | 21.37 | 29.58 | 29.58 | 49.27 | NA | NA | … | … | 21.37 | 12.15 | 21.98 | 29.58 | 26.43 | 23.89 | 46.44 | 17.89 | 25.04 | 27.76 | 26.59 | 24.69 | 52.09 | 41.06 | 21.35 | 29.18 | 31.44 | 11.99 | 21.71 | 21.48 |
| Yield(%) | 0.00 | 5.61 | 5.78 | 8.82 | 5.09 | 4.78 | 1.26 | … | … | 1.16 | 5.89 | 4.97 | 5.68 | 5.71 | 9.44 | 5.41 | 6.73 | 5.93 | 4.49 | 3.78 | 4.15 | 2.60 | 2.21 | 3.00 | 3.26 | 1.22 | 1.47 | 1.19 | 0.70 |
Data as of 05/07/2014, Common starting date is 03/30/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HTCO (Caravelle International Group) |
-16.77%
Sep 2000 – Sep 2003 |
-15.55%
Oct 2000 – Oct 2005 |
-4.57%
Feb 1999 – Feb 2009 |
0.71%
Jun 1995 – Jun 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HTCO (Caravelle International Group) |
37.04%
Feb 2009 – Feb 2012 |
29.40%
Feb 2009 – Feb 2014 |
8.06%
Jan 2004 – Jan 2014 |
6.45%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison Chart