Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMPHP (Impac Mortgage Holdings Inc) | NA | -73.10% | -37.61% | -14.03% | 9.28% | NA | NA | … | … |
Data as of 11/15/2022, Common starting date is 02/10/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMPHP (Impac Mortgage Holdings Inc) | 02/10/2012 | 11/15/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -73.10 | -37.61 | -14.03 | 9.28 | NA | NA | … | … | -71.67 | -6.25 | -22.33 | 19.77 | 115.00 | -5.88 | -2.86 | 75.35 | 61.49 | 99.35 | 93.75 |
| Sharpe Ratio | NA | -0.51 | -0.33 | -0.14 | 0.09 | NA | NA | … | … | -0.50 | -0.10 | -0.19 | 0.21 | 1.46 | -0.08 | -0.04 | 0.80 | 0.77 | 1.11 | 1.28 |
| Standard Deviation(%) | NA | 145.06 | 114.51 | 104.13 | 94.76 | NA | NA | … | … | 155.16 | 65.63 | 116.44 | 86.70 | 77.86 | 80.03 | 80.46 | 93.93 | 79.95 | 89.11 | 87.63 |
| Draw Down(%) | NA | 75.00 | 84.31 | 84.61 | 84.61 | NA | NA | … | … | 74.98 | 39.18 | 64.71 | 55.00 | 34.21 | 51.72 | 29.35 | 50.67 | 29.47 | 42.03 | 37.50 |
| 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 |
Data as of 11/15/2022, Common starting date is 02/10/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMPHP (Impac Mortgage Holdings Inc) |
-37.00%
Oct 2019 – Oct 2022 |
-15.73%
Oct 2017 – Oct 2022 |
13.02%
Oct 2012 – Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMPHP (Impac Mortgage Holdings Inc) |
156.74%
Apr 2012 – Apr 2015 |
82.49%
May 2012 – May 2017 |
34.33%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart