Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMPM (Impac Mortgage Holdings Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 01/07/2011, Common starting date is 11/22/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMPM (Impac Mortgage Holdings Inc) | 11/22/1995 | 01/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 21.58 | 448.33 | -89.29 | -93.27 | 2.79 | -53.38 | 40.90 | 78.98 | 57.24 | 213.08 | -20.64 | 11.49 | -67.40 | 43.35 | 104.32 | 1.82 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 1.13 | 1.91 | -0.42 | -0.73 | -0.02 | -1.30 | 1.15 | 2.94 | 1.68 | 4.20 | -0.39 | 0.14 | -0.62 | 1.38 | 3.75 | 0.50 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | 0.00 | 64.29 | 234.52 | 215.09 | 132.17 | 39.07 | 42.67 | 34.57 | 26.62 | 33.36 | 51.49 | 63.92 | 58.08 | 114.34 | 28.68 | 26.53 | 31.83 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 34.44 | 80.00 | 97.78 | 94.71 | 24.87 | 55.34 | 30.89 | 20.20 | 28.63 | 24.56 | 52.69 | 39.24 | 77.23 | 17.52 | 9.16 | 6.64 |
| Yield(%) | NA | 0.00 | 0.00 | 27.40 | 349.18 | 112.27 | 86.59 | … | … | NA | 0.00 | 0.00 | 0.00 | 40.14 | 95.96 | 86.71 | 158.04 | 175.51 | 212.05 | 224.76 | 88.67 | 118.23 | 106.49 | 100.14 | 72.82 | 0.00 |
Data as of 01/07/2011, Common starting date is 11/22/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMPM (Impac Mortgage Holdings Inc) |
-87.14%
Mar 2006 – Mar 2009 |
-74.99%
Mar 2004 – Mar 2009 |
-36.65%
Mar 1999 – Mar 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMPM (Impac Mortgage Holdings Inc) |
136.27%
Nov 2000 – Nov 2003 |
63.14%
Aug 1999 – Aug 2004 |
17.20%
Dec 1995 – Dec 2005 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart