Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LPHI (Life Partners Holdings Inc) | NA | -91.13% | -57.12% | -53.54% | -17.30% | -16.70% | NA | … | … |
Data as of 04/01/2015, Common starting date is 02/10/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LPHI (Life Partners Holdings Inc) | 02/10/2000 | 04/01/2015 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -91.13 | -57.12 | -53.54 | -17.30 | -16.70 | NA | … | … | -63.97 | -58.60 | -25.83 | -52.52 | -53.38 | -3.79 | -36.01 | 59.12 | 247.30 | 92.18 | -25.82 | 17.05 | 168.45 | -56.38 | -11.54 | -79.69 |
| Sharpe Ratio | NA | -0.60 | -0.48 | -0.53 | -0.22 | NA | NA | … | … | -0.34 | -0.90 | -0.48 | -0.42 | -0.65 | -0.11 | -0.53 | 0.76 | 3.51 | 2.46 | -0.45 | 0.28 | 2.35 | -0.51 | -0.09 | -0.56 |
| Standard Deviation(%) | NA | 151.61 | 119.39 | 101.44 | 83.89 | NA | NA | … | … | 290.98 | 65.66 | 53.50 | 126.69 | 82.14 | 35.79 | 67.53 | 76.26 | 70.03 | 36.33 | 62.41 | 58.07 | 71.45 | 113.49 | 157.00 | 154.84 |
| Draw Down(%) | NA | 93.92 | 95.45 | 98.62 | 98.98 | NA | NA | … | … | 76.37 | 76.88 | 62.20 | 78.36 | 79.11 | 37.07 | 59.70 | 58.17 | 36.07 | 22.98 | 57.83 | 45.50 | 30.77 | 79.11 | 70.19 | 79.88 |
| Yield(%) | 0.00 | 3.53 | 5.75 | 2.32 | 7.66 | 2.20 | 0.72 | … | … | 0.00 | 8.62 | 9.29 | 6.28 | 4.94 | 5.77 | 2.03 | 0.79 | 1.67 | 2.56 | 1.77 | 1.89 | 3.40 | 1.58 | 0.00 | 0.00 |
Data as of 04/01/2015, Common starting date is 02/10/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LPHI (Life Partners Holdings Inc) |
-60.41%
Jan 2012 – Jan 2015 |
-53.84%
Feb 2010 – Feb 2015 |
-18.79%
Jan 2005 – Jan 2015 |
-17.08%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LPHI (Life Partners Holdings Inc) |
142.72%
Oct 2005 – Oct 2008 |
90.64%
Sep 2002 – Sep 2007 |
19.38%
Dec 2000 – Dec 2010 |
-17.08%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart