Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XLAZX (Highland Floating Rate Advantage Z ) | NA | 10.74% | -4.42% | -3.62% | NA | NA | NA | … | … |
Data as of 07/22/2011, Common starting date is 03/01/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XLAZX (Highland Floating Rate Advantage Z ) | 03/01/2002 | 07/22/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.74 | -4.42 | -3.62 | NA | NA | NA | … | … | 6.17 | 8.57 | 22.99 | -43.99 | -0.75 | 11.22 | 8.00 | 7.87 | 22.33 | -1.84 |
| Sharpe Ratio | NA | 3.17 | -0.65 | -0.80 | NA | NA | NA | … | … | 3.88 | 2.23 | 3.69 | -4.84 | -1.11 | 2.95 | 2.82 | 4.04 | 7.19 | -0.86 |
| Standard Deviation(%) | NA | 3.37 | 7.04 | 5.90 | NA | NA | NA | … | … | 2.92 | 3.81 | 6.20 | 9.26 | 3.40 | 2.70 | 2.06 | 1.71 | 3.01 | 3.83 |
| Draw Down(%) | NA | 1.76 | 40.95 | 48.93 | NA | NA | NA | … | … | 0.85 | 4.17 | 5.82 | 46.20 | 5.83 | 0.40 | 0.66 | 0.33 | 0.80 | 9.84 |
| Yield(%) | 0.00 | 4.10 | 4.58 | 5.59 | 6.07 | 4.05 | 3.04 | … | … | 1.93 | 3.77 | 6.44 | 9.47 | 8.33 | 9.10 | 6.64 | 5.16 | 7.48 | 6.31 |
Data as of 07/22/2011, Common starting date is 03/01/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLAZX (Highland Floating Rate Advantage Z ) |
-16.06%
Apr 2006 – Apr 2009 |
-7.11%
Apr 2004 – Apr 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLAZX (Highland Floating Rate Advantage Z ) |
13.60%
Oct 2002 – Oct 2005 |
11.04%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart