Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XLFZX (Highland Floating Rate Z ) | NA | 8.14% | -2.12% | -1.51% | 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 |
|---|---|---|
| XLFZX (Highland Floating Rate 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 | 8.14 | -2.12 | -1.51 | NA | NA | NA | … | … | 5.90 | 5.43 | 19.35 | -34.29 | 0.82 | 10.09 | 6.25 | 6.52 | 16.14 | -0.68 |
| Sharpe Ratio | NA | 2.30 | -0.39 | -0.54 | NA | NA | NA | … | … | 3.52 | 1.49 | 3.92 | -4.62 | -0.71 | 2.71 | 2.17 | 3.82 | 6.69 | -0.66 |
| Standard Deviation(%) | NA | 3.51 | 5.85 | 4.93 | NA | NA | NA | … | … | 3.08 | 3.57 | 4.92 | 7.60 | 3.12 | 2.52 | 1.88 | 1.46 | 2.31 | 2.87 |
| Draw Down(%) | NA | 2.39 | 32.10 | 38.88 | NA | NA | NA | … | … | 0.61 | 3.34 | 3.00 | 36.56 | 4.39 | 0.40 | 0.61 | 0.31 | 0.54 | 6.50 |
| Yield(%) | 0.00 | 3.41 | 4.47 | 5.25 | 5.34 | 3.56 | 2.67 | … | … | 1.62 | 3.94 | 5.19 | 8.42 | 7.79 | 8.05 | 6.05 | 4.43 | 5.41 | 5.23 |
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 |
|---|---|---|---|---|
| XLFZX (Highland Floating Rate Z ) |
-10.39%
Apr 2006 – Apr 2009 |
-3.98%
Mar 2004 – Mar 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLFZX (Highland Floating Rate Z ) |
10.25%
Oct 2002 – Oct 2005 |
8.94%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart