Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XLSBX (Highland Floating Rate B) | NA | 8.07% | -2.57% | -2.05% | 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 |
|---|---|---|
| XLSBX (Highland Floating Rate B) | 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 | 8.07 | -2.57 | -2.05 | NA | NA | NA | … | … | 6.20 | 4.96 | 18.53 | -34.88 | 0.13 | 9.13 | 5.59 | 5.70 | 15.31 | -1.47 |
| Sharpe Ratio | NA | 2.33 | -0.47 | -0.65 | NA | NA | NA | … | … | 3.84 | 1.34 | 3.74 | -4.77 | -0.97 | 2.56 | 1.98 | 3.73 | 6.76 | -1.06 |
| Standard Deviation(%) | NA | 3.44 | 5.81 | 4.88 | NA | NA | NA | … | … | 2.97 | 3.63 | 4.93 | 7.48 | 3.00 | 2.29 | 1.72 | 1.28 | 2.16 | 2.69 |
| Draw Down(%) | NA | 2.66 | 32.27 | 39.53 | NA | NA | NA | … | … | 0.60 | 3.31 | 3.06 | 36.98 | 4.72 | 0.40 | 0.54 | 0.31 | 0.54 | 6.90 |
| Yield(%) | 0.00 | 2.85 | 4.00 | 4.75 | 4.72 | 3.15 | 2.36 | … | … | 1.41 | 3.32 | 4.44 | 7.81 | 7.12 | 7.17 | 5.33 | 3.75 | 4.66 | 4.45 |
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 |
|---|---|---|---|---|
| XLSBX (Highland Floating Rate B) |
-11.07%
Apr 2006 – Apr 2009 |
-4.69%
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 |
|---|---|---|---|---|
| XLSBX (Highland Floating Rate B) |
9.48%
Oct 2002 – Oct 2005 |
8.14%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart