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PHH: PHH Corporation (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/02/2005 |
Last Dividend Date: | 02/02/2005 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/02/2005 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -7.4 | -14.8 | -5.8 | -4.5 | 6.8 | -32.1 | -6.4 | -32.4 | -1.6 | 7.0 | 112.6 | -53.8 | 43.7 | 26.6 | -27.8 | -38.9 | 3.0 | 34.1 |
Sharpe Ratio | NA | -0.08 | -0.28 | -0.37 | 0.07 | -0.12 | 0.22 | -1.12 | -0.12 | -0.64 | -0.06 | 0.23 | 3.03 | -1.27 | 1.08 | 0.44 | -0.32 | -1.21 | -0.01 | 1.34 |
Draw Down(%) | NA | 28.5 | 51.1 | 71.0 | 71.0 | 85.1 | 21.8 | 32.8 | 45.7 | 50.0 | 21.0 | 19.6 | 15.6 | 60.3 | 31.1 | 39.0 | 78.7 | 43.8 | 17.6 | 15.1 |
Standard Deviation(%) | NA | 27.4 | 39.3 | 39.6 | 42.0 | 44.4 | 26.0 | 29.2 | 55.2 | 50.6 | 27.2 | 30.1 | 37.6 | 42.2 | 40.3 | 59.8 | 89.0 | 34.8 | 21.2 | 26.6 |
Treynor Ratio | NA | -0.18 | -0.14 | -0.17 | 0.03 | -0.05 | 0.55 | -0.33 | -0.04 | -0.32 | -0.02 | 0.07 | 0.8 | -0.48 | 0.35 | 0.19 | -0.22 | -0.55 | 0.0 | 0.44 |
Alpha | NA | 0.01 | -0.05 | -0.06 | -0.02 | -0.02 | 0.04 | -0.22 | -0.05 | -0.12 | -0.04 | -0.08 | 0.24 | -0.29 | 0.1 | 0.01 | 0.22 | -0.2 | -0.04 | 0.12 |
Beta | NA | 0.12 | 0.81 | 0.86 | 1.16 | 1.18 | 0.1 | 1.0 | 1.71 | 1.02 | 0.83 | 1.07 | 1.43 | 1.12 | 1.25 | 1.4 | 1.32 | 0.76 | 1.06 | 0.81 |
RSquared | NA | 0.0 | 0.07 | 0.09 | 0.22 | 0.25 | 0.0 | 0.06 | 0.18 | 0.12 | 0.12 | 0.16 | 0.23 | 0.4 | 0.31 | 0.4 | 0.38 | 0.13 | 0.26 | 0.1 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/02/2005
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