Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BHMDF (BH Macro Limited) | NA | 0.00% | 18.65% | 15.61% | 6.63% | NA | NA | … | … |
Data as of 09/15/2021, Common starting date is 04/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BHMDF (BH Macro Limited) | 04/06/2010 | 09/15/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 18.65 | 15.61 | 6.63 | NA | NA | … | … | 0.00 | 39.71 | 19.56 | 16.67 | -3.85 | 4.81 | -0.72 | -0.05 | 4.56 | -7.44 | 27.13 | -4.80 |
| Sharpe Ratio | NA | 0.00 | 0.78 | 0.77 | 0.41 | NA | NA | … | … | 0.00 | 1.09 | 1.11 | 1.20 | -0.67 | 0.53 | -0.09 | -0.01 | 0.36 | -0.72 | 2.03 | -0.59 |
| Standard Deviation(%) | NA | 4.55 | 22.94 | 19.22 | 15.19 | NA | NA | … | … | NA | 36.16 | 16.32 | 12.84 | 6.67 | 8.64 | 8.55 | 7.85 | 12.57 | 10.42 | 13.35 | 10.98 |
| Draw Down(%) | NA | 0.00 | 17.02 | 17.02 | 19.40 | NA | NA | … | … | 0.00 | 17.02 | 7.97 | 4.95 | 7.05 | 4.91 | 8.29 | 5.91 | 15.64 | 10.12 | 7.25 | 9.74 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/15/2021, Common starting date is 04/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BHMDF (BH Macro Limited) |
-6.69%
May 2013 – May 2016 |
-3.10%
May 2013 – May 2018 |
6.95%
May 2010 – May 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BHMDF (BH Macro Limited) |
28.26%
Jul 2017 – Jul 2020 |
15.61%
Jun 2016 – Jun 2021 |
9.14%
Dec 2010 – Dec 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart