Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DHCP (Ditech Holding Corporation) | NA | -99.31% | -79.31% | -70.05% | -6.04% | -26.85% | -14.81% | … | … |
Data as of 02/14/2019, Common starting date is 03/25/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DHCP (Ditech Holding Corporation) | 03/25/1998 | 02/14/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -63.68 | -99.31 | -79.31 | -70.05 | -6.04 | -26.85 | -14.81 | … | … | -31.00 | -88.10 | -82.32 | -66.60 | -13.87 | -53.31 | -17.81 | 109.75 | 14.33 | 40.15 | 17,594.32 | -76.32 | -92.08 | -15.98 | -29.99 | -3.09 | 95.09 | -0.29 | 69.58 | 66.24 | -17.14 | -73.48 |
| Sharpe Ratio | NA | -0.52 | -0.44 | -0.49 | -0.15 | NA | NA | … | … | -0.21 | -0.33 | -0.60 | -1.12 | -0.48 | -1.47 | -0.78 | 2.21 | -0.09 | 0.78 | 45.53 | -0.41 | -0.99 | -0.86 | -1.68 | -0.63 | 2.43 | -0.57 | 1.51 | 0.88 | -0.37 | -1.20 |
| Standard Deviation(%) | NA | 232.47 | 239.10 | 189.53 | 182.35 | NA | NA | … | … | 456.56 | 335.13 | 169.95 | 89.81 | 67.26 | 48.90 | 46.54 | 41.75 | 46.51 | 27.47 | 385.99 | 234.30 | 114.92 | 44.85 | 30.38 | 36.19 | 31.16 | 35.41 | 32.70 | 48.99 | 55.56 | 70.95 |
| Draw Down(%) | NA | 99.59 | 99.59 | 99.85 | 99.91 | NA | NA | … | … | 83.93 | 99.55 | 93.86 | 85.70 | 57.25 | 53.68 | 35.96 | 22.99 | 29.30 | 15.00 | 47.83 | 90.24 | 92.64 | 36.97 | 40.71 | 34.82 | 28.45 | 36.40 | 14.67 | 16.09 | 45.83 | 79.86 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 4.38 | 1.57 | 6.88 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 13.62 | 27.27 | 0.00 | 3.05 | 10.70 | 10.13 | 9.75 | 17.65 | 12.66 | 15.61 | 18.86 | 0.00 | 0.00 |
Data as of 02/14/2019, Common starting date is 03/25/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DHCP (Ditech Holding Corporation) |
-80.84%
Dec 2015 – Dec 2018 |
-69.08%
Dec 2013 – Dec 2018 |
-29.94%
Jul 1998 – Jul 2008 |
-24.49%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DHCP (Ditech Holding Corporation) |
556.94%
Dec 2008 – Dec 2011 |
245.00%
Dec 2008 – Dec 2013 |
52.15%
Jul 2008 – Jul 2018 |
24.80%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison Chart