Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HCCEX (THE SMALL CAPITALIZATION - MID CAPITALIZATION EQUITY PORTFOLIO HC STRATEGIC SHARES) | NA | 13.82% | -1.32% | 7.28% | 6.73% | 10.78% | 5.56% | 4.83% |
Data as of 06/25/2024, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCCEX (THE SMALL CAPITALIZATION - MID CAPITALIZATION EQUITY PORTFOLIO HC STRATEGIC SHARES) | 06/21/1996 | 06/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.82 | -1.32 | 7.28 | 6.73 | 10.78 | 5.56 | 4.83 | 1.67 | 16.92 | -18.95 | 15.99 | 20.18 | 21.92 | -9.82 | 14.90 | 14.06 | -4.35 | 8.04 | 39.63 | 16.72 | -5.49 | 24.46 | 27.84 | -38.21 | -4.61 | -0.97 | -3.54 | 9.90 | 49.73 | -25.93 | -2.77 | -9.58 | 24.25 | -14.05 | 7.11 | 10.78 |
| Sharpe Ratio | NA | 0.54 | -0.17 | 0.21 | 0.25 | NA | NA | 0.14 | -0.01 | 0.65 | -0.72 | 0.74 | 0.47 | 1.25 | -0.61 | 1.28 | 0.79 | -0.30 | 0.56 | 2.94 | 1.00 | -0.17 | 1.02 | 0.87 | -0.91 | -0.37 | -0.19 | -0.26 | 0.49 | 2.67 | -1.08 | -0.21 | -0.40 | 1.47 | -0.75 | 0.22 | 1.60 |
| Standard Deviation(%) | NA | 18.84 | 22.81 | 27.32 | 22.24 | NA | NA | 23.53 | 18.52 | 19.75 | 28.50 | 21.54 | 42.03 | 16.46 | 18.25 | 11.18 | 17.48 | 14.61 | 14.22 | 13.47 | 16.75 | 31.99 | 23.84 | 31.84 | 42.99 | 20.54 | 22.36 | 21.56 | 18.13 | 18.35 | 24.94 | 24.64 | 34.43 | 14.32 | 23.31 | 16.37 | 11.22 |
| Draw Down(%) | NA | 17.93 | 30.39 | 42.86 | 44.47 | NA | NA | 64.35 | 8.16 | 17.93 | 26.84 | 10.87 | 42.67 | 9.04 | 26.92 | 5.90 | 16.13 | 14.58 | 11.68 | 4.98 | 12.47 | 28.29 | 19.54 | 28.90 | 52.81 | 17.37 | 16.76 | 15.44 | 18.29 | 12.57 | 39.06 | 29.42 | 34.28 | 12.78 | 37.15 | 19.92 | 9.58 |
| Yield(%) | 0.00 | 1.03 | 2.85 | 2.72 | 2.95 | 4.90 | 2.33 | 2.12 | 0.18 | 1.51 | 0.69 | 7.94 | 0.54 | 0.70 | 9.47 | 0.23 | 0.08 | 0.00 | 0.13 | 0.54 | 1.11 | 0.41 | 0.34 | 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 06/25/2024, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCCEX (THE SMALL CAPITALIZATION - MID CAPITALIZATION EQUITY PORTFOLIO HC STRATEGIC SHARES) |
-23.78%
Feb 2006 - Feb 2009 |
-13.46%
Feb 2004 - Feb 2009 |
-4.59%
Aug 2000 - Aug 2010 |
-0.35%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCCEX (THE SMALL CAPITALIZATION - MID CAPITALIZATION EQUITY PORTFOLIO HC STRATEGIC SHARES) |
26.48%
Feb 2009 - Feb 2012 |
25.04%
Feb 2009 - Feb 2014 |
15.66%
Feb 2009 - Feb 2019 |
12.76%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart