Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HCEIX (THE INSTITUTIONAL VALUE EQUITY PORTFOLIO HC ADVISORS SHARES) | NA | -18.70% | -8.16% | -6.33% | NA | NA | NA | -0.58% |
Data as of 05/11/2020, AR inception is 07/07/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCEIX (THE INSTITUTIONAL VALUE EQUITY PORTFOLIO HC ADVISORS SHARES) | 07/07/2010 | 05/11/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.70 | -8.16 | -6.33 | NA | NA | NA | -0.58 | 0.00 | -9.34 | -17.13 | 5.72 | 10.15 | -15.65 | -2.87 | 11.07 | 5.99 | -4.44 | 17.65 |
| Sharpe Ratio | NA | -1.03 | -0.54 | -0.41 | NA | NA | NA | -0.05 | 0.00 | -0.49 | -1.02 | 0.52 | 0.64 | -0.80 | -0.18 | 0.54 | 0.43 | -0.19 | 2.56 |
| Standard Deviation(%) | NA | 20.86 | 17.15 | 17.21 | NA | NA | NA | 17.65 | NA | 22.03 | 18.02 | 9.83 | 15.49 | 19.64 | 15.71 | 20.33 | 13.83 | 23.99 | 15.26 |
| Draw Down(%) | NA | 20.51 | 29.78 | 29.78 | NA | NA | NA | 38.54 | 0.00 | 22.06 | 26.42 | 6.53 | 9.71 | 19.21 | 15.26 | 16.90 | 10.46 | 23.04 | 7.50 |
| 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 05/11/2020, AR inception is 07/07/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCEIX (THE INSTITUTIONAL VALUE EQUITY PORTFOLIO HC ADVISORS SHARES) |
-8.61%
Nov 2016 - Nov 2019 |
-8.15%
Nov 2014 - Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCEIX (THE INSTITUTIONAL VALUE EQUITY PORTFOLIO HC ADVISORS SHARES) |
12.66%
Aug 2010 - Aug 2013 |
4.35%
Aug 2010 - Aug 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart