Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HCIEX (THE INTERNATIONAL EQUITY PORTFOLIO HC STRATEGIC SHARES) | 16.26% | 12.65% | 12.72% | 10.14% | 6.35% | 7.26% | 4.69% | 3.05% |
Data as of 07/30/2025, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCIEX (THE INTERNATIONAL EQUITY PORTFOLIO HC STRATEGIC SHARES) | 06/21/1996 | 07/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -3.09 | 12.65 | 12.72 | 10.14 | 6.35 | 7.26 | 4.69 | 3.05 | 16.26 | 3.35 | 17.67 | -12.44 | 13.69 | 6.22 | 22.14 | -14.94 | 25.10 | 3.91 | -3.91 | -4.49 | 23.13 | 23.47 | -10.95 | 10.54 | 28.05 | -46.57 | 2.07 | 13.37 | 15.87 | 13.66 | 30.50 | -18.04 | -16.65 | -32.97 | 24.64 | 10.84 | -0.96 | 1.06 |
| Sharpe Ratio | NA | 0.77 | 0.73 | 0.54 | 0.31 | NA | NA | 0.08 | 1.78 | -0.02 | 1.09 | -0.65 | 1.06 | 0.20 | 1.84 | -1.20 | 3.25 | 0.21 | -0.26 | -0.40 | 1.90 | 1.47 | -0.41 | 0.50 | 0.98 | -1.10 | -0.06 | 0.70 | 1.40 | 0.97 | 1.95 | -0.98 | -1.15 | -1.33 | 1.62 | 0.41 | -0.36 | -0.21 |
| Standard Deviation(%) | NA | 16.97 | 15.60 | 15.82 | 16.97 | NA | NA | 19.08 | 18.71 | 12.44 | 13.01 | 21.54 | 12.86 | 30.46 | 11.23 | 13.60 | 7.54 | 17.66 | 15.07 | 11.17 | 12.17 | 16.07 | 26.79 | 20.97 | 28.54 | 43.14 | 19.50 | 14.20 | 9.71 | 13.10 | 15.26 | 19.57 | 16.85 | 28.06 | 13.10 | 18.01 | 12.79 | 7.79 |
| Draw Down(%) | NA | 13.29 | 15.96 | 27.50 | 34.90 | NA | NA | 65.88 | 13.29 | 9.65 | 11.02 | 27.23 | 6.32 | 34.04 | 8.38 | 22.46 | 2.29 | 11.82 | 18.17 | 12.67 | 9.18 | 14.42 | 27.08 | 17.86 | 26.38 | 56.23 | 17.95 | 16.68 | 7.37 | 10.73 | 18.68 | 29.04 | 31.40 | 40.00 | 9.92 | 23.65 | 14.55 | 5.36 |
| Yield(%) | 0.00 | 1.20 | 2.53 | 3.07 | 3.47 | 4.91 | 3.23 | 2.13 | 0.00 | 2.87 | 4.27 | 1.82 | 4.27 | 1.86 | 4.08 | 2.84 | 3.16 | 2.10 | 10.27 | 13.96 | 3.37 | 3.09 | 2.38 | 1.85 | 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 07/30/2025, 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 |
|---|---|---|---|---|
| HCIEX (THE INTERNATIONAL EQUITY PORTFOLIO HC STRATEGIC SHARES) |
-26.95%
Mar 2000 - Mar 2003 |
-13.03%
Mar 1998 - Mar 2003 |
-6.52%
Feb 1999 - Feb 2009 |
-1.61%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCIEX (THE INTERNATIONAL EQUITY PORTFOLIO HC STRATEGIC SHARES) |
27.68%
Mar 2003 - Mar 2006 |
19.14%
Feb 2009 - Feb 2014 |
10.19%
Feb 2009 - Feb 2019 |
9.19%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart