Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HCOAX (HIGHLAND GLOBAL ALLOCATION FUND CLASS A) | NA | 3.87% | 18.36% | 2.70% | 10.84% | 5.77% | 4.91% | … | … |
Data as of 02/15/2019, Common starting date is 12/20/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCOAX (HIGHLAND GLOBAL ALLOCATION FUND CLASS A) | 12/20/1993 | 02/15/2019 |
| 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 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.04 | 3.87 | 18.36 | 2.70 | 10.84 | 5.77 | 4.91 | … | … | 6.72 | 1.16 | -0.58 | 33.94 | -26.50 | 15.26 | 29.65 | 13.22 | -1.46 | 11.20 | 25.48 | -33.23 | 9.65 | 17.30 | 3.69 | 9.45 | 23.65 | -17.67 | -9.12 | 0.06 | 18.15 | 24.21 | 33.11 | 13.34 | 28.52 | -1.66 | 0.08 |
| Sharpe Ratio | NA | 0.19 | 1.47 | 0.17 | 0.59 | NA | NA | … | … | 6.83 | -0.01 | -0.14 | 1.87 | -1.66 | 1.36 | 2.46 | 0.97 | -0.06 | 0.62 | 0.90 | -0.88 | 0.44 | 1.47 | 0.16 | 0.82 | 1.46 | -0.78 | -0.67 | -0.20 | 0.91 | 1.10 | 1.54 | 0.66 | 3.30 | -0.54 | 0.06 |
| Standard Deviation(%) | NA | 13.09 | 12.62 | 13.89 | 16.82 | NA | NA | … | … | 9.55 | 13.52 | 8.73 | 17.96 | 15.94 | 11.23 | 12.05 | 13.73 | 23.95 | 17.89 | 28.24 | 38.48 | 15.07 | 9.56 | 9.74 | 10.38 | 15.77 | 23.92 | 17.42 | 19.53 | 16.41 | 18.93 | 19.13 | 14.81 | 7.48 | 8.48 | 6.41 |
| Draw Down(%) | NA | 12.03 | 12.03 | 44.80 | 44.80 | NA | NA | … | … | 1.48 | 12.03 | 9.33 | 18.72 | 35.46 | 11.09 | 5.82 | 11.09 | 21.58 | 15.76 | 26.72 | 44.91 | 8.09 | 7.79 | 6.20 | 6.79 | 13.38 | 30.27 | 23.56 | 10.16 | 10.61 | 18.65 | 10.83 | 10.15 | 3.03 | 7.53 | 1.04 |
| Yield(%) | 0.00 | 3.54 | 8.41 | 5.14 | 10.29 | 6.63 | 5.61 | … | … | 0.00 | 3.66 | 5.66 | 10.92 | 4.43 | 5.92 | 28.50 | 3.37 | 0.98 | 0.82 | 1.15 | 1.92 | 19.44 | 10.31 | 8.69 | 4.42 | 0.82 | 0.82 | 0.49 | 6.20 | 6.79 | 4.32 | 40.08 | 1.02 | 1.76 | 1.63 | 0.34 |
Data as of 02/15/2019, Common starting date is 12/20/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCOAX (HIGHLAND GLOBAL ALLOCATION FUND CLASS A) |
-11.78%
Feb 2006 – Feb 2009 |
-4.70%
Feb 2004 – Feb 2009 |
-1.31%
Feb 1999 – Feb 2009 |
2.00%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCOAX (HIGHLAND GLOBAL ALLOCATION FUND CLASS A) |
26.56%
Mar 1995 – Mar 1998 |
23.26%
Dec 1994 – Dec 1999 |
11.17%
Dec 1994 – Dec 2004 |
8.11%
Dec 1994 – Dec 2009 |
Annualized Rolling Returns Comparison Chart