Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HCOCX (HIGHLAND GLOBAL ALLOCATION FUND CLASS C) | NA | 2.94% | 17.45% | 1.89% | 9.99% | 4.15% | NA | … | … |
Data as of 02/15/2019, Common starting date is 10/30/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCOCX (HIGHLAND GLOBAL ALLOCATION FUND CLASS C) | 10/30/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.07 | 2.94 | 17.45 | 1.89 | 9.99 | 4.15 | NA | … | … | 6.49 | 0.36 | -1.32 | 32.81 | -26.95 | 14.43 | 28.62 | 12.28 | -2.15 | 10.32 | 24.52 | -33.69 | 8.84 | 16.43 | -5.22 | 5.00 | 22.52 | -18.62 | 6.33 |
| Sharpe Ratio | NA | 0.12 | 1.39 | 0.11 | 0.55 | NA | NA | … | … | 6.45 | -0.07 | -0.23 | 1.79 | -1.69 | 1.28 | 2.85 | 0.90 | -0.09 | 0.57 | 0.86 | -0.90 | 0.39 | 1.37 | -0.58 | 0.38 | 1.39 | -0.82 | 3.76 |
| Standard Deviation(%) | NA | 13.10 | 12.64 | 13.92 | 16.70 | NA | NA | … | … | 9.68 | 13.50 | 8.65 | 18.08 | 15.97 | 11.27 | 10.02 | 13.69 | 23.87 | 17.89 | 28.26 | 38.51 | 15.11 | 9.62 | 12.78 | 10.80 | 15.76 | 23.94 | 11.50 |
| Draw Down(%) | NA | 12.26 | 12.26 | 45.11 | 45.11 | NA | NA | … | … | 1.71 | 12.26 | 9.82 | 18.87 | 35.75 | 11.31 | 6.65 | 11.16 | 21.87 | 15.93 | 26.80 | 45.35 | 8.14 | 7.91 | 9.46 | 7.08 | 13.48 | 30.54 | 3.72 |
| Yield(%) | 0.00 | 3.53 | 8.55 | 5.13 | 10.03 | 5.54 | 4.55 | … | … | 0.00 | 3.64 | 5.68 | 11.41 | 4.32 | 6.05 | 30.04 | 3.07 | 0.38 | 0.00 | 0.69 | 1.49 | 19.67 | 9.90 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/15/2019, Common starting date is 10/30/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCOCX (HIGHLAND GLOBAL ALLOCATION FUND CLASS C) |
-12.39%
Feb 2006 – Feb 2009 |
-7.56%
Feb 2004 – Feb 2009 |
1.15%
Dec 2001 – Dec 2011 |
3.65%
Nov 2001 – Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCOCX (HIGHLAND GLOBAL ALLOCATION FUND CLASS C) |
21.15%
Feb 2009 – Feb 2012 |
20.59%
Feb 2009 – Feb 2014 |
9.48%
Jan 2009 – Jan 2019 |
5.71%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart