Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HCP (Hashicorp Inc) | NA | 22.51% | 9.08% | -0.06% | 6.84% | 7.23% | 11.49% | … | … |
Data as of 11/08/2019, Common starting date is 11/05/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCP (Hashicorp Inc) | 11/05/1987 | 11/08/2019 |
| 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 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.23 | 22.51 | 9.08 | -0.06 | 6.84 | 7.23 | 11.49 | … | … | 24.93 | 13.68 | -9.57 | -17.49 | -8.04 | 27.80 | -15.78 | 14.18 | 18.65 | 27.52 | 18.52 | -15.24 | -0.33 | 53.18 | -1.57 | 16.18 | 43.89 | 14.37 | 32.45 | 39.11 | -14.39 | -12.40 | 15.68 | 6.60 | 24.89 | 18.92 | 14.41 | -44.26 | 59.96 | 15.57 | 35.42 | 3.83 | 6.80 |
| Sharpe Ratio | NA | 0.94 | 0.37 | -0.03 | 0.28 | NA | NA | … | … | 1.41 | 0.56 | -0.57 | -0.51 | -0.37 | 1.76 | -0.72 | 0.87 | 0.59 | 0.92 | 0.26 | -0.20 | -0.10 | 2.71 | -0.18 | 0.61 | 2.47 | 0.61 | 1.76 | 1.77 | -0.79 | -0.80 | 0.81 | 0.18 | 1.50 | 0.83 | 0.49 | -0.66 | 3.26 | 0.63 | 2.07 | -0.05 | 1.68 |
| Standard Deviation(%) | NA | 21.10 | 20.68 | 23.90 | 24.06 | NA | NA | … | … | 19.93 | 22.22 | 17.89 | 34.30 | 22.01 | 15.76 | 21.99 | 16.41 | 31.48 | 29.71 | 70.53 | 81.92 | 32.15 | 18.52 | 20.86 | 25.11 | 17.48 | 21.69 | 17.48 | 19.84 | 22.36 | 19.69 | 14.87 | 17.36 | 14.00 | 19.26 | 25.24 | 70.71 | 17.14 | 16.17 | 14.36 | 15.89 | 30.13 |
| Draw Down(%) | NA | 11.45 | 32.37 | 47.12 | 50.15 | NA | NA | … | … | 11.31 | 15.61 | 23.57 | 32.03 | 28.07 | 9.74 | 33.86 | 10.89 | 27.18 | 14.38 | 40.94 | 60.99 | 37.71 | 10.50 | 13.94 | 24.17 | 13.22 | 15.07 | 9.38 | 9.25 | 28.25 | 20.75 | 12.35 | 10.99 | 6.81 | 15.52 | 21.97 | 54.32 | 6.80 | 10.31 | 6.74 | 13.49 | 9.09 |
| Yield(%) | 1.01 | 5.14 | 5.40 | 4.05 | 6.54 | 6.87 | 8.03 | … | … | 5.49 | 5.71 | 4.97 | 5.48 | 5.04 | 6.02 | 4.61 | 4.78 | 5.14 | 6.19 | 7.01 | 5.29 | 4.82 | 6.57 | 6.12 | 4.13 | 8.72 | 8.93 | 10.49 | 12.28 | 8.86 | 6.85 | 7.05 | 6.57 | 7.10 | 7.20 | 7.16 | 5.40 | 9.58 | 9.52 | 11.06 | 9.58 | 0.00 |
Data as of 11/08/2019, Common starting date is 11/05/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCP (Hashicorp Inc) |
-16.14%
Jan 2015 – Jan 2018 |
-10.84%
Apr 2013 – Apr 2018 |
1.14%
Apr 2008 – Apr 2018 |
6.42%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCP (Hashicorp Inc) |
38.15%
Mar 2009 – Mar 2012 |
28.64%
Dec 1999 – Dec 2004 |
18.51%
Mar 2003 – Mar 2013 |
16.53%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart