Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HCVEX (THE VALUE EQUITY PORTFOLIO HC STRATEGIC SHARES) | NA | 26.17% | 8.29% | 14.13% | 11.15% | 13.26% | 7.41% | 5.89% |
Data as of 06/25/2024, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCVEX (THE VALUE EQUITY PORTFOLIO HC STRATEGIC SHARES) | 06/21/1996 | 06/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.00 | 26.17 | 8.29 | 14.13 | 11.15 | 13.26 | 7.41 | 5.89 | 13.75 | 25.52 | -18.81 | 26.23 | 19.19 | 30.24 | -8.69 | 15.40 | 18.72 | -2.75 | 11.84 | 34.24 | 14.91 | -1.65 | 12.91 | 20.72 | -42.87 | -8.60 | 11.98 | 3.53 | 10.24 | 27.43 | -22.34 | -4.72 | 2.90 | 3.30 | -3.75 | 14.16 | 5.84 |
| Sharpe Ratio | NA | 1.89 | 0.33 | 0.58 | 0.57 | NA | NA | 0.23 | 2.44 | 1.61 | -0.82 | 1.94 | 0.55 | 2.31 | -0.65 | 2.08 | 1.28 | -0.19 | 1.14 | 3.18 | 1.18 | -0.07 | 0.66 | 0.67 | -1.00 | -0.60 | 0.78 | 0.12 | 0.86 | 1.67 | -0.96 | -0.44 | -0.07 | 0.00 | -0.32 | 0.59 | 0.66 |
| Standard Deviation(%) | NA | 11.53 | 17.67 | 21.49 | 17.74 | NA | NA | 19.51 | 11.12 | 13.37 | 24.70 | 13.52 | 34.60 | 12.50 | 15.34 | 7.11 | 14.43 | 14.32 | 10.36 | 10.77 | 12.69 | 24.22 | 19.38 | 30.83 | 43.86 | 19.49 | 11.15 | 11.51 | 10.76 | 16.03 | 24.52 | 16.15 | 17.98 | 16.61 | 21.99 | 17.82 | 11.91 |
| Draw Down(%) | NA | 10.25 | 24.77 | 34.31 | 34.31 | NA | NA | 66.19 | 5.42 | 10.25 | 24.77 | 5.22 | 34.31 | 6.61 | 19.24 | 3.79 | 9.78 | 11.97 | 7.81 | 4.64 | 10.61 | 22.44 | 16.93 | 30.94 | 52.02 | 17.17 | 8.56 | 6.89 | 7.21 | 12.88 | 34.27 | 21.07 | 10.63 | 14.85 | 21.24 | 16.84 | 9.49 |
| Yield(%) | 0.00 | 1.35 | 1.58 | 2.06 | 4.17 | 6.68 | 3.23 | 2.75 | 0.23 | 1.95 | 1.53 | 1.88 | 1.46 | 2.06 | 7.53 | 6.95 | 6.50 | 6.17 | 2.02 | 2.75 | 3.65 | 1.35 | 1.88 | 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 06/25/2024, 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 |
|---|---|---|---|---|
| HCVEX (THE VALUE EQUITY PORTFOLIO HC STRATEGIC SHARES) |
-24.02%
Feb 2006 - Feb 2009 |
-12.82%
Feb 2004 - Feb 2009 |
-6.19%
Feb 1999 - Feb 2009 |
-1.23%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCVEX (THE VALUE EQUITY PORTFOLIO HC STRATEGIC SHARES) |
25.13%
Dec 2018 - Dec 2021 |
21.69%
Feb 2009 - Feb 2014 |
15.53%
Sep 2011 - Sep 2021 |
14.55%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart