Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HCXLF (Hiscox Ltd) | NA | 25.65% | 12.94% | -3.29% | 5.92% | NA | NA | … | … |
Data as of 10/22/2024, Common starting date is 02/23/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCXLF (Hiscox Ltd) | 02/23/2010 | 10/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 25.65 | 12.94 | -3.29 | 5.92 | NA | NA | … | … | 8.29 | 20.33 | 1.31 | -14.98 | -24.44 | -8.45 | 8.07 | 55.57 | -13.04 | 34.45 | 3.50 | 44.00 | 20.00 | 6.11 | 7.09 |
| Sharpe Ratio | NA | 0.65 | 0.36 | -0.14 | 0.14 | NA | NA | … | … | 0.11 | 0.65 | 0.00 | -0.62 | -0.35 | -0.35 | 0.32 | 2.80 | -0.55 | 1.75 | 0.19 | 2.93 | 1.12 | 0.30 | 0.47 |
| Standard Deviation(%) | NA | 29.38 | 25.09 | 38.94 | 31.62 | NA | NA | … | … | 28.09 | 24.78 | 23.47 | 24.26 | 70.53 | 27.95 | 20.89 | 19.73 | 24.16 | 19.65 | 18.55 | 15.00 | 17.90 | 20.53 | 17.35 |
| Draw Down(%) | NA | 12.01 | 18.53 | 58.89 | 62.73 | NA | NA | … | … | 12.01 | 17.86 | 20.12 | 21.10 | 57.12 | 27.66 | 12.94 | 11.09 | 16.83 | 7.67 | 17.27 | 4.62 | 9.08 | 19.85 | 12.73 |
| Yield(%) | 0.00 | 3.17 | 3.28 | 1.52 | 2.77 | 3.78 | 2.84 | … | … | 2.73 | 3.14 | 3.05 | 0.85 | 1.58 | 2.11 | 1.75 | 3.01 | 3.86 | 0.99 | 0.92 | 0.73 | 2.51 | 2.75 | 0.89 |
Data as of 10/22/2024, Common starting date is 02/23/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCXLF (Hiscox Ltd) |
-17.95%
Sep 2019 – Sep 2022 |
-8.92%
Nov 2018 – Nov 2023 |
3.08%
Nov 2013 – Nov 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCXLF (Hiscox Ltd) |
30.80%
Jul 2012 – Jul 2015 |
24.77%
Jan 2013 – Jan 2018 |
11.95%
Nov 2010 – Nov 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart