Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HEOFF (H2O Innovation Inc) | NA | 90.24% | 23.31% | 36.02% | 8.34% | 4.95% | -4.29% | … | … |
Data as of 12/11/2023, Common starting date is 01/28/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEOFF (H2O Innovation Inc) | 01/28/2002 | 12/11/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 90.24 | 23.31 | 36.02 | 8.34 | 4.95 | -4.29 | … | … | 63.35 | -6.83 | 28.62 | 108.23 | 19.35 | -32.06 | -27.59 | 61.35 | -39.25 | 3.02 | 29.10 | -31.03 | -12.12 | -37.17 | 85.58 | -82.65 | 83.27 | 48.33 | 0.00 | -50.00 |
| Sharpe Ratio | NA | 1.37 | 0.40 | 0.61 | 0.13 | NA | NA | … | … | 1.03 | -0.20 | 0.51 | 1.59 | 0.36 | -0.57 | -0.68 | 1.18 | -0.83 | 0.04 | 0.56 | -0.68 | -0.13 | -0.26 | 0.56 | -0.20 | 0.17 | 0.09 | 0.00 | -0.03 |
| Standard Deviation(%) | NA | 62.10 | 54.16 | 56.25 | 55.19 | NA | NA | … | … | 62.56 | 41.93 | 56.08 | 67.72 | 49.74 | 58.18 | 41.79 | 52.04 | 47.14 | 68.50 | 51.82 | 45.88 | 91.00 | 145.63 | 150.06 | 380.37 | 535.12 | 298.51 | NA | 873.33 |
| Draw Down(%) | NA | 28.81 | 52.48 | 57.87 | 80.54 | NA | NA | … | … | 28.81 | 38.81 | 39.72 | 53.01 | 25.64 | 44.45 | 38.69 | 31.06 | 53.01 | 40.60 | 32.81 | 39.05 | 39.50 | 56.58 | 8.50 | 82.65 | 5.80 | 12.75 | 0.00 | 72.73 |
| Yield(%) | 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 | 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 12/11/2023, Common starting date is 01/28/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEOFF (H2O Innovation Inc) |
-47.86%
Mar 2008 – Mar 2011 |
-37.22%
Mar 2008 – Mar 2013 |
-22.45%
Dec 2008 – Dec 2018 |
-10.89%
Mar 2008 – Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEOFF (H2O Innovation Inc) |
60.06%
Mar 2020 – Mar 2023 |
34.87%
Nov 2018 – Nov 2023 |
9.64%
Jun 2013 – Jun 2023 |
-1.48%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison Chart