Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HJV (MS Structured Saturns Series 2007-1 NT CL A 7%) | NA | -89.58% | -64.76% | -47.20% | -26.05% | NA | NA | … | … |
Data as of 06/01/2020, Common starting date is 03/28/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HJV (MS Structured Saturns Series 2007-1 NT CL A 7%) | 03/28/2007 | 06/01/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -89.58 | -64.76 | -47.20 | -26.05 | NA | NA | … | … | -91.85 | -57.39 | -75.09 | -30.83 | 13.92 | 3.37 | -4.54 | -14.03 | -25.26 | 7.44 | 18.26 | 57.79 | -38.09 | -19.43 |
| Sharpe Ratio | NA | -0.89 | -0.99 | -0.88 | -0.62 | NA | NA | … | … | -0.68 | -0.56 | -1.08 | -1.05 | 0.47 | 0.11 | -0.15 | -0.45 | -0.99 | 0.51 | 0.99 | 1.29 | -0.54 | -1.14 |
| Standard Deviation(%) | NA | 102.15 | 66.29 | 54.22 | 42.34 | NA | NA | … | … | 147.42 | 104.88 | 34.33 | 30.07 | 28.85 | 29.33 | 30.21 | 31.59 | 25.82 | 14.44 | 18.33 | 44.89 | 71.43 | 24.21 |
| Draw Down(%) | NA | 92.26 | 95.76 | 96.44 | 96.45 | NA | NA | … | … | 92.23 | 70.20 | 39.88 | 43.24 | 13.79 | 19.86 | 27.93 | 31.41 | 28.25 | 11.11 | 7.30 | 39.15 | 61.73 | 22.11 |
| Yield(%) | 0.00 | 16.51 | 5.60 | 3.96 | 5.24 | 4.49 | 3.37 | … | … | 0.00 | 27.05 | 6.86 | 0.00 | 5.73 | 0.00 | 11.20 | 9.22 | 7.21 | 7.51 | 8.94 | 14.20 | 8.83 | 3.54 |
Data as of 06/01/2020, Common starting date is 03/28/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HJV (MS Structured Saturns Series 2007-1 NT CL A 7%) |
-64.70%
May 2017 – May 2020 |
-47.23%
May 2015 – May 2020 |
-26.01%
May 2010 – May 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HJV (MS Structured Saturns Series 2007-1 NT CL A 7%) |
48.36%
Nov 2008 – Nov 2011 |
22.52%
Nov 2008 – Nov 2013 |
3.17%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart