Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HMCBF (Home Capital Group Inc) | NA | 56.94% | 25.48% | 24.75% | 1.14% | NA | NA | … | … |
Data as of 09/01/2023, Common starting date is 01/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMCBF (Home Capital Group Inc) | 01/06/2010 | 09/01/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.62 | 56.94 | 25.48 | 24.75 | 1.14 | NA | NA | … | … | 5.41 | 4.67 | 34.72 | -9.87 | 141.53 | -23.29 | -41.14 | 20.05 | -51.23 | 7.33 | 34.87 | 21.75 | -12.40 | 25.83 |
| Sharpe Ratio | NA | 1.05 | 0.61 | 0.52 | 0.01 | NA | NA | … | … | 0.38 | 0.06 | 1.26 | -0.18 | 4.15 | -0.56 | -0.31 | 0.45 | -1.05 | 0.07 | 1.35 | 0.90 | -0.40 | 0.87 |
| Standard Deviation(%) | NA | 50.52 | 39.44 | 44.82 | 65.65 | NA | NA | … | … | 10.19 | 59.94 | 27.64 | 57.47 | 33.73 | 44.01 | 134.72 | 43.43 | 48.61 | 98.64 | 25.85 | 24.33 | 31.24 | 29.89 |
| Draw Down(%) | NA | 23.04 | 50.36 | 63.24 | 94.40 | NA | NA | … | … | 7.40 | 44.99 | 15.64 | 62.81 | 11.62 | 35.78 | 82.08 | 41.34 | 51.87 | 50.88 | 18.87 | 17.84 | 32.76 | 15.73 |
| Yield(%) | 0.62 | 2.49 | 1.69 | 1.55 | 1.07 | 1.56 | 1.17 | … | … | 1.35 | 1.48 | 0.00 | 0.00 | 0.00 | 0.00 | 0.85 | 3.84 | 1.75 | 1.69 | 1.75 | 1.98 | 1.47 | 1.60 |
Data as of 09/01/2023, Common starting date is 01/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMCBF (Home Capital Group Inc) |
-47.18%
Apr 2014 – Apr 2017 |
-24.59%
Apr 2012 – Apr 2017 |
-6.02%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMCBF (Home Capital Group Inc) |
47.80%
Oct 2018 – Oct 2021 |
33.48%
Apr 2017 – Apr 2022 |
3.65%
Oct 2011 – Oct 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart