Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HMNF (HMN Financial Inc) | NA | 49.77% | 7.58% | 5.71% | 8.34% | 15.52% | 0.71% | … | … |
Data as of 10/09/2024, Common starting date is 06/30/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMNF (HMN Financial Inc) | 06/30/1994 | 10/09/2024 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.41 | 49.77 | 7.58 | 5.71 | 8.34 | 15.52 | 0.71 | … | … | 23.17 | 9.49 | -12.61 | 43.43 | -18.13 | 7.08 | 2.72 | 9.14 | 51.52 | -6.85 | 17.31 | 204.61 | 78.87 | -30.96 | -33.10 | 0.48 | -82.27 | -26.45 | 20.46 | -7.90 | 40.05 | 50.14 | 12.97 | 22.71 | 20.52 | -4.26 | -63.85 | 79.31 | 13.28 | 42.22 | -12.62 |
| Sharpe Ratio | NA | 1.16 | 0.16 | 0.13 | 0.27 | NA | NA | … | … | 0.65 | 0.18 | -1.06 | 2.28 | -0.54 | 0.24 | 0.08 | 0.41 | 1.86 | -0.30 | 0.54 | 3.44 | 1.11 | -0.40 | -0.51 | 0.00 | -1.05 | -1.00 | 0.95 | -0.52 | 2.14 | 2.84 | 0.46 | 0.77 | 0.63 | -0.24 | -1.02 | 2.64 | 0.56 | 1.80 | -0.77 |
| Standard Deviation(%) | NA | 37.29 | 26.82 | 27.25 | 25.34 | NA | NA | … | … | 36.69 | 29.72 | 13.23 | 19.06 | 33.99 | 23.82 | 18.80 | 20.93 | 27.63 | 22.63 | 32.27 | 59.40 | 71.93 | 77.05 | 65.17 | 118.91 | 79.19 | 29.67 | 18.12 | 19.45 | 18.29 | 17.40 | 25.68 | 26.87 | 26.09 | 31.61 | 65.54 | 28.51 | 17.30 | 21.31 | 34.91 |
| Draw Down(%) | NA | 20.77 | 30.32 | 39.85 | 42.09 | NA | NA | … | … | 18.84 | 19.33 | 17.39 | 7.00 | 38.11 | 10.84 | 11.70 | 8.98 | 6.68 | 13.28 | 30.99 | 17.05 | 25.33 | 42.62 | 60.06 | 66.22 | 87.34 | 34.48 | 7.56 | 11.12 | 12.31 | 6.19 | 18.60 | 17.42 | 14.74 | 22.22 | 66.15 | 20.00 | 9.37 | 9.47 | 32.27 |
| Yield(%) | 0.00 | 1.89 | 1.17 | 0.74 | 0.63 | 1.64 | 0.81 | … | … | 1.20 | 1.41 | 0.97 | 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 | 3.15 | 2.87 | 3.40 | 2.80 | 3.46 | 4.56 | 4.42 | 3.92 | 3.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/09/2024, Common starting date is 06/30/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMNF (HMN Financial Inc) |
-57.56%
Feb 2006 – Feb 2009 |
-44.27%
Aug 2006 – Aug 2011 |
-17.79%
Nov 2001 – Nov 2011 |
-13.71%
Feb 1997 – Feb 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMNF (HMN Financial Inc) |
93.86%
Nov 2011 – Nov 2014 |
57.80%
Feb 2012 – Feb 2017 |
29.98%
Nov 2011 – Nov 2021 |
15.91%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart