Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HRS (Harris Corporation) | NA | 28.47% | 32.55% | 22.07% | 23.17% | 17.04% | 14.82% | … | … |
Data as of 07/05/2019, Common starting date is 12/31/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HRS (Harris Corporation) | 12/31/1981 | 07/05/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.20 | 28.47 | 32.55 | 22.07 | 23.17 | 17.04 | 14.82 | … | … | 37.36 | -4.23 | 39.37 | 20.71 | 24.04 | 5.41 | 46.77 | 40.24 | -18.41 | -2.76 | 35.46 | -38.32 | 37.98 | 7.57 | 40.30 | 64.22 | 45.88 | -13.07 | 0.33 | 15.50 | -13.05 | -18.35 | -31.86 | 28.49 | 31.74 | -3.55 | 39.56 | 29.04 | 41.14 | -37.59 | 26.18 | 7.22 | -10.27 | 12.20 | 3.75 | -30.34 | 10.79 | -7.29 | 0.00 |
| Sharpe Ratio | NA | 0.91 | 1.45 | 0.93 | 0.93 | NA | NA | … | … | 3.37 | -0.20 | 2.90 | 0.93 | 1.06 | 0.30 | 2.26 | 1.96 | -0.56 | -0.10 | 0.87 | -0.74 | 1.29 | 0.14 | 1.12 | 2.23 | 1.61 | -0.35 | -0.05 | 0.22 | -0.37 | -0.62 | -0.48 | 0.99 | 1.50 | -0.30 | 1.73 | 0.99 | 1.10 | -1.08 | 0.95 | 0.09 | -0.33 | 0.22 | -0.05 | -1.10 | 0.15 | -0.37 | NA |
| Standard Deviation(%) | NA | 29.58 | 21.76 | 22.16 | 24.49 | NA | NA | … | … | 25.32 | 28.20 | 13.43 | 21.84 | 22.63 | 17.71 | 20.69 | 20.71 | 33.13 | 29.14 | 40.83 | 52.93 | 27.15 | 30.90 | 33.96 | 28.43 | 28.00 | 40.26 | 43.51 | 51.17 | 43.62 | 34.70 | 73.71 | 25.00 | 18.64 | 21.97 | 21.55 | 26.80 | 33.87 | 39.55 | 21.64 | 27.78 | 43.32 | 35.92 | 30.56 | 33.68 | 31.01 | 39.98 | 0.00 |
| Draw Down(%) | NA | 26.66 | 26.66 | 26.66 | 36.85 | NA | NA | … | … | 10.66 | 26.66 | 5.39 | 19.35 | 16.37 | 20.14 | 16.38 | 15.91 | 36.67 | 24.13 | 37.64 | 56.05 | 11.26 | 22.86 | 19.94 | 15.98 | 17.16 | 36.45 | 32.26 | 44.68 | 47.17 | 47.90 | 56.88 | 24.57 | 13.06 | 24.91 | 9.15 | 18.17 | 23.06 | 60.70 | 16.70 | 21.44 | 45.13 | 24.05 | 33.08 | 44.75 | 33.03 | 48.71 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 1.80 | 2.25 | 5.14 | 2.37 | 2.80 | … | … | 0.00 | 0.80 | 2.14 | 2.35 | 2.71 | 2.60 | 3.15 | 3.82 | 2.35 | 1.94 | 2.08 | 1.13 | 1.10 | 0.87 | 0.57 | 1.15 | 1.35 | 0.86 | 0.70 | 0.77 | 11.15 | 2.04 | 2.08 | 2.63 | 3.10 | 3.39 | 3.19 | 3.73 | 5.04 | 2.86 | 3.44 | 3.21 | 2.90 | 3.23 | 3.24 | 2.23 | 2.44 | 2.19 | 0.00 |
Data as of 07/05/2019, Common starting date is 12/31/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HRS (Harris Corporation) |
-27.48%
Nov 1996 – Nov 1999 |
-14.41%
Aug 1997 – Aug 2002 |
-1.96%
Oct 1989 – Oct 1999 |
1.81%
Nov 1984 – Nov 1999 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HRS (Harris Corporation) |
51.78%
Mar 2003 – Mar 2006 |
37.91%
Dec 2002 – Dec 2007 |
23.41%
Jun 2009 – Jun 2019 |
20.38%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart