Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HSVLX (Hussman Strategic Value Fund) | NA | -2.48% | -1.99% | -2.71% | NA | NA | NA | … | … |
Data as of 01/23/2020, Common starting date is 02/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSVLX (Hussman Strategic Value Fund) | 02/06/2012 | 01/23/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.48 | -1.99 | -2.71 | NA | NA | NA | … | … | 0.00 | -3.60 | -3.94 | -3.46 | 0.93 | -10.60 | -10.01 | 6.47 | 0.40 |
| Sharpe Ratio | NA | -8.19 | -4.89 | -5.10 | NA | NA | NA | … | … | 0.00 | -7.48 | -4.19 | -4.19 | -4.98 | -6.27 | -2.99 | -4.42 | -6.27 |
| Standard Deviation(%) | NA | 3.40 | 5.03 | 5.37 | NA | NA | NA | … | … | NA | 3.59 | 6.10 | 5.43 | 6.64 | 4.65 | 9.54 | 2.73 | 3.26 |
| Draw Down(%) | NA | 6.21 | 10.88 | 20.12 | NA | NA | NA | … | … | 0.00 | 6.21 | 5.29 | 8.25 | 7.01 | 11.34 | 11.02 | 1.14 | 2.99 |
| Yield(%) | 0.00 | 2.17 | 1.21 | 1.33 | 1.78 | 1.18 | 0.89 | … | … | 0.00 | 2.20 | 0.93 | 0.66 | 1.21 | 2.28 | 9.98 | 0.34 | 0.43 |
Data as of 01/23/2020, Common starting date is 02/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSVLX (Hussman Strategic Value Fund) |
-4.63%
Aug 2014 – Aug 2017 |
-3.23%
Mar 2014 – Mar 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSVLX (Hussman Strategic Value Fund) |
2.71%
May 2012 – May 2015 |
-0.04%
Mar 2012 – Mar 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart