Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HTRIX (HSBC Total Return Fd Cl I) | NA | -0.38% | 1.11% | 1.60% | NA | NA | NA | … | … |
Data as of 03/06/2018, Common starting date is 04/02/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HTRIX (HSBC Total Return Fd Cl I) | 04/02/2012 | 03/06/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | -0.38 | 1.11 | 1.60 | NA | NA | NA | … | … | -1.02 | 2.07 | 4.84 | -1.94 | 6.02 | -1.98 | 4.16 |
| Sharpe Ratio | NA | -0.59 | 0.20 | 0.39 | NA | NA | NA | … | … | -4.68 | 0.60 | 1.05 | -0.47 | 2.56 | -0.51 | 2.82 |
| Standard Deviation(%) | NA | 1.91 | 3.72 | 3.57 | NA | NA | NA | … | … | 1.44 | 2.40 | 4.40 | 4.14 | 2.35 | 3.96 | 1.98 |
| Draw Down(%) | NA | 2.72 | 7.15 | 7.15 | NA | NA | NA | … | … | 1.22 | 2.02 | 3.27 | 5.23 | 1.91 | 5.30 | 1.69 |
| Yield(%) | 0.00 | 2.55 | 2.90 | 2.60 | 1.45 | 0.97 | 0.73 | … | … | 0.00 | 2.59 | 0.05 | 6.27 | 2.06 | 2.30 | 1.05 |
Data as of 03/06/2018, Common starting date is 04/02/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HTRIX (HSBC Total Return Fd Cl I) |
0.52%
Jan 2013 – Jan 2016 |
1.61%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HTRIX (HSBC Total Return Fd Cl I) |
4.19%
Aug 2013 – Aug 2016 |
2.96%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart