Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HW (Headwaters Inc) | NA | 36.18% | 20.05% | 35.95% | 3.50% | 2.89% | 6.31% | … | … |
Data as of 07/03/2017, Common starting date is 05/30/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HW (Headwaters Inc) | 05/30/1996 | 07/03/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 36.18 | 20.05 | 35.95 | 3.50 | 2.89 | 6.31 | … | … | 3.06 | 39.42 | 12.54 | 53.12 | 14.37 | 285.59 | -51.53 | -29.75 | -3.41 | -42.50 | -51.00 | -32.39 | 24.35 | 46.08 | 25.79 | 35.34 | 382.53 | 230.43 | -88.27 | -43.60 | -10.44 | -21.77 |
| Sharpe Ratio | NA | 0.61 | -0.11 | 0.38 | -0.26 | NA | NA | … | … | -2.99 | 0.14 | -0.17 | 0.93 | -0.10 | 4.83 | -0.96 | -0.81 | -0.18 | -0.69 | -1.90 | -1.44 | 0.10 | 0.62 | 0.14 | 0.31 | 3.92 | 1.76 | -0.68 | -0.60 | -0.22 | -0.36 |
| Standard Deviation(%) | NA | 25.29 | 32.82 | 37.81 | 64.49 | NA | NA | … | … | 4.29 | 37.92 | 36.08 | 37.29 | 40.95 | 56.07 | 73.18 | 59.77 | 120.32 | 89.82 | 38.48 | 38.26 | 33.73 | 43.03 | 44.88 | 49.86 | 95.31 | 117.90 | 134.82 | 78.72 | 64.25 | 104.01 |
| Draw Down(%) | NA | 18.97 | 33.85 | 33.85 | 93.33 | NA | NA | … | … | 2.21 | 22.80 | 21.96 | 24.02 | 26.42 | 19.87 | 80.88 | 59.88 | 84.11 | 74.18 | 56.13 | 48.18 | 29.68 | 29.05 | 34.17 | 35.98 | 51.63 | 47.79 | 93.65 | 70.98 | 59.23 | 58.06 |
| Yield(%) | 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 | 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 | 0.00 | 0.00 | 0.00 |
Data as of 07/03/2017, Common starting date is 05/30/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HW (Headwaters Inc) |
-62.36%
Feb 2006 – Feb 2009 |
-42.72%
Sep 2006 – Sep 2011 |
-18.40%
Sep 2001 – Sep 2011 |
-10.99%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HW (Headwaters Inc) |
178.41%
Dec 1999 – Dec 2002 |
108.76%
Dec 1999 – Dec 2004 |
24.67%
Dec 1999 – Dec 2009 |
22.45%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison Chart