Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HWEN (Home Financial Bancorp) | NA | -34.98% | -5.85% | 2.68% | 9.42% | 3.64% | 4.62% | … | … |
Data as of 09/03/2021, Common starting date is 07/02/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HWEN (Home Financial Bancorp) | 07/02/1996 | 09/03/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -34.98 | -5.85 | 2.68 | 9.42 | 3.64 | 4.62 | … | … | -36.49 | 39.03 | 20.67 | -14.29 | 9.72 | 2.08 | 17.92 | -5.36 | 24.44 | 41.51 | 6.00 | 9.09 | -45.00 | 25.00 | -27.27 | 10.00 | -9.42 | -12.52 | 34.54 | 14.39 | -18.00 | 48.15 | -10.00 | -18.92 | 45.10 | 24.39 |
| Sharpe Ratio | NA | -0.59 | -0.11 | 0.04 | 0.20 | NA | NA | … | … | -0.67 | 0.64 | -0.06 | -0.65 | -0.39 | -0.98 | -0.02 | -0.64 | 0.16 | 0.50 | -0.37 | -0.09 | -0.77 | 0.04 | -1.01 | -0.18 | -0.23 | -0.58 | 0.42 | -0.08 | -0.48 | -0.31 | 0.36 | 0.30 | -0.06 | 1.43 |
| Standard Deviation(%) | NA | 59.60 | 61.31 | 51.14 | 44.77 | NA | NA | … | … | 72.61 | 59.93 | 45.71 | 55.05 | 24.54 | 32.50 | 34.04 | 37.06 | 36.02 | 46.13 | 34.14 | 108.81 | 82.31 | 130.62 | 48.84 | 69.55 | 132.04 | 55.71 | 36.13 | 69.58 | 83.87 | 66.22 | 41.83 | 47.90 | 28.59 | 32.18 |
| Draw Down(%) | NA | 45.62 | 45.62 | 45.62 | 45.62 | NA | NA | … | … | 45.62 | 32.56 | 26.40 | 32.52 | 13.33 | 15.57 | 13.33 | 22.06 | 15.59 | 17.40 | 14.29 | 44.62 | 49.00 | 48.78 | 27.27 | 25.93 | 50.00 | 22.41 | 18.80 | 29.13 | 45.00 | 25.93 | 23.44 | 33.33 | 5.88 | 12.73 |
| Yield(%) | 0.00 | 1.65 | 2.01 | 2.61 | 4.44 | 2.52 | 3.12 | … | … | 0.81 | 2.21 | 2.56 | 2.29 | 2.54 | 2.32 | 2.55 | 2.14 | 2.67 | 3.77 | 4.00 | 4.36 | 2.40 | 4.50 | 2.38 | 2.40 | 2.10 | 1.90 | 2.55 | 2.93 | 1.57 | 2.07 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/03/2021, Common starting date is 07/02/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HWEN (Home Financial Bancorp) |
-23.96%
Jul 2007 – Jul 2010 |
-22.42%
Jul 2005 – Jul 2010 |
-2.28%
Dec 2000 – Dec 2010 |
0.48%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HWEN (Home Financial Bancorp) |
40.56%
Aug 2010 – Aug 2013 |
29.01%
Jul 2000 – Jul 2005 |
18.29%
Aug 2010 – Aug 2020 |
9.09%
Mar 2006 – Mar 2021 |
Annualized Rolling Returns Comparison Chart