Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HXM (Homex Development Corp. ADR) | NA | -81.66% | -67.11% | -46.08% | NA | NA | NA | … | … |
Data as of 05/02/2014, Common starting date is 06/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HXM (Homex Development Corp. ADR) | 06/30/2004 | 05/02/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -34.01 | -81.66 | -67.11 | -46.08 | NA | NA | NA | … | … | -17.09 | -90.63 | -26.02 | -50.10 | 0.57 | 47.26 | -53.83 | -16.29 | 92.54 | 29.73 | 36.63 |
| Sharpe Ratio | NA | -0.53 | -0.50 | -0.45 | NA | NA | NA | … | … | -0.31 | -0.77 | -0.57 | -1.04 | 0.01 | 0.71 | -0.68 | -0.50 | 2.53 | 0.77 | 3.32 |
| Standard Deviation(%) | NA | 153.27 | 134.96 | 93.66 | NA | NA | NA | … | … | 139.25 | 118.34 | 46.14 | 48.42 | 35.80 | 66.49 | 80.47 | 38.86 | 35.50 | 36.01 | 25.18 |
| Draw Down(%) | NA | 82.04 | 96.44 | 97.79 | NA | NA | NA | … | … | 57.64 | 92.65 | 49.71 | 66.48 | 34.34 | 60.67 | 82.75 | 29.89 | 30.45 | 35.46 | 14.49 |
| 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 |
Data as of 05/02/2014, Common starting date is 06/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HXM (Homex Development Corp. ADR) |
-67.49%
Apr 2011 – Apr 2014 |
-50.10%
Jul 2008 – Jul 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HXM (Homex Development Corp. ADR) |
47.47%
Aug 2004 – Aug 2007 |
15.65%
Aug 2004 – Aug 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart