Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HYF (Managed High Yield Plus Fund Inc) | NA | -32.99% | -11.22% | -4.89% | -5.73% | -0.80% | NA | -0.53% |
Data as of 03/20/2017, AR inception is 06/25/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HYF (Managed High Yield Plus Fund Inc) | 06/25/1998 | 03/20/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -32.99 | -11.22 | -4.89 | -5.73 | -0.80 | NA | -0.53 | 0.00 | -29.71 | 7.42 | -3.44 | 3.43 | 6.64 | 4.41 | 14.81 | 74.11 | -57.74 | -18.21 | 20.90 | -15.72 | 19.10 | 50.85 | -14.49 | -1.43 | -25.80 | 34.76 | 1.45 |
| Sharpe Ratio | NA | -0.73 | -0.40 | -0.21 | -0.18 | NA | NA | -0.06 | 0.00 | -0.66 | 0.43 | -0.29 | 0.23 | 0.39 | 0.18 | 0.57 | 1.97 | -0.83 | -1.02 | 1.61 | -1.27 | 1.09 | 3.44 | -0.58 | -0.14 | -1.25 | 1.67 | -0.01 |
| Standard Deviation(%) | NA | 44.55 | 28.49 | 23.87 | 33.30 | NA | NA | 28.10 | NA | 44.87 | 17.33 | 11.78 | 14.67 | 17.21 | 24.82 | 25.94 | 37.57 | 70.62 | 20.93 | 10.95 | 14.06 | 16.64 | 14.57 | 26.90 | 27.09 | 23.83 | 18.94 | 30.13 |
| Draw Down(%) | NA | 35.83 | 35.83 | 35.83 | 76.70 | NA | NA | 76.70 | 0.00 | 35.83 | 14.66 | 13.52 | 15.02 | 11.62 | 27.42 | 18.10 | 43.06 | 69.42 | 27.56 | 6.19 | 22.29 | 15.77 | 11.79 | 39.33 | 29.59 | 41.33 | 11.27 | 20.77 |
| Yield(%) | 0.00 | 1.10 | 5.36 | 6.63 | 4.50 | 6.11 | 5.14 | 5.71 | 0.00 | 2.51 | 8.37 | 8.58 | 8.37 | 8.84 | 10.45 | 12.06 | 16.38 | 11.94 | 9.62 | 11.27 | 9.77 | 11.39 | 13.73 | 12.92 | 14.14 | 12.70 | 22.80 | 11.23 |
Data as of 03/20/2017, AR inception is 06/25/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYF (Managed High Yield Plus Fund Inc) |
-32.09%
Mar 2006 - Mar 2009 |
-19.55%
Mar 2004 - Mar 2009 |
-9.01%
Mar 1999 - Mar 2009 |
-1.42%
Jan 2002 - Jan 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYF (Managed High Yield Plus Fund Inc) |
38.31%
Mar 2009 - Mar 2012 |
24.23%
Mar 2009 - Mar 2014 |
4.77%
Jul 2002 - Jul 2012 |
2.65%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison Chart