Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMPHO (Impac Mortgage Holdings Inc) | NA | -90.00% | -56.91% | -46.74% | -12.80% | -0.50% | NA | … | … |
Data as of 11/15/2022, Common starting date is 11/24/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMPHO (Impac Mortgage Holdings Inc) | 11/24/2004 | 11/15/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 20.00 | -90.00 | -56.91 | -46.74 | -12.80 | -0.50 | NA | … | … | -88.46 | -13.33 | -4.46 | -10.29 | -36.36 | 22.22 | -33.92 | 128.52 | 56.84 | 58.33 | 500.00 | -60.78 | -32.00 | 2,656.21 | -93.95 | -43.15 | 17.01 | -3.46 | 1.78 |
| Sharpe Ratio | NA | -0.66 | -0.49 | -0.47 | -0.13 | NA | NA | … | … | -0.63 | -0.22 | -0.04 | -0.16 | -0.61 | 0.30 | -0.40 | 1.45 | 0.61 | 0.44 | 4.36 | -0.38 | -0.17 | 5.24 | -0.37 | -0.39 | 1.29 | -0.41 | 3.34 |
| Standard Deviation(%) | NA | 138.94 | 117.60 | 101.36 | 98.84 | NA | NA | … | … | 148.01 | 62.09 | 132.09 | 71.32 | 62.03 | 71.99 | 86.33 | 88.81 | 92.60 | 133.69 | 116.61 | 161.83 | 193.81 | 506.50 | 253.30 | 119.04 | 10.69 | 13.84 | 5.37 |
| Draw Down(%) | NA | 91.80 | 93.75 | 96.55 | 97.31 | NA | NA | … | … | 90.74 | 37.50 | 64.18 | 29.82 | 51.72 | 43.20 | 47.87 | 38.97 | 38.36 | 52.78 | 26.23 | 76.67 | 76.00 | 75.00 | 97.57 | 74.80 | 6.95 | 16.87 | 0.84 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.64 | 1.98 | … | … | 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 | 190.10 | 15.17 | 9.66 | 10.32 | 9.04 | 0.96 |
Data as of 11/15/2022, Common starting date is 11/24/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMPHO (Impac Mortgage Holdings Inc) |
-73.48%
Mar 2006 – Mar 2009 |
-48.19%
Oct 2017 – Oct 2022 |
-11.86%
Oct 2012 – Oct 2022 |
-2.29%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMPHO (Impac Mortgage Holdings Inc) |
235.39%
Apr 2012 – Apr 2015 |
208.21%
Mar 2009 – Mar 2014 |
78.09%
Mar 2009 – Mar 2019 |
11.71%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison Chart