Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LHHMQ (LEHMAN BROS HLDGS CAP TST V ) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 09/29/2021, Common starting date is 08/23/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LHHMQ (LEHMAN BROS HLDGS CAP TST V ) | 08/23/2012 | 09/29/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | 108.62 | -38.40 | 35.00 | -14.29 | -42.67 | -9.56 | -46.00 | 316.67 | 100.00 |
| Sharpe Ratio | NA | -0.15 | -0.04 | -0.02 | NA | NA | NA | … | … | -0.16 | 0.21 | -0.06 | 0.06 | -0.03 | -0.09 | -0.02 | -0.18 | 0.81 | 0.90 |
| Standard Deviation(%) | NA | 443.64 | 543.59 | 546.19 | NA | NA | NA | … | … | 460.68 | 517.08 | 643.44 | 554.06 | 526.57 | 473.86 | 402.20 | 256.17 | 388.99 | 713.87 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 77.70 | 90.72 | 76.46 | 94.09 | 77.00 | 69.89 | 77.96 | 74.41 | 75.00 |
| 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 |
Data as of 09/29/2021, Common starting date is 08/23/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LHHMQ (LEHMAN BROS HLDGS CAP TST V ) |
-49.32%
Aug 2013 – Aug 2016 |
-33.91%
Jun 2014 – Jun 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LHHMQ (LEHMAN BROS HLDGS CAP TST V ) |
46.17%
Sep 2016 – Sep 2019 |
19.57%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart