Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NSM (Nationstar Mortgage Holdings Inc) | NA | 2.47% | -0.51% | -16.96% | 2.27% | 1.51% | 1.13% | … | … |
Data as of 07/31/2018, Common starting date is 01/05/1982
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NSM (Nationstar Mortgage Holdings Inc) | 01/05/1982 | 07/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.98 | 2.47 | -0.51 | -16.96 | 2.27 | 1.51 | 1.13 | … | … | -1.24 | 2.44 | 35.08 | -52.57 | -23.73 | 19.30 | 65.23 |
| Sharpe Ratio | NA | 0.06 | -0.03 | -0.39 | -0.07 | NA | NA | … | … | -0.21 | 0.06 | 0.74 | -0.93 | -0.46 | 0.41 | -0.03 |
| Standard Deviation(%) | NA | 23.58 | 37.61 | 44.68 | 46.43 | NA | NA | … | … | 16.17 | 29.77 | 46.83 | 56.36 | 51.82 | 47.10 | 55.20 |
| Draw Down(%) | NA | 18.59 | 55.48 | 85.01 | 85.01 | NA | NA | … | … | 13.16 | 23.49 | 35.60 | 64.44 | 28.95 | 37.23 | 34.27 |
| 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 |
Data as of 07/31/2018, Common starting date is 01/05/1982
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NSM (Nationstar Mortgage Holdings Inc) |
-35.90%
Sep 2013 – Sep 2016 |
-15.14%
May 2013 – May 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NSM (Nationstar Mortgage Holdings Inc) |
20.77%
Apr 2012 – Apr 2015 |
2.48%
Apr 2012 – Apr 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart