Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OCN (Ocwen Financial Corporation) | NA | -15.98% | -10.27% | 74.05% | -3.91% | 4.84% | 3.61% | … | … |
Data as of 06/07/2024, Common starting date is 09/25/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OCN (Ocwen Financial Corporation) | 09/25/1996 | 06/07/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.33 | -15.98 | -10.27 | 74.05 | -3.91 | 4.84 | 3.61 | … | … | -18.47 | 0.59 | -23.49 | 38.26 | 2,010.22 | 2.24 | -57.19 | -41.93 | -22.67 | -53.84 | -72.77 | 60.31 | 138.88 | 51.78 | -0.31 | 73.05 | 65.70 | -65.07 | 82.30 | -9.00 | 7.90 | 216.43 | -66.98 | 33.02 | 2.00 | -49.24 | -51.60 | 90.19 | 32.10 |
| Sharpe Ratio | NA | -0.47 | -0.26 | 0.50 | -0.04 | NA | NA | … | … | -0.96 | -0.08 | -0.42 | 0.76 | 6.49 | -0.34 | -1.68 | -0.63 | -0.53 | -0.80 | -1.57 | 1.33 | 3.40 | 0.96 | -0.51 | 1.17 | 0.57 | -1.71 | 2.25 | -1.12 | -0.27 | 4.06 | -1.41 | 0.20 | -1.20 | -0.53 | -0.22 | 1.00 | 4.98 |
| Standard Deviation(%) | NA | 42.04 | 49.51 | 144.73 | 118.42 | NA | NA | … | … | 42.89 | 44.24 | 59.36 | 50.47 | 305.83 | 61.74 | 46.78 | 96.66 | 106.50 | 89.99 | 58.06 | 31.32 | 35.84 | 34.81 | 37.28 | 46.65 | 81.20 | 51.08 | 26.84 | 26.86 | 43.31 | 48.61 | 61.32 | 59.47 | 55.41 | 45.38 | 82.92 | 43.05 | 40.75 |
| Draw Down(%) | NA | 39.06 | 56.44 | 85.78 | 99.19 | NA | NA | … | … | 27.86 | 41.06 | 56.44 | 29.36 | 80.63 | 47.30 | 74.11 | 62.46 | 79.62 | 61.79 | 74.61 | 16.78 | 15.08 | 17.47 | 31.89 | 24.27 | 43.49 | 70.16 | 10.27 | 32.01 | 40.33 | 16.41 | 73.11 | 42.86 | 44.44 | 54.31 | 80.25 | 25.18 | 12.61 |
| 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 | 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 | 0.78 | 0.49 | 0.60 | 0.00 |
Data as of 06/07/2024, Common starting date is 09/25/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCN (Ocwen Financial Corporation) |
-65.38%
Jun 2013 – Jun 2016 |
-52.51%
Dec 2013 – Dec 2018 |
-28.21%
Apr 2010 – Apr 2020 |
-17.32%
Apr 2005 – Apr 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCN (Ocwen Financial Corporation) |
309.31%
Apr 2020 – Apr 2023 |
87.14%
Dec 2018 – Dec 2023 |
30.27%
Oct 2002 – Oct 2012 |
13.24%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart