Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PEAK (HealthPeak) | NA | -19.64% | -12.22% | -5.84% | -0.38% | 7.24% | 4.05% | … | … |
Data as of 03/08/2024, Common starting date is 05/24/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEAK (HealthPeak) | 05/24/1985 | 03/08/2024 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.74 | -19.64 | -12.22 | -5.84 | -0.38 | 7.24 | 4.05 | … | … | -8.84 | -16.40 | -27.53 | 23.74 | -7.69 | 29.16 | 13.69 | -7.70 | -0.53 | -8.00 | 27.81 | -15.83 | 14.10 | 18.67 | 27.54 | 18.48 | -15.34 | -0.45 | 53.18 | -1.57 | 16.18 | 43.89 | 14.37 | 32.45 | 39.11 | -22.36 | -18.68 | 8.04 | -0.36 | 16.60 | 11.06 | 7.43 | 3.59 | 47.17 | 4.74 | 22.22 | -5.91 | -5.58 | 39.52 | -1.76 |
| Sharpe Ratio | NA | -0.05 | -0.05 | -0.03 | -0.01 | NA | NA | … | … | -0.04 | -0.71 | -1.06 | 1.13 | -0.13 | 1.40 | 0.55 | -0.47 | -0.02 | -0.36 | 1.76 | -0.72 | 0.86 | 0.59 | 0.92 | 0.26 | -0.20 | -0.11 | 2.71 | -0.18 | 0.61 | 2.47 | 0.61 | 1.76 | 1.77 | -1.14 | -1.08 | 0.30 | -0.22 | 0.88 | 0.41 | 0.21 | 0.05 | 2.50 | -0.03 | 1.10 | -0.66 | -0.34 | 1.40 | -0.34 |
| Standard Deviation(%) | NA | 517.22 | 298.86 | 233.26 | 165.70 | NA | NA | … | … | 1,206.54 | 29.11 | 27.33 | 20.90 | 59.48 | 19.81 | 22.44 | 17.69 | 33.00 | 22.04 | 15.77 | 21.99 | 16.38 | 31.45 | 29.70 | 70.75 | 81.88 | 32.13 | 18.51 | 20.86 | 25.12 | 17.48 | 21.69 | 17.48 | 19.84 | 22.50 | 20.30 | 14.83 | 17.00 | 14.50 | 19.61 | 25.63 | 23.19 | 17.28 | 17.44 | 14.94 | 16.08 | 28.01 | 25.14 | 22.88 |
| Draw Down(%) | NA | 98.10 | 98.72 | 98.72 | 98.72 | NA | NA | … | … | 97.95 | 42.73 | 39.27 | 11.50 | 46.56 | 14.72 | 15.66 | 23.56 | 32.04 | 28.05 | 9.75 | 33.90 | 10.86 | 27.20 | 14.35 | 40.97 | 61.02 | 37.71 | 10.50 | 13.94 | 24.17 | 13.22 | 15.07 | 9.38 | 9.25 | 33.40 | 26.43 | 13.80 | 12.68 | 8.33 | 18.46 | 23.13 | 21.89 | 6.80 | 12.50 | 8.98 | 15.56 | 29.88 | 14.40 | 17.30 |
| Yield(%) | 0.00 | 5.10 | 3.97 | 4.27 | 4.52 | 10.79 | 6.14 | … | … | 1.50 | 4.72 | 3.32 | 4.15 | 4.39 | 5.49 | 5.71 | 4.97 | 5.58 | 5.04 | 6.02 | 4.61 | 4.78 | 5.14 | 6.19 | 7.01 | 5.29 | 4.83 | 6.57 | 6.12 | 6.61 | 8.72 | 8.93 | 10.49 | 12.28 | 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 03/08/2024, Common starting date is 05/24/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEAK (HealthPeak) |
-74.07%
Feb 2021 – Feb 2024 |
-55.16%
Feb 2019 – Feb 2024 |
-31.45%
Feb 2014 – Feb 2024 |
-16.77%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEAK (HealthPeak) |
38.15%
Mar 2009 – Mar 2012 |
28.64%
Dec 1999 – Dec 2004 |
18.47%
Mar 2003 – Mar 2013 |
16.50%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart