Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PHF (Pacholder High Yield) | NA | 19.91% | 4.88% | 5.64% | 8.14% | 11.57% | 7.31% | … | … |
Data as of 07/10/2017, Common starting date is 07/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PHF (Pacholder High Yield) | 07/26/1990 | 07/10/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | 19.91 | 4.88 | 5.64 | 8.14 | 11.57 | 7.31 | … | … | 12.77 | 30.87 | -9.85 | 1.48 | -3.29 | 9.34 | 16.69 | 27.96 | 126.71 | -46.47 | -9.11 | 26.43 | -4.66 | 18.13 | 66.18 | -20.84 | 3.03 | 4.72 | -19.92 | -0.70 | 13.03 | 13.75 | 19.47 | -12.66 | 22.45 | 23.32 | 52.69 | -14.75 |
| Sharpe Ratio | NA | 1.92 | 0.40 | 0.42 | 0.29 | NA | NA | … | … | 2.96 | 2.34 | -0.90 | 0.13 | -0.21 | 0.62 | 0.76 | 1.67 | 3.53 | -0.74 | -0.60 | 1.96 | -0.49 | 0.92 | 3.35 | -0.85 | 0.03 | 0.04 | -2.12 | -0.26 | -2.91 | 0.75 | 1.15 | -0.83 | 1.05 | 1.30 | 2.60 | -1.32 |
| Standard Deviation(%) | NA | 9.82 | 11.77 | 13.15 | 27.40 | NA | NA | … | … | 8.68 | 13.06 | 10.97 | 11.45 | 15.62 | 15.06 | 22.00 | 16.73 | 35.86 | 64.24 | 20.22 | 11.84 | 13.97 | 18.63 | 19.54 | 25.75 | 27.41 | 18.38 | 10.93 | 15.49 | 14.46 | 13.58 | 13.56 | 18.85 | 19.35 | 15.92 | 18.72 | 27.09 |
| Draw Down(%) | NA | 6.00 | 26.23 | 28.68 | 71.15 | NA | NA | … | … | 2.53 | 6.10 | 20.23 | 19.82 | 15.13 | 16.53 | 18.76 | 12.73 | 36.56 | 69.75 | 23.35 | 4.84 | 13.60 | 22.37 | 13.43 | 41.01 | 21.69 | 21.51 | 21.38 | 21.62 | 11.33 | 10.35 | 8.04 | 21.15 | 9.32 | 6.99 | 6.77 | 21.67 |
| Yield(%) | 0.00 | 5.82 | 6.22 | 6.99 | 7.47 | 11.24 | 5.87 | … | … | 1.88 | 9.56 | 8.15 | 8.58 | 8.36 | 10.08 | 10.63 | 12.50 | 17.19 | 11.86 | 9.23 | 10.40 | 9.16 | 9.84 | 14.85 | 13.24 | 17.85 | 14.07 | 10.18 | 9.35 | 10.52 | 9.86 | 14.27 | 8.89 | 11.72 | 10.80 | 12.83 | 2.02 |
Data as of 07/10/2017, Common starting date is 07/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHF (Pacholder High Yield) |
-22.56%
Nov 2005 – Nov 2008 |
-11.20%
Nov 2003 – Nov 2008 |
-4.37%
Nov 1998 – Nov 2008 |
-0.82%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHF (Pacholder High Yield) |
59.50%
Nov 2008 – Nov 2011 |
35.15%
Nov 2008 – Nov 2013 |
16.38%
Oct 2002 – Oct 2012 |
10.71%
Jun 2002 – Jun 2017 |
Annualized Rolling Returns Comparison Chart