Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PHII (PHI Inc) | NA | -88.39% | -59.38% | -50.98% | -21.88% | -18.13% | -11.49% | … | … |
Data as of 03/25/2019, Common starting date is 07/14/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PHII (PHI Inc) | 07/14/1994 | 03/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -47.93 | -88.39 | -59.38 | -50.98 | -21.88 | -18.13 | -11.49 | … | … | -44.00 | -81.84 | -34.45 | 0.51 | -50.67 | -9.39 | 23.96 | 37.44 | 10.36 | -0.05 | 28.67 | -48.01 | -4.24 | 6.45 | 20.25 | 5.22 | -17.34 | 48.20 | 54.03 | 40.37 | -42.05 | -26.75 | 28.49 | 24.42 | 51.63 | -3.95 |
| Sharpe Ratio | NA | -0.78 | -0.75 | -0.74 | -0.37 | NA | NA | … | … | -0.50 | -1.05 | -0.63 | 0.01 | -1.06 | -0.20 | 0.73 | 0.94 | 0.20 | 0.00 | 0.39 | -0.56 | -0.17 | 0.08 | 0.57 | 0.10 | -0.42 | 1.26 | 1.00 | 0.67 | -0.79 | -0.55 | -0.44 | 0.42 | 0.53 | -0.18 |
| Standard Deviation(%) | NA | 114.60 | 80.64 | 69.50 | 59.14 | NA | NA | … | … | 188.58 | 79.03 | 56.19 | 50.35 | 47.60 | 47.83 | 32.98 | 40.20 | 50.72 | 43.85 | 73.14 | 87.88 | 43.26 | 37.28 | 31.56 | 42.75 | 42.49 | 37.38 | 52.86 | 54.44 | 57.32 | 54.20 | 60.36 | 49.11 | 90.88 | 63.19 |
| Draw Down(%) | NA | 90.84 | 94.47 | 97.75 | 97.75 | NA | NA | … | … | 78.79 | 83.64 | 52.22 | 37.67 | 51.53 | 33.41 | 28.15 | 17.77 | 27.87 | 42.27 | 41.74 | 69.61 | 20.76 | 26.89 | 20.98 | 39.10 | 32.99 | 22.07 | 31.25 | 33.82 | 49.49 | 39.44 | 28.70 | 11.76 | 20.93 | 17.39 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.04 | … | … | 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 | 0.93 | 0.90 | 1.14 | 1.43 | 1.16 | 0.19 |
Data as of 03/25/2019, Common starting date is 07/14/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHII (PHI Inc) |
-50.72%
Dec 2015 – Dec 2018 |
-44.33%
Dec 2013 – Dec 2018 |
-18.50%
Dec 2008 – Dec 2018 |
-15.04%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHII (PHI Inc) |
49.20%
Jun 2000 – Jun 2003 |
28.15%
Feb 2009 – Feb 2014 |
13.01%
Feb 1995 – Feb 2005 |
10.42%
Sep 1999 – Sep 2014 |
Annualized Rolling Returns Comparison Chart