Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Hussman Peak PE SO SU Market Timing Strategy Weekly | NA | 0.03% | 0.73% | 0.74% | 4.52% | 6.77% | 5.43% | 5.52% |
Data as of 08/31/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Hussman Peak PE SO SU Market Timing Strategy Weekly | 12/31/2000 | 11/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.03 | 0.73 | 0.74 | 4.52 | 6.77 | 5.43 | 5.52 | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 24.27 | 15.99 | 1.89 | 15.06 | 26.36 | 15.47 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.13 | 0.31 | 0.25 | 0.63 | NA | NA | 0.44 | 0.02 | 0.05 | 1.02 | 2.00 | 0.06 | 0.91 | -0.20 | 0.14 | 2.33 | 1.25 | 0.08 | 0.83 | 0.99 | 0.93 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 0.00 | 0.04 | 0.04 | 5.99 | NA | NA | 9.98 | 0.00 | 0.02 | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 10.40 | 12.73 | 23.10 | 17.94 | 26.61 | 15.57 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 0.00 | 0.00 | 0.00 | 9.69 | NA | NA | 27.13 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.55 | 9.69 | 18.61 | 15.70 | 27.13 | 8.86 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 0.03 | 0.64 | 0.74 | 0.86 | NA | NA | 1.49 | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 0.02 | 1.64 | 2.45 | 2.04 | 2.01 | 2.36 | 1.84 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.33 |
Data as of 08/31/2021, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Hussman Peak PE SO SU Market Timing Strategy Weekly |
0.07%
Feb 2006 - Feb 2009 |
0.39%
Oct 2013 - Oct 2018 |
3.43%
Apr 2011 - Apr 2021 |
6.73%
Oct 2006 - Oct 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Hussman Peak PE SO SU Market Timing Strategy Weekly |
25.45%
Feb 2009 - Feb 2012 |
21.12%
Feb 2009 - Feb 2014 |
10.48%
Oct 2003 - Oct 2013 |
7.12%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison Chart