Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SNH (Diversified Healthcare Trust) | NA | 598.85% | 75.45% | 39.40% | 23.98% | 19.44% | NA | … | … |
Data as of 01/24/2020, Common starting date is 02/23/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SNH (Diversified Healthcare Trust) | 02/23/2000 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 598.85 | 75.45 | 39.40 | 23.98 | 19.44 | NA | … | … | 907.11 | -21.91 | -32.85 | 6.21 | 38.85 | -26.49 | 6.67 | -0.95 | 12.92 | 9.28 | 6.98 | 33.09 | -15.26 | -1.69 | 55.23 | -4.02 | 18.02 | 78.63 | -14.10 | 60.54 | 27.03 |
| Sharpe Ratio | NA | 2.47 | 0.53 | 0.36 | 0.30 | NA | NA | … | … | -2.29 | -0.62 | -1.33 | 0.34 | 1.45 | -1.29 | 0.40 | -0.05 | 0.90 | 0.31 | 0.25 | 0.49 | -0.18 | -0.12 | 2.71 | -0.25 | 0.65 | 3.99 | -0.42 | 2.70 | 0.70 |
| Standard Deviation(%) | NA | 241.59 | 138.99 | 108.42 | 78.16 | NA | NA | … | … | 1,407.97 | 37.64 | 25.79 | 16.33 | 26.61 | 20.50 | 16.43 | 21.07 | 14.48 | 30.33 | 27.19 | 68.01 | 89.88 | 37.92 | 19.24 | 24.56 | 26.10 | 19.51 | 36.12 | 22.02 | 39.96 |
| Draw Down(%) | NA | 47.39 | 61.17 | 61.87 | 61.87 | NA | NA | … | … | 5.04 | 47.39 | 39.41 | 15.99 | 26.21 | 37.41 | 13.20 | 24.63 | 11.93 | 22.05 | 18.90 | 37.59 | 57.77 | 33.87 | 10.23 | 13.55 | 26.18 | 9.55 | 35.69 | 11.02 | 26.11 |
| Yield(%) | 0.00 | 6.37 | 6.18 | 5.71 | 7.15 | 8.24 | 16.45 | … | … | 0.00 | 7.24 | 8.11 | 8.18 | 10.32 | 7.00 | 7.13 | 6.50 | 6.78 | 6.69 | 6.69 | 8.64 | 6.08 | 5.61 | 7.65 | 6.89 | 7.19 | 11.61 | 11.38 | 9.23 | 14.33 |
Data as of 01/24/2020, Common starting date is 02/23/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNH (Diversified Healthcare Trust) |
-22.68%
Jul 2016 – Jul 2019 |
-13.52%
Nov 2014 – Nov 2019 |
-3.18%
Nov 2009 – Nov 2019 |
0.60%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNH (Diversified Healthcare Trust) |
37.64%
Jun 2000 – Jun 2003 |
33.44%
Jun 2000 – Jun 2005 |
20.41%
Jun 2000 – Jun 2010 |
14.61%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison Chart