Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WMIH (WMIH Corp) | NA | 39.36% | -20.22% | 2.11% | NA | NA | NA | … | … |
Data as of 10/10/2018, Common starting date is 03/29/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WMIH (WMIH Corp) | 03/29/2012 | 10/10/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.09 | 39.36 | -20.22 | 2.11 | NA | NA | NA | … | … | 54.12 | -45.16 | -40.15 | 26.34 | -27.30 | 235.71 | -6.67 |
| Sharpe Ratio | NA | 0.28 | -0.78 | -0.35 | NA | NA | NA | … | … | 0.83 | -1.00 | -1.79 | 0.21 | -0.91 | 3.20 | -0.39 |
| Standard Deviation(%) | NA | 67.95 | 57.20 | 56.20 | NA | NA | NA | … | … | 65.58 | 64.46 | 41.40 | 38.08 | 50.55 | 67.85 | 70.44 |
| Draw Down(%) | NA | 35.11 | 78.89 | 82.52 | NA | NA | NA | … | … | 27.18 | 60.65 | 49.81 | 24.92 | 50.14 | 29.76 | 52.22 |
| Yield(%) | 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 10/10/2018, Common starting date is 03/29/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMIH (WMIH Corp) |
-29.14%
Sep 2014 – Sep 2017 |
0.24%
Dec 2012 – Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMIH (WMIH Corp) |
87.84%
May 2012 – May 2015 |
21.10%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart