Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XLFAX (Highland Floating Rate A) | NA | 8.38% | -2.30% | -1.76% | NA | NA | NA | … | … |
Data as of 07/22/2011, Common starting date is 03/01/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XLFAX (Highland Floating Rate A) | 03/01/2002 | 07/22/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.38 | -2.30 | -1.76 | NA | NA | NA | … | … | 6.32 | 5.00 | 18.93 | -34.60 | 0.46 | 9.50 | 6.08 | 6.07 | 15.72 | -1.17 |
| Sharpe Ratio | NA | 2.36 | -0.42 | -0.59 | NA | NA | NA | … | … | 3.80 | 1.36 | 3.75 | -4.69 | -0.87 | 2.56 | 2.06 | 3.79 | 6.72 | -0.40 |
| Standard Deviation(%) | NA | 3.52 | 5.87 | 4.93 | NA | NA | NA | … | … | 3.06 | 3.61 | 5.02 | 7.55 | 2.94 | 2.43 | 1.90 | 1.35 | 2.23 | 6.16 |
| Draw Down(%) | NA | 2.51 | 32.26 | 39.27 | NA | NA | NA | … | … | 0.60 | 3.32 | 3.19 | 36.84 | 4.56 | 0.40 | 0.51 | 0.31 | 0.54 | 8.74 |
| Yield(%) | 0.00 | 3.15 | 4.17 | 4.96 | 4.99 | 3.33 | 2.50 | … | … | 1.54 | 3.35 | 4.83 | 8.10 | 7.44 | 7.51 | 5.70 | 4.10 | 5.03 | 4.74 |
Data as of 07/22/2011, Common starting date is 03/01/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLFAX (Highland Floating Rate A) |
-10.93%
Apr 2006 – Apr 2009 |
-4.42%
Apr 2004 – Apr 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XLFAX (Highland Floating Rate A) |
9.86%
Oct 2002 – Oct 2005 |
8.54%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart