Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XLFCX (Highland Floating Rate C) | NA | 7.48% | -2.88% | -2.30% | 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 |
|---|---|---|
| XLFCX (Highland Floating Rate C) | 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 | 7.48 | -2.88 | -2.30 | NA | NA | NA | … | … | 5.71 | 4.55 | 18.31 | -34.86 | -0.04 | 8.95 | 5.45 | 5.53 | 15.11 | -1.58 |
| Sharpe Ratio | NA | 2.12 | -0.52 | -0.70 | NA | NA | NA | … | … | 3.40 | 1.26 | 3.73 | -4.70 | -1.04 | 2.56 | 1.94 | 3.69 | 6.77 | -1.11 |
| Standard Deviation(%) | NA | 3.49 | 5.83 | 4.89 | NA | NA | NA | … | … | 3.07 | 3.53 | 4.89 | 7.58 | 2.95 | 2.22 | 1.69 | 1.24 | 2.13 | 2.67 |
| Draw Down(%) | NA | 2.54 | 32.31 | 39.67 | NA | NA | NA | … | … | 0.61 | 3.49 | 3.07 | 37.06 | 4.81 | 0.40 | 0.65 | 0.31 | 0.54 | 6.95 |
| Yield(%) | 0.00 | 2.71 | 3.86 | 4.61 | 4.58 | 3.06 | 2.29 | … | … | 1.35 | 3.08 | 4.28 | 7.68 | 6.95 | 7.01 | 5.20 | 3.58 | 4.48 | 4.34 |
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 |
|---|---|---|---|---|
| XLFCX (Highland Floating Rate C) |
-11.38%
Apr 2006 – Apr 2009 |
-4.90%
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 |
|---|---|---|---|---|
| XLFCX (Highland Floating Rate C) |
9.30%
Oct 2002 – Oct 2005 |
7.96%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart