Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HGIC (Harleysville Group Inc) | NA | 94.08% | 32.94% | 18.19% | 10.39% | 12.32% | 12.48% | … | … |
Data as of 05/01/2012, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HGIC (Harleysville Group Inc) | 03/27/1990 | 05/01/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.17 | 94.08 | 32.94 | 18.19 | 10.39 | 12.32 | 12.48 | … | … | 5.96 | 59.79 | 19.17 | -4.60 | 1.25 | 4.40 | 34.53 | 14.43 | 24.03 | -22.49 | 13.44 | -16.96 | 111.84 | -43.17 | 9.89 | 59.57 | -4.40 | 35.33 | -18.68 | 8.26 | 34.56 | 42.95 | -1.60 |
| Sharpe Ratio | NA | 1.95 | 1.11 | 0.50 | 0.26 | NA | NA | … | … | 2.95 | 0.85 | 0.94 | -0.14 | 0.01 | 0.04 | 1.17 | 0.34 | 0.89 | -0.59 | 0.27 | -0.45 | 2.33 | -1.21 | 0.14 | 0.14 | -0.27 | 0.97 | -0.55 | 0.17 | 0.71 | 0.92 | -0.16 |
| Standard Deviation(%) | NA | 47.17 | 29.72 | 35.35 | 34.92 | NA | NA | … | … | 6.50 | 69.94 | 20.35 | 34.12 | 43.92 | 35.04 | 26.78 | 36.26 | 25.84 | 38.98 | 45.83 | 43.79 | 46.36 | 38.27 | 47.15 | 31.10 | 29.47 | 32.42 | 39.67 | 37.12 | 44.99 | 42.64 | 45.35 |
| Draw Down(%) | NA | 20.45 | 30.42 | 32.65 | 39.88 | NA | NA | … | … | 1.76 | 30.19 | 11.69 | 22.40 | 32.57 | 19.77 | 12.88 | 20.17 | 17.60 | 29.51 | 36.33 | 32.00 | 17.12 | 47.90 | 32.37 | 18.42 | 23.88 | 9.68 | 34.25 | 28.86 | 21.06 | 19.58 | 47.52 |
| Yield(%) | 0.00 | 2.33 | 5.75 | 4.55 | 3.44 | 2.69 | 3.93 | … | … | 0.00 | 2.94 | 8.71 | 3.62 | 3.17 | 2.52 | 2.75 | 2.94 | 3.36 | 2.46 | 2.67 | 1.48 | 4.17 | 2.02 | 1.96 | 1.42 | 1.24 | 1.48 | 1.14 | 1.09 | 1.14 | 0.97 | 0.67 |
Data as of 05/01/2012, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HGIC (Harleysville Group Inc) |
-11.83%
Jun 2001 – Jun 2004 |
-2.55%
Dec 1998 – Dec 2003 |
3.53%
Jun 2001 – Jun 2011 |
7.34%
Jan 1994 – Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HGIC (Harleysville Group Inc) |
45.39%
Sep 1990 – Sep 1993 |
27.40%
Sep 1990 – Sep 1995 |
17.48%
Oct 1990 – Oct 2000 |
13.77%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison Chart