Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OHAI (OHA Investment Corporation) | NA | 43.72% | -2.12% | -14.91% | -9.35% | -7.83% | NA | … | … |
Data as of 12/20/2019, Common starting date is 11/11/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OHAI (OHA Investment Corporation) | 11/11/2004 | 12/20/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.94 | 43.72 | -2.12 | -14.91 | -9.35 | -7.83 | NA | … | … | 36.71 | -5.33 | -29.19 | -49.66 | -10.34 | -30.13 | 13.21 | 8.72 | -14.31 | 22.53 | 7.27 | -39.43 | 1.84 | 35.10 | -11.38 | 2.47 |
| Sharpe Ratio | NA | 0.84 | -0.07 | -0.34 | -0.23 | NA | NA | … | … | 0.74 | -0.13 | -0.65 | -0.86 | -0.39 | -1.16 | 0.57 | 0.29 | -0.31 | 0.51 | 0.10 | -0.69 | -0.04 | 1.41 | -0.64 | 1.41 |
| Standard Deviation(%) | NA | 50.30 | 48.42 | 47.24 | 41.77 | NA | NA | … | … | 49.26 | 50.28 | 46.34 | 58.13 | 26.85 | 25.90 | 23.30 | 30.35 | 46.83 | 44.40 | 73.98 | 58.44 | 28.46 | 22.71 | 21.25 | 13.00 |
| Draw Down(%) | NA | 20.49 | 50.11 | 80.45 | 83.71 | NA | NA | … | … | 20.49 | 44.73 | 50.11 | 55.44 | 33.71 | 37.15 | 20.42 | 25.46 | 36.39 | 24.12 | 58.81 | 51.85 | 17.15 | 10.71 | 18.26 | 2.45 |
| Yield(%) | 0.00 | 8.16 | 5.71 | 4.98 | 5.31 | 4.01 | 3.10 | … | … | 5.88 | 8.62 | 4.62 | 6.20 | 10.43 | 8.56 | 8.76 | 7.55 | 7.90 | 7.95 | 7.06 | 10.45 | 8.82 | 6.12 | 3.57 | 0.00 |
Data as of 12/20/2019, Common starting date is 11/11/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OHAI (OHA Investment Corporation) |
-39.34%
Aug 2014 – Aug 2017 |
-26.71%
Dec 2013 – Dec 2018 |
-16.49%
Aug 2007 – Aug 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OHAI (OHA Investment Corporation) |
19.17%
Mar 2009 – Mar 2012 |
15.76%
Mar 2009 – Mar 2014 |
-0.84%
Jun 2005 – Jun 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart