Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XSFBX (Highland Floating Rate Advantage B) | NA | 10.67% | -4.91% | -4.18% | 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 |
|---|---|---|
| XSFBX (Highland Floating Rate Advantage B) | 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 | 10.67 | -4.91 | -4.18 | NA | NA | NA | … | … | 6.65 | 7.66 | 22.08 | -44.42 | -1.43 | 10.43 | 7.35 | 7.05 | 21.47 | -2.21 |
| Sharpe Ratio | NA | 3.08 | -0.72 | -0.90 | NA | NA | NA | … | … | 4.23 | 2.00 | 3.58 | -4.89 | -1.37 | 2.80 | 2.75 | 3.97 | 7.26 | -0.99 |
| Standard Deviation(%) | NA | 3.44 | 7.01 | 5.89 | NA | NA | NA | … | … | 2.89 | 3.78 | 6.14 | 9.24 | 3.26 | 2.56 | 1.88 | 1.54 | 2.86 | 3.76 |
| Draw Down(%) | NA | 1.76 | 41.17 | 49.46 | NA | NA | NA | … | … | 0.71 | 4.32 | 5.87 | 46.57 | 6.12 | 0.40 | 0.72 | 0.33 | 0.80 | 9.87 |
| Yield(%) | 0.00 | 3.48 | 4.09 | 5.09 | 5.51 | 3.67 | 2.76 | … | … | 1.69 | 2.90 | 5.67 | 8.87 | 7.67 | 8.38 | 5.96 | 4.47 | 6.73 | 5.95 |
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 |
|---|---|---|---|---|
| XSFBX (Highland Floating Rate Advantage B) |
-16.67%
Apr 2006 – Apr 2009 |
-7.76%
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 |
|---|---|---|---|---|
| XSFBX (Highland Floating Rate Advantage B) |
12.82%
Oct 2002 – Oct 2005 |
10.27%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart