Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XSFRX (Highland Floating Rate Advantage A) | NA | 10.99% | -4.45% | -3.77% | 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 |
|---|---|---|
| XSFRX (Highland Floating Rate Advantage 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 | 10.99 | -4.45 | -3.77 | NA | NA | NA | … | … | 6.77 | 8.33 | 22.74 | -44.22 | -1.11 | 10.78 | 7.69 | 7.41 | 21.90 | -1.92 |
| Sharpe Ratio | NA | 3.23 | -0.66 | -0.83 | NA | NA | NA | … | … | 4.25 | 2.24 | 3.71 | -4.84 | -1.26 | 2.84 | 2.81 | 3.99 | 7.23 | -0.90 |
| Standard Deviation(%) | NA | 3.38 | 7.01 | 5.90 | NA | NA | NA | … | … | 2.94 | 3.68 | 6.11 | 9.31 | 3.30 | 2.64 | 1.97 | 1.62 | 2.93 | 3.74 |
| Draw Down(%) | NA | 1.76 | 41.09 | 49.20 | NA | NA | NA | … | … | 0.71 | 3.99 | 5.85 | 46.39 | 5.97 | 0.40 | 0.69 | 0.33 | 0.80 | 9.76 |
| Yield(%) | 0.00 | 3.79 | 4.42 | 5.38 | 5.82 | 3.88 | 2.91 | … | … | 1.81 | 3.71 | 6.06 | 9.16 | 7.98 | 8.71 | 6.28 | 4.81 | 7.11 | 6.24 |
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 |
|---|---|---|---|---|
| XSFRX (Highland Floating Rate Advantage A) |
-16.38%
Apr 2006 – Apr 2009 |
-7.45%
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 |
|---|---|---|---|---|
| XSFRX (Highland Floating Rate Advantage A) |
13.20%
Oct 2002 – Oct 2005 |
10.64%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart