Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ELINX (ELEMENTS INTERNATIONAL PORTFOLIO) | NA | 3.48% | 4.52% | 5.44% | 2.76% | 2.17% | NA | … | … |
Data as of 09/27/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ELINX (ELEMENTS INTERNATIONAL PORTFOLIO) | 06/21/1996 | 09/27/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.14 | 3.48 | 4.52 | 5.44 | 2.76 | 2.17 | NA | … | … | 1.36 | 4.14 | 6.74 | 17.21 | -1.93 | 3.64 | 4.82 | -1.57 | -2.31 | -0.86 | 0.19 | 2.65 | 4.52 | -8.03 | 3.93 | 3.35 | 0.61 |
| Sharpe Ratio | NA | 1.37 | 1.87 | 1.46 | 0.48 | NA | NA | … | … | 0.72 | 1.68 | 2.73 | 3.91 | -0.61 | 0.25 | 0.74 | -1.59 | -0.90 | -0.43 | -0.21 | 0.07 | 0.11 | -2.39 | 0.12 | -10.46 | -0.44 |
| Standard Deviation(%) | NA | 2.52 | 2.44 | 3.48 | 3.34 | NA | NA | … | … | 2.45 | 2.45 | 2.44 | 4.37 | 4.67 | 2.53 | 2.08 | 2.36 | 3.62 | 3.62 | 4.38 | 4.70 | 4.52 | 4.70 | 5.25 | 4.94 | 5.27 |
| Draw Down(%) | NA | 1.23 | 2.20 | 7.95 | 9.30 | NA | NA | … | … | 1.23 | 1.40 | 2.20 | 3.12 | 7.95 | 1.72 | 0.92 | 2.86 | 3.99 | 5.06 | 4.30 | 3.31 | 2.80 | 8.65 | 2.77 | 3.81 | 2.18 |
| Yield(%) | 0.00 | 5.41 | 4.40 | 4.29 | 2.80 | 1.96 | 1.53 | … | … | 0.77 | 5.21 | 4.73 | 3.96 | 4.02 | 4.70 | 4.81 | 1.98 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/27/2012, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELINX (ELEMENTS INTERNATIONAL PORTFOLIO) |
-2.51%
May 2003 – May 2006 |
-0.84%
Feb 2001 – Feb 2006 |
-0.44%
Oct 1998 – Oct 2008 |
2.11%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ELINX (ELEMENTS INTERNATIONAL PORTFOLIO) |
10.40%
Oct 2008 – Oct 2011 |
6.38%
May 2006 – May 2011 |
3.07%
Mar 2002 – Mar 2012 |
2.49%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart