Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GDI (Ingersoll Rand Inc) | NA | -78.95% | -92.08% | -74.81% | -45.04% | -29.03% | -16.75% | … | … |
Data as of 11/11/2014, Common starting date is 04/18/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDI (Ingersoll Rand Inc) | 04/18/1994 | 11/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 33.33 | -78.95 | -92.08 | -74.81 | -45.04 | -29.03 | -16.75 | … | … | 11.08 | -10.83 | 12.26 | 62.39 | 82.54 | -29.27 | -11.55 | 51.36 | 35.85 | 52.03 | 17.59 | -9.05 | 4.79 | 27.62 | 13.15 | -41.72 | 121.69 | 80.26 | 90.00 | 0.98 |
| Sharpe Ratio | NA | 1.28 | 0.41 | 0.23 | 0.50 | NA | NA | … | … | 1.68 | -0.26 | 0.30 | 2.04 | 1.73 | -0.47 | -0.43 | 1.24 | 0.97 | 1.60 | 0.49 | -0.23 | 0.08 | 0.71 | 0.21 | -0.82 | 1.12 | 2.17 | 1.92 | -0.04 |
| Standard Deviation(%) | NA | 27.57 | 35.80 | 44.03 | 41.07 | NA | NA | … | … | 11.90 | 42.22 | 41.41 | 30.54 | 47.54 | 63.53 | 33.68 | 38.84 | 34.62 | 32.01 | 34.26 | 43.53 | 32.63 | 33.10 | 48.03 | 55.06 | 58.78 | 34.93 | 44.92 | 45.88 |
| Draw Down(%) | NA | 14.18 | 47.23 | 62.99 | 68.91 | NA | NA | … | … | 5.73 | 42.75 | 34.64 | 17.56 | 30.75 | 68.24 | 33.30 | 25.02 | 23.35 | 16.10 | 19.40 | 48.60 | 19.58 | 30.49 | 47.35 | 63.50 | 31.90 | 12.99 | 16.67 | 22.50 |
| Yield(%) | 0.00 | 0.00 | 0.14 | 0.38 | 0.23 | 0.36 | 0.39 | … | … | 0.14 | 0.25 | 0.29 | 0.47 | 0.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/11/2014, Common starting date is 04/18/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDI (Ingersoll Rand Inc) |
-94.59%
Sep 2011 – Sep 2014 |
-80.39%
Sep 2009 – Sep 2014 |
-51.40%
Sep 2004 – Sep 2014 |
-35.66%
Sep 1999 – Sep 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDI (Ingersoll Rand Inc) |
100.09%
Aug 1994 – Aug 1997 |
44.14%
Aug 1994 – Aug 1999 |
27.93%
Feb 1995 – Feb 2005 |
24.12%
Dec 1994 – Dec 2009 |
Annualized Rolling Returns Comparison Chart