Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICFO (ICF Corporation) | NA | NA | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 04/15/2011, Common starting date is 10/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICFO (ICF Corporation) | 10/29/1999 | 04/15/2011 |
| 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 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | -100.00 | -100.00 | -100.00 | NA | NA | … | … | 0.00 | 0.00 | -100.00 | 0.00 | -54.55 | -65.63 | 60.00 | -55.56 | 350.00 | -75.00 | -46.67 | -33.04 | 49.33 |
| Sharpe Ratio | NA | 1.00 | NA | NA | NA | NA | NA | … | … | 1.00 | 1.00 | NA | -0.01 | -0.42 | -0.30 | 0.18 | -0.32 | 1.45 | -0.35 | -0.29 | -0.04 | 1.81 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | NA | NA | 101.50 | 138.68 | 227.89 | 318.74 | 178.46 | 241.37 | 215.47 | 169.36 | 1,008.62 | 523.42 |
| Draw Down(%) | NA | NA | 100.00 | 100.00 | 100.00 | NA | NA | … | … | NA | NA | 100.00 | 62.50 | 80.00 | 88.00 | 80.00 | 86.67 | 80.00 | 94.67 | 73.33 | 99.98 | 84.00 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | NA | NA | 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 04/15/2011, Common starting date is 10/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICFO (ICF Corporation) |
-100.00%
Apr 2006 – Apr 2009 |
-100.00%
Apr 2004 – Apr 2009 |
-100.00%
Nov 1999 – Nov 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICFO (ICF Corporation) |
115.44%
Aug 2002 – Aug 2005 |
7.74%
Nov 2000 – Nov 2005 |
-100.00%
Nov 1999 – Nov 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart