Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICGE (ICG Group Inc) | NA | 38.34% | 23.46% | 21.96% | 12.14% | -22.29% | NA | … | … |
Data as of 09/02/2014, Common starting date is 08/06/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICGE (ICG Group Inc) | 08/06/1999 | 09/02/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.60 | 38.34 | 23.46 | 21.96 | 12.14 | -22.29 | NA | … | … | -4.13 | 62.99 | 48.06 | -45.82 | 114.29 | 22.02 | -53.58 | 14.42 | 24.82 | -8.67 | 28.57 | -2.78 | -70.25 | -63.11 | -98.07 | 1,021.74 |
| Sharpe Ratio | NA | 1.32 | 0.62 | 0.52 | 0.22 | NA | NA | … | … | -0.18 | 2.21 | 1.40 | -0.83 | 2.44 | 0.28 | -0.69 | 0.24 | 0.75 | -0.25 | 0.34 | -0.03 | -0.55 | -0.47 | -0.73 | 294.71 |
| Standard Deviation(%) | NA | 32.29 | 37.57 | 42.44 | 51.43 | NA | NA | … | … | 33.38 | 28.51 | 34.67 | 55.51 | 46.73 | 77.69 | 78.94 | 47.38 | 28.69 | 43.16 | 80.85 | 109.85 | 128.69 | 141.08 | 139.45 | 132.83 |
| Draw Down(%) | NA | 25.22 | 37.22 | 48.93 | 76.17 | NA | NA | … | … | 25.22 | 21.12 | 21.10 | 48.93 | 34.09 | 40.35 | 72.15 | 22.89 | 20.78 | 39.22 | 66.23 | 63.41 | 88.97 | 93.79 | 98.49 | 18.67 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/02/2014, Common starting date is 08/06/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICGE (ICG Group Inc) |
-87.16%
Dec 1999 – Dec 2002 |
-69.48%
Dec 1999 – Dec 2004 |
-46.40%
Dec 1999 – Dec 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICGE (ICG Group Inc) |
32.76%
Nov 2008 – Nov 2011 |
38.34%
Mar 2009 – Mar 2014 |
13.79%
Apr 2004 – Apr 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart