Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICII (Imperial Credit Industries Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 09/23/2002, Common starting date is 05/20/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICII (Imperial Credit Industries Inc) | 05/20/1992 | 09/23/2002 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | -100.00 | -2.13 | -92.48 | -25.42 | -59.12 | -2.38 | 367.14 | 474.08 | -31.36 | -4.80 | 113.86 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -0.03 | -1.00 | -0.44 | -0.60 | -0.91 | 4.44 | 7.20 | -0.62 | -0.12 | 3.67 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 173.84 | 96.06 | 64.76 | 104.53 | 62.88 | 80.67 | 65.29 | 55.56 | 58.35 | 65.23 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 77.95 | 93.44 | 59.76 | 85.36 | 50.91 | 21.75 | 21.06 | 41.59 | 45.94 | 31.55 |
| 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 |
Data as of 09/23/2002, Common starting date is 05/20/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICII (Imperial Credit Industries Inc) |
-87.75%
Aug 1999 – Aug 2002 |
-77.82%
Aug 1997 – Aug 2002 |
-35.88%
Aug 1992 – Aug 2002 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICII (Imperial Credit Industries Inc) |
212.64%
Nov 1994 – Nov 1997 |
103.86%
Jun 1992 – Jun 1997 |
-25.68%
Jun 1992 – Jun 2002 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart