Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICO (International Coal Group Inc) | NA | 259.36% | 6.26% | 15.82% | NA | NA | NA | … | … |
Data as of 06/14/2011, Common starting date is 11/22/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICO (International Coal Group Inc) | 11/22/2005 | 06/14/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.07 | 259.36 | 6.26 | 15.82 | NA | NA | NA | … | … | 88.50 | 100.52 | 67.83 | -57.09 | -1.65 | -42.63 | -23.39 |
| Sharpe Ratio | NA | 4.82 | 0.07 | 0.17 | NA | NA | NA | … | … | 5.23 | 1.77 | 0.74 | -0.47 | -0.11 | -1.00 | -2.25 |
| Standard Deviation(%) | NA | 53.84 | 96.62 | 84.40 | NA | NA | NA | … | … | 59.46 | 56.70 | 91.28 | 124.07 | 41.19 | 46.06 | 42.26 |
| Draw Down(%) | NA | 17.49 | 91.64 | 91.64 | NA | NA | NA | … | … | 12.97 | 34.58 | 64.08 | 88.70 | 40.59 | 63.70 | 23.39 |
| 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 |
Data as of 06/14/2011, Common starting date is 11/22/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICO (International Coal Group Inc) |
-45.12%
Mar 2006 – Mar 2009 |
-4.01%
Dec 2005 – Dec 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICO (International Coal Group Inc) |
21.18%
Mar 2008 – Mar 2011 |
10.47%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart