Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICOC (Ico Inc) | NA | 208.62% | 7.40% | 27.94% | 18.19% | 16.40% | -0.94% | … | … |
Data as of 05/07/2010, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICOC (Ico Inc) | 03/27/1990 | 05/07/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 208.62 | 7.40 | 27.94 | 18.19 | 16.40 | -0.94 | … | … | 17.81 | 132.95 | -75.39 | 127.66 | 74.61 | 4.87 | 126.47 | 4.62 | 10.17 | -40.10 | 556.67 | -25.00 | -62.65 | 9.56 | 32.29 | 30.01 | -49.72 | -64.92 | -23.40 | -35.40 | -42.25 |
| Sharpe Ratio | NA | 3.69 | 0.08 | 0.35 | 0.22 | NA | NA | … | … | 3.62 | 1.37 | -0.96 | 2.00 | 1.27 | 0.05 | 2.05 | 0.06 | 0.12 | -0.64 | 2.95 | -0.24 | -0.85 | -0.96 | 0.52 | 0.39 | -0.57 | -0.36 | -0.11 | -0.26 | -0.86 |
| Standard Deviation(%) | NA | 56.47 | 81.75 | 75.55 | 77.33 | NA | NA | … | … | 16.78 | 96.77 | 79.71 | 62.63 | 56.39 | 58.08 | 61.29 | 71.30 | 73.21 | 67.21 | 187.24 | 119.96 | 77.70 | 47.29 | 55.00 | 66.43 | 92.22 | 186.84 | 239.39 | 151.84 | 65.20 |
| Draw Down(%) | NA | 28.44 | 92.82 | 92.82 | 92.82 | NA | NA | … | … | 8.24 | 71.91 | 80.38 | 38.02 | 34.36 | 43.43 | 27.76 | 47.68 | 41.08 | 64.03 | 48.15 | 61.36 | 64.31 | 29.64 | 28.82 | 27.13 | 54.77 | 85.75 | 66.89 | 62.16 | 53.03 |
| Yield(%) | 0.00 | 4.88 | 0.65 | 1.08 | 0.84 | 4.93 | 1.83 | … | … | 1.19 | 1.57 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 19.47 | 20.37 | 23.53 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/07/2010, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICOC (Ico Inc) |
-56.41%
Jul 1990 – Jul 1993 |
-41.84%
Aug 1990 – Aug 1995 |
-17.84%
Jul 1990 – Jul 2000 |
-10.74%
Jul 1990 – Jul 2005 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICOC (Ico Inc) |
92.36%
Sep 2003 – Sep 2006 |
63.45%
Feb 2000 – Feb 2005 |
38.86%
Feb 2000 – Feb 2010 |
18.62%
Dec 1994 – Dec 2009 |
Annualized Rolling Returns Comparison Chart