Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ILFDX (Industry Leaders D) | NA | -5.80% | 4.35% | 0.07% | 5.33% | NA | NA | … | … |
Data as of 02/22/2013, Common starting date is 04/16/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ILFDX (Industry Leaders D) | 04/16/2001 | 02/22/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.80 | 4.35 | 0.07 | 5.33 | NA | NA | … | … | 0.00 | 2.92 | -1.63 | 12.11 | 25.07 | -34.54 | 7.41 | 18.45 | 0.10 | 5.97 | 26.67 | -16.22 | 0.76 |
| Sharpe Ratio | NA | -0.73 | 0.24 | 0.00 | 0.19 | NA | NA | … | … | 0.00 | 0.32 | -0.07 | 0.68 | 0.82 | -0.81 | 0.27 | 1.54 | -0.19 | 0.46 | 1.58 | -0.69 | -0.05 |
| Standard Deviation(%) | NA | 7.98 | 17.93 | 27.70 | 21.87 | NA | NA | … | … | NA | 8.97 | 24.62 | 17.62 | 30.50 | 43.76 | 16.19 | 9.85 | 11.08 | 11.01 | 16.46 | 25.11 | 17.83 |
| Draw Down(%) | NA | 10.15 | 20.80 | 51.52 | 55.48 | NA | NA | … | … | 0.00 | 10.15 | 20.80 | 16.09 | 30.61 | 48.46 | 9.45 | 7.34 | 7.69 | 6.49 | 14.02 | 31.74 | 23.60 |
| Yield(%) | 0.00 | 0.00 | 1.27 | 1.68 | 2.70 | 1.43 | 1.08 | … | … | 0.00 | 0.00 | 3.35 | 0.00 | 4.23 | 2.17 | 6.48 | 2.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/22/2013, Common starting date is 04/16/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILFDX (Industry Leaders D) |
-14.13%
Feb 2006 – Feb 2009 |
-7.63%
Feb 2004 – Feb 2009 |
2.24%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILFDX (Industry Leaders D) |
24.32%
Feb 2009 – Feb 2012 |
14.08%
Sep 2002 – Sep 2007 |
5.76%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart