Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ILFIX (Industry Leaders Investor) | NA | -5.39% | 4.29% | 10.11% | 10.50% | NA | NA | … | … |
Data as of 02/22/2013, Common starting date is 04/16/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ILFIX (Industry Leaders Investor) | 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 | -5.39 | 4.29 | 10.11 | 10.50 | NA | NA | … | … | 0.00 | 3.24 | -1.82 | 11.78 | 25.00 | 5.78 | 7.51 | 18.35 | 0.19 | 5.93 | 26.68 | -16.27 | -0.65 |
| Sharpe Ratio | NA | -0.69 | 0.24 | 0.31 | 0.38 | NA | NA | … | … | 0.00 | 0.36 | -0.08 | 0.66 | 0.82 | 0.07 | 0.28 | 1.53 | -0.18 | 0.45 | 1.58 | -0.69 | -0.16 |
| Standard Deviation(%) | NA | 7.90 | 17.84 | 32.18 | 23.90 | NA | NA | … | … | NA | 8.90 | 24.50 | 17.64 | 30.47 | 73.11 | 16.27 | 9.85 | 10.97 | 11.01 | 16.47 | 25.01 | 17.97 |
| Draw Down(%) | NA | 10.31 | 20.86 | 37.23 | 42.34 | NA | NA | … | … | 0.00 | 10.31 | 20.86 | 16.05 | 30.61 | 39.39 | 9.46 | 7.41 | 7.58 | 6.45 | 14.04 | 31.63 | 23.51 |
| Yield(%) | 0.00 | 0.00 | 1.03 | 6.55 | 6.44 | 3.38 | 2.53 | … | … | 0.00 | 0.00 | 2.74 | 0.00 | 4.09 | 25.73 | 6.48 | 2.05 | 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 |
|---|---|---|---|---|
| ILFIX (Industry Leaders Investor) |
-0.45%
Sep 2005 – Sep 2008 |
1.55%
May 2001 – May 2006 |
7.05%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILFIX (Industry Leaders Investor) |
24.01%
Feb 2009 – Feb 2012 |
14.05%
Sep 2002 – Sep 2007 |
10.92%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart