Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ILSAX (CONTEXT INSURANCE LINKED INCOME FUND CLASS A) | NA | 37.85% | 22.47% | 11.66% | 7.74% | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 04/24/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ILSAX (CONTEXT INSURANCE LINKED INCOME FUND CLASS A) | 04/24/2002 | 07/12/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.39 | 37.85 | 22.47 | 11.66 | 7.74 | NA | NA | … | … | 22.05 | 26.19 | -3.94 | 21.75 | 31.60 | -42.74 | -0.90 | 24.23 | -1.28 | 13.49 | 30.40 | -17.98 |
| Sharpe Ratio | NA | 2.42 | 1.11 | 0.42 | 0.31 | NA | NA | … | … | 2.77 | 1.71 | -0.15 | 1.05 | 1.11 | -1.08 | -0.26 | 2.09 | -0.34 | 1.11 | 1.76 | -1.01 |
| Standard Deviation(%) | NA | 15.63 | 20.16 | 27.31 | 21.54 | NA | NA | … | … | 16.52 | 15.46 | 25.60 | 20.68 | 28.28 | 40.23 | 14.94 | 10.06 | 10.04 | 11.32 | 16.84 | 25.80 |
| Draw Down(%) | NA | 6.78 | 22.01 | 49.71 | 61.14 | NA | NA | … | … | 6.45 | 10.21 | 22.01 | 20.63 | 26.74 | 56.01 | 11.94 | 10.04 | 9.47 | 13.12 | 13.85 | 26.84 |
| Yield(%) | 0.00 | 13.29 | 7.05 | 5.28 | 5.87 | 3.72 | 2.79 | … | … | 0.00 | 14.67 | 3.08 | 0.23 | 1.91 | 5.98 | 8.12 | 8.63 | 10.58 | 0.77 | 0.00 | 0.00 |
Data as of 07/12/2013, Common starting date is 04/24/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILSAX (CONTEXT INSURANCE LINKED INCOME FUND CLASS A) |
-16.50%
Feb 2006 – Feb 2009 |
-8.31%
Feb 2004 – Feb 2009 |
4.20%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILSAX (CONTEXT INSURANCE LINKED INCOME FUND CLASS A) |
27.69%
Feb 2009 – Feb 2012 |
15.41%
Sep 2002 – Sep 2007 |
8.69%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart