Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMFIX (Ivy Mortgage Securities I) | NA | 6.33% | 0.43% | NA | NA | NA | NA | … | … |
Data as of 03/14/2011, Common starting date is 04/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMFIX (Ivy Mortgage Securities I) | 04/10/2007 | 03/14/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.33 | 0.43 | NA | NA | NA | NA | … | … | 0.00 | 8.50 | 10.60 | -19.35 | 0.47 |
| Sharpe Ratio | NA | 2.29 | 0.04 | NA | NA | NA | NA | … | … | -0.08 | 2.92 | 2.98 | -3.57 | -0.55 |
| Standard Deviation(%) | NA | 2.72 | 4.06 | NA | NA | NA | NA | … | … | 1.15 | 2.88 | 3.53 | 5.66 | 4.08 |
| Draw Down(%) | NA | 1.63 | 17.29 | NA | NA | NA | NA | … | … | 0.23 | 1.63 | 2.15 | 20.73 | 2.27 |
| Yield(%) | 0.00 | 3.35 | 4.24 | 3.09 | 1.54 | 1.03 | 0.77 | … | … | 0.00 | 4.19 | 5.85 | 5.03 | 2.90 |
Data as of 03/14/2011, Common starting date is 04/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMFIX (Ivy Mortgage Securities I) |
-1.97%
May 2007 – May 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMFIX (Ivy Mortgage Securities I) |
-0.64%
Feb 2008 – Feb 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart