Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IOCIX (ICON Risk-Managed Equity I) | NA | -0.93% | 10.37% | 0.14% | NA | NA | NA | … | … |
Data as of 04/12/2012, Common starting date is 10/14/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IOCIX (ICON Risk-Managed Equity I) | 10/14/2002 | 04/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.93 | 10.37 | 0.14 | NA | NA | NA | … | … | 3.85 | -2.11 | 6.45 | 9.40 | -22.34 | 7.20 | 4.95 | 2.60 | 7.65 | 29.09 | 2.14 |
| Sharpe Ratio | NA | -0.06 | 0.77 | -0.03 | NA | NA | NA | … | … | 4.15 | -0.14 | 0.57 | 0.48 | -1.20 | 0.40 | 0.22 | 0.05 | 0.61 | 1.80 | 0.72 |
| Standard Deviation(%) | NA | 15.02 | 13.66 | 15.58 | NA | NA | NA | … | … | 3.50 | 15.56 | 11.12 | 19.34 | 19.32 | 10.36 | 7.40 | 9.53 | 10.91 | 15.81 | 13.21 |
| Draw Down(%) | NA | 12.59 | 12.59 | 35.98 | NA | NA | NA | … | … | 0.52 | 12.59 | 8.57 | 18.28 | 33.31 | 7.01 | 7.20 | 7.27 | 9.65 | 10.38 | 3.08 |
| Yield(%) | 0.00 | 0.68 | 0.78 | 2.96 | 3.67 | 2.44 | 1.83 | … | … | 0.00 | 0.69 | 1.01 | 1.06 | 1.12 | 11.23 | 4.62 | 0.90 | 4.35 | 4.09 | 0.00 |
Data as of 04/12/2012, Common starting date is 10/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IOCIX (ICON Risk-Managed Equity I) |
-10.45%
Mar 2006 – Mar 2009 |
-4.30%
Mar 2004 – Mar 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IOCIX (ICON Risk-Managed Equity I) |
15.35%
Mar 2003 – Mar 2006 |
9.91%
Dec 2002 – Dec 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart