Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IPCC (Infinity Property and Casualty Corporation) | NA | 58.10% | 24.82% | 19.80% | 14.48% | 13.91% | NA | … | … |
Data as of 07/11/2018, Common starting date is 02/18/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IPCC (Infinity Property and Casualty Corporation) | 02/18/2003 | 07/11/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 58.10 | 24.82 | 19.80 | 14.48 | 13.91 | NA | … | … | 35.92 | 22.34 | 9.66 | 8.79 | 9.91 | 25.65 | 4.32 | -6.97 | 53.84 | -11.94 | 30.71 | -24.73 | 30.99 | 6.46 | 7.26 | 107.62 |
| Sharpe Ratio | NA | 1.97 | 1.07 | 0.89 | 0.52 | NA | NA | … | … | 2.42 | 0.99 | 0.47 | 0.44 | 0.53 | 1.17 | 0.19 | -0.20 | 1.98 | -0.33 | 0.71 | -0.92 | 1.22 | 0.19 | 0.21 | 4.15 |
| Standard Deviation(%) | NA | 28.96 | 22.92 | 22.02 | 27.62 | NA | NA | … | … | 32.40 | 21.92 | 19.98 | 19.90 | 18.74 | 21.93 | 22.15 | 35.36 | 27.16 | 36.56 | 41.82 | 30.31 | 22.84 | 23.13 | 29.89 | 31.35 |
| Draw Down(%) | NA | 16.08 | 16.49 | 16.49 | 34.57 | NA | NA | … | … | 11.42 | 16.49 | 11.84 | 14.08 | 15.49 | 10.45 | 21.12 | 29.50 | 9.71 | 33.02 | 25.46 | 34.50 | 21.01 | 17.38 | 29.18 | 13.19 |
| Yield(%) | 0.00 | 2.51 | 2.75 | 2.91 | 2.92 | 3.81 | 4.46 | … | … | 1.11 | 2.65 | 2.61 | 2.27 | 2.05 | 2.00 | 1.57 | 1.14 | 1.37 | 1.04 | 1.22 | 0.74 | 0.79 | 0.69 | 0.67 | 1.03 |
Data as of 07/11/2018, Common starting date is 02/18/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPCC (Infinity Property and Casualty Corporation) |
-6.87%
Apr 2006 – Apr 2009 |
1.49%
May 2007 – May 2012 |
7.54%
Apr 2006 – Apr 2016 |
14.55%
Jun 2003 – Jun 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPCC (Infinity Property and Casualty Corporation) |
32.75%
Mar 2003 – Mar 2006 |
22.64%
May 2013 – May 2018 |
15.56%
May 2008 – May 2018 |
14.85%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart