Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IREHF (Integrated Research Limited) | NA | -23.31% | -16.22% | -35.92% | -15.47% | 2.33% | 2.94% | … | … |
Data as of 09/26/2025, Common starting date is 08/16/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IREHF (Integrated Research Limited) | 08/16/2005 | 09/26/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -23.31 | -16.22 | -35.92 | -15.47 | 2.33 | 2.94 | … | … | -35.51 | 98.20 | -21.02 | -85.73 | -25.00 | 36.74 | -4.47 | 58.34 | 5.95 | -21.38 | 128.88 | -1.83 | -27.94 | 316.89 | 12.45 | 6.10 | 8.47 | 3.66 | 2.54 | 3.15 | 3.12 |
| Sharpe Ratio | NA | -0.33 | -0.31 | -0.54 | -0.29 | NA | NA | … | … | -0.54 | 1.76 | -1.05 | -0.71 | -0.92 | 0.84 | -0.28 | 0.74 | 1.59 | -0.79 | 3.56 | -0.15 | -0.73 | 2.50 | 1.45 | 1.42 | 1.38 | 0.75 | -0.02 | -0.09 | 1.17 |
| Standard Deviation(%) | NA | 80.64 | 64.03 | 71.21 | 59.18 | NA | NA | … | … | 89.39 | 53.65 | 23.78 | 122.72 | 27.10 | 34.02 | 26.28 | 77.28 | 3.35 | 27.26 | 36.21 | 12.46 | 38.51 | 128.69 | 8.59 | 4.24 | 6.08 | 3.59 | 32.46 | 3.11 | 5.01 |
| Draw Down(%) | NA | 55.32 | 56.49 | 92.00 | 92.03 | NA | NA | … | … | 52.27 | 6.38 | 21.09 | 85.80 | 25.00 | 3.45 | 16.67 | 25.00 | 0.00 | 23.78 | 0.00 | 10.53 | 34.73 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 23.26 | 0.00 | 0.00 |
| Yield(%) | 0.00 | 3.73 | 2.42 | 0.27 | 1.66 | 10.24 | 8.81 | … | … | 3.14 | 9.78 | 0.00 | 0.00 | 0.00 | 2.32 | 1.62 | 4.14 | 5.72 | 2.63 | 7.91 | 5.02 | 3.63 | 14.41 | 11.37 | 5.84 | 7.95 | 3.53 | 4.41 | 3.05 | 3.03 |
Data as of 09/26/2025, Common starting date is 08/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IREHF (Integrated Research Limited) |
-56.12%
Sep 2020 – Sep 2023 |
-39.05%
Jun 2018 – Jun 2023 |
-13.72%
May 2015 – May 2025 |
1.36%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IREHF (Integrated Research Limited) |
79.79%
Sep 2012 – Sep 2015 |
49.99%
Sep 2010 – Sep 2015 |
31.67%
Apr 2008 – Apr 2018 |
20.55%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart