Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISI (iShares S&P 1500 Index) | NA | 23.49% | 12.32% | 1.22% | NA | NA | NA | … | … |
Data as of 10/16/2012, Common starting date is 01/26/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISI (iShares S&P 1500 Index) | 01/26/2004 | 10/16/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.93 | 23.49 | 12.32 | 1.22 | NA | NA | NA | … | … | 16.87 | 1.73 | 15.74 | 29.15 | -37.18 | 3.47 | 13.34 | 4.69 | 6.78 |
| Sharpe Ratio | NA | 1.25 | 0.64 | 0.03 | NA | NA | NA | … | … | 1.64 | 0.07 | 0.85 | 1.07 | -0.96 | 0.03 | 0.96 | 0.25 | 0.57 |
| Standard Deviation(%) | NA | 16.69 | 19.19 | 26.43 | NA | NA | NA | … | … | 13.23 | 23.71 | 18.49 | 27.06 | 39.50 | 15.55 | 10.55 | 10.26 | 10.99 |
| Draw Down(%) | NA | 10.00 | 19.57 | 55.43 | NA | NA | NA | … | … | 10.00 | 19.57 | 15.89 | 27.29 | 48.52 | 9.76 | 8.14 | 6.72 | 8.44 |
| Yield(%) | 0.00 | 2.17 | 1.97 | 0.60 | 0.64 | 0.43 | 0.32 | … | … | 1.48 | 1.82 | 1.44 | 2.24 | 0.42 | 0.43 | 0.18 | 0.81 | 0.81 |
Data as of 10/16/2012, Common starting date is 01/26/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISI (iShares S&P 1500 Index) |
-16.50%
Feb 2006 – Feb 2009 |
-7.56%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISI (iShares S&P 1500 Index) |
26.56%
Feb 2009 – Feb 2012 |
3.02%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart