Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISYS (Integral Systems Inc) | NA | 38.66% | -21.89% | -4.02% | 0.44% | 11.30% | NA | … | … |
Data as of 07/27/2011, Common starting date is 04/01/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISYS (Integral Systems Inc) | 04/01/1993 | 07/27/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.38 | 38.66 | -21.89 | -4.02 | 0.44 | 11.30 | NA | … | … | 11.10 | 14.43 | -28.13 | 3.61 | 0.83 | 23.50 | -2.65 | -7.97 | 5.86 | 4.16 | 37.50 | -68.27 | 126.95 | 185.46 | 45.93 | 5.66 | 8.16 | 63.33 | 55.37 |
| Sharpe Ratio | NA | 1.06 | -0.31 | -0.08 | -0.01 | NA | NA | … | … | 0.59 | 0.33 | -0.43 | 0.04 | -0.07 | 0.49 | -0.14 | -0.32 | 0.15 | 0.07 | 0.69 | -0.69 | 1.86 | 2.83 | -0.14 | 0.02 | 0.06 | 1.77 | 1.52 |
| Standard Deviation(%) | NA | 36.48 | 69.19 | 65.54 | 66.85 | NA | NA | … | … | 34.60 | 43.89 | 65.08 | 76.21 | 33.36 | 41.07 | 34.23 | 27.75 | 35.01 | 46.74 | 52.23 | 104.55 | 66.51 | 64.30 | 66.38 | 114.91 | 68.00 | 33.74 | 51.63 |
| Draw Down(%) | NA | 19.28 | 77.04 | 77.04 | 77.04 | NA | NA | … | … | 19.28 | 40.63 | 56.56 | 67.10 | 18.77 | 31.21 | 22.96 | 29.99 | 23.72 | 34.67 | 31.16 | 77.87 | 34.78 | 34.03 | 28.93 | 33.90 | 30.69 | 6.41 | 9.09 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.12 | 0.19 | 0.10 | 0.21 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.45 | 0.71 | 0.44 | 0.31 | 0.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/27/2011, Common starting date is 04/01/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISYS (Integral Systems Inc) |
-27.21%
Feb 2000 – Feb 2003 |
-16.80%
Feb 2000 – Feb 2005 |
-10.44%
Feb 2000 – Feb 2010 |
7.10%
Aug 1995 – Aug 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISYS (Integral Systems Inc) |
129.67%
Feb 1997 – Feb 2000 |
69.90%
Feb 1995 – Feb 2000 |
29.01%
May 1993 – May 2003 |
24.77%
Jul 1993 – Jul 2008 |
Annualized Rolling Returns Comparison Chart