Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVN | NA | -53.64% | 6.28% | -7.43% | NA | NA | NA | … | … |
Data as of 08/07/2012, Common starting date is 11/19/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVN | 11/19/2003 | 08/07/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.11 | -53.64 | 6.28 | -7.43 | NA | NA | NA | … | … | -48.98 | -22.69 | 56.88 | 441.11 | -74.84 | 9.16 | 36.72 | 0.00 | -9.67 | -10.66 |
| Sharpe Ratio | NA | -0.74 | 0.10 | -0.09 | NA | NA | NA | … | … | -1.17 | -0.32 | 1.05 | 5.25 | -0.69 | 0.11 | 0.54 | -0.06 | -0.17 | -0.99 |
| Standard Deviation(%) | NA | 80.40 | 64.60 | 85.08 | NA | NA | NA | … | … | 57.76 | 70.14 | 53.90 | 83.96 | 109.24 | 55.17 | 62.16 | 38.68 | 61.39 | 65.33 |
| Draw Down(%) | NA | 65.39 | 72.77 | 89.31 | NA | NA | NA | … | … | 59.93 | 55.45 | 31.51 | 30.95 | 86.91 | 44.45 | 45.62 | 27.66 | 55.89 | 22.42 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/07/2012, Common starting date is 11/19/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVN (IVN) |
-31.37%
Nov 2005 – Nov 2008 |
-19.45%
Dec 2003 – Dec 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVN (IVN) |
109.05%
Nov 2008 – Nov 2011 |
34.86%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart