Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IWZ (iShares Russell 3000 Growth Index) | NA | 23.37% | 17.32% | 18.26% | 7.89% | NA | NA | … | … |
Data as of 06/11/2014, Common starting date is 07/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IWZ (iShares Russell 3000 Growth Index) | 07/31/2000 | 06/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.01 | 23.37 | 17.32 | 18.26 | 7.89 | NA | NA | … | … | 4.72 | 33.97 | 14.96 | 1.88 | 17.45 | 36.82 | -38.92 | 10.51 | 9.14 | 5.05 | 6.41 | 30.56 | -28.02 | -20.73 | -21.05 |
| Sharpe Ratio | NA | 1.96 | 1.01 | 1.09 | 0.35 | NA | NA | … | … | 0.87 | 3.02 | 1.13 | 0.08 | 0.98 | 1.51 | -1.09 | 0.47 | 0.51 | 0.27 | 0.44 | 1.62 | -1.01 | -0.71 | -1.31 |
| Standard Deviation(%) | NA | 11.92 | 17.05 | 16.78 | 19.57 | NA | NA | … | … | 12.70 | 11.23 | 13.26 | 23.92 | 17.62 | 24.31 | 36.35 | 16.07 | 11.40 | 10.67 | 12.37 | 18.43 | 28.91 | 32.76 | 36.05 |
| Draw Down(%) | NA | 5.72 | 19.20 | 19.20 | 52.09 | NA | NA | … | … | 5.72 | 5.92 | 9.99 | 19.20 | 15.48 | 21.79 | 48.90 | 9.12 | 9.98 | 7.35 | 12.01 | 12.13 | 36.96 | 41.07 | 31.45 |
| Yield(%) | 0.00 | 1.44 | 1.67 | 2.03 | 1.28 | 0.58 | 0.43 | … | … | 0.29 | 1.58 | 1.74 | 1.31 | 1.34 | 1.70 | 0.47 | 0.25 | 0.68 | 0.87 | 1.08 | 1.04 | 0.58 | 0.31 | 0.05 |
Data as of 06/11/2014, Common starting date is 07/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWZ (iShares Russell 3000 Growth Index) |
-20.69%
Aug 2000 – Aug 2003 |
-9.90%
Aug 2000 – Aug 2005 |
-5.32%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWZ (iShares Russell 3000 Growth Index) |
27.42%
Feb 2009 – Feb 2012 |
24.04%
Feb 2009 – Feb 2014 |
8.45%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart