Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WCOMX (WorldCommodity) | NA | 1.84% | -3.00% | 2.72% | NA | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 01/09/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WCOMX (WorldCommodity) | 01/09/2009 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.84 | -3.00 | 2.72 | NA | NA | NA | … | … | -0.40 | -5.13 | -6.41 | -1.69 | 27.83 | 33.04 |
| Sharpe Ratio | NA | 0.64 | -0.26 | 0.12 | NA | NA | NA | … | … | -0.42 | -0.47 | -0.33 | -0.05 | 0.91 | 1.08 |
| Standard Deviation(%) | NA | 2.84 | 14.49 | 22.96 | NA | NA | NA | … | … | 1.11 | 10.89 | 19.96 | 33.18 | 30.43 | 31.45 |
| Draw Down(%) | NA | 1.52 | 30.24 | 32.63 | NA | NA | NA | … | … | 0.80 | 19.34 | 30.24 | 25.52 | 27.31 | 17.40 |
| Yield(%) | 0.00 | 0.00 | 0.43 | 0.51 | 0.33 | 0.22 | 0.16 | … | … | 0.00 | 0.00 | 0.00 | 1.22 | 0.86 | 0.00 |
Data as of 11/20/2014, Common starting date is 01/09/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WCOMX (WorldCommodity) |
-8.73%
Jul 2011 – Jul 2014 |
3.10%
Sep 2009 – Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WCOMX (WorldCommodity) |
24.94%
Feb 2009 – Feb 2012 |
9.93%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart