Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XXIA (Ixia) | NA | 91.33% | 15.06% | 11.62% | 7.94% | 5.96% | NA | … | … |
Data as of 04/18/2017, Common starting date is 10/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XXIA (Ixia) | 10/26/2000 | 04/18/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.13 | 91.33 | 15.06 | 11.62 | 7.94 | 5.96 | NA | … | … | 22.05 | 29.53 | 10.49 | -15.48 | -21.61 | 61.56 | -37.37 | 125.23 | 28.89 | -39.03 | -1.25 | -35.14 | -11.96 | 43.68 | 220.55 | -71.60 | -43.83 | -1.08 |
| Sharpe Ratio | NA | 1.95 | -0.24 | -0.25 | -0.26 | NA | NA | … | … | 3.69 | -0.10 | -0.24 | -1.03 | -0.89 | 1.00 | -0.95 | 2.46 | 0.19 | -0.88 | -0.65 | -1.26 | -0.52 | 0.37 | 3.38 | -0.91 | -0.53 | -0.23 |
| Standard Deviation(%) | NA | 29.39 | 36.40 | 39.08 | 46.97 | NA | NA | … | … | 22.42 | 44.69 | 33.93 | 33.13 | 45.27 | 43.60 | 58.97 | 43.40 | 55.22 | 66.61 | 36.02 | 45.81 | 63.19 | 65.08 | 59.51 | 100.59 | 123.69 | 165.24 |
| Draw Down(%) | NA | 12.75 | 44.73 | 61.60 | 62.41 | NA | NA | … | … | 6.76 | 29.93 | 21.19 | 41.23 | 46.00 | 32.16 | 62.41 | 21.65 | 27.33 | 50.32 | 26.99 | 51.40 | 51.58 | 63.05 | 23.21 | 82.28 | 84.67 | 45.53 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/18/2017, Common starting date is 10/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XXIA (Ixia) |
-29.03%
Jun 2005 – Jun 2008 |
-18.28%
Jan 2004 – Jan 2009 |
-7.38%
Jan 2001 – Jan 2011 |
-8.08%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XXIA (Ixia) |
59.46%
Dec 2002 – Dec 2005 |
24.06%
Oct 2002 – Oct 2007 |
16.62%
Dec 2002 – Dec 2012 |
6.25%
Feb 2002 – Feb 2017 |
Annualized Rolling Returns Comparison Chart