Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICRDX | NA | 5.85% | 18.53% | 3.55% | NA | NA | NA | … | … |
Data as of 04/12/2012, Common starting date is 07/09/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICRDX | 07/09/2004 | 04/12/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.85 | 18.53 | 3.55 | NA | NA | NA | … | … | 5.96 | 2.18 | 19.92 | 24.51 | -27.64 | 6.35 | 13.80 | -3.53 | 11.83 |
| Sharpe Ratio | NA | 0.34 | 1.25 | 0.13 | NA | NA | NA | … | … | 4.23 | 0.12 | 1.49 | 1.12 | -0.82 | 0.27 | 1.17 | -0.63 | 2.73 |
| Standard Deviation(%) | NA | 17.13 | 15.00 | 21.58 | NA | NA | NA | … | … | 5.47 | 18.00 | 13.33 | 21.81 | 34.68 | 12.54 | 9.02 | 9.11 | 9.08 |
| Draw Down(%) | NA | 14.86 | 14.86 | 44.40 | NA | NA | NA | … | … | 1.58 | 14.86 | 9.66 | 22.16 | 40.51 | 8.34 | 6.36 | 8.20 | 3.87 |
| Yield(%) | 0.00 | 1.19 | 1.72 | 0.74 | 0.47 | 0.31 | 0.24 | … | … | 0.00 | 1.23 | 2.16 | 0.48 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/12/2012, Common starting date is 07/09/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICRDX (ICRDX) |
-9.53%
Feb 2006 – Feb 2009 |
0.51%
Aug 2004 – Aug 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICRDX (ICRDX) |
21.93%
Feb 2009 – Feb 2012 |
5.51%
Dec 2005 – Dec 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart