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ICAEX: MAINSTAY ICAP EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/30/1995 |
Last Dividend Date: | 05/03/2017 |
12-Mo. Yield | 0.00% |
Expenses | 0.90% |
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Performance Analytics (As of 10/31/2017)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 13.8 | 4.9 | 10.4 | 4.9 | 8.7 | 6.7 | 8.2 | 7.6 | 5.4 | -1.4 | 9.8 | 29.9 | 15.1 | 0.3 | 16.3 | 28.1 | -38.1 | 6.0 | 20.1 | 10.9 | 11.3 | 28.8 | -24.7 | -0.6 | 8.0 | 16.3 | 11.4 | 29.3 | 26.3 | 20.1 |
Sharpe Ratio | NA | 2.43 | 0.34 | 0.81 | 0.22 | NA | NA | 0.31 | 2.06 | 0.33 | -0.09 | 0.85 | 2.7 | 1.13 | 0.01 | 0.86 | 1.01 | -0.94 | 0.18 | 1.7 | 0.87 | 0.96 | 1.79 | -1.05 | -0.19 | 0.21 | 0.81 | 0.41 | -1.6 | 2.22 | 2.28 |
Draw Down(%) | NA | 2.1 | 19.3 | 19.3 | 55.2 | NA | NA | 55.5 | 2.1 | 13.5 | 14.5 | 9.0 | 5.1 | 11.9 | 21.0 | 15.4 | 26.5 | 49.0 | 9.3 | 8.2 | 6.3 | 7.2 | 11.6 | 34.9 | 20.9 | 9.6 | 15.0 | 25.0 | 9.8 | 8.3 | 7.4 |
Standard Deviation(%) | NA | 5.5 | 13.5 | 12.7 | 21.3 | NA | NA | 18.2 | 4.2 | 15.7 | 16.1 | 11.4 | 11.1 | 13.4 | 23.1 | 18.8 | 27.8 | 41.6 | 16.3 | 9.9 | 10.0 | 10.9 | 15.7 | 24.6 | 16.0 | 18.2 | 16.1 | 19.9 | 16.2 | 10.2 | 10.4 |
Treynor Ratio | NA | 0.27 | 0.05 | 0.1 | 0.05 | NA | NA | 0.06 | 0.25 | 0.05 | -0.01 | 0.1 | 0.31 | 0.15 | 0.0 | 0.17 | 0.33 | -0.41 | 0.03 | 0.17 | 0.1 | 0.11 | 0.32 | -0.29 | -0.04 | 0.04 | 0.15 | 0.08 | -0.31 | 0.27 | 0.26 |
Alpha | NA | 0.01 | -0.02 | -0.02 | -0.02 | NA | NA | -0.01 | 0.02 | -0.05 | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | 0.01 | 0.04 | -0.03 | 0.02 | -0.01 | 0.02 | -0.01 | 0.0 | -0.03 | 0.03 | 0.01 | 0.02 | -0.01 | -0.02 | 0.02 | -0.01 |
Beta | NA | 0.49 | 0.99 | 0.99 | 0.94 | NA | NA | 0.92 | 0.35 | 1.12 | 1.02 | 1.02 | 0.97 | 1.03 | 0.96 | 0.98 | 0.86 | 0.94 | 0.95 | 1.02 | 0.92 | 0.99 | 0.87 | 0.88 | 0.75 | 0.89 | 0.88 | 0.98 | 0.83 | 0.83 | 0.9 |
RSquared | NA | 0.48 | 0.87 | 0.89 | 0.95 | NA | NA | 0.92 | 0.35 | 0.9 | 0.95 | 0.94 | 0.94 | 0.95 | 0.98 | 0.91 | 0.96 | 0.98 | 0.97 | 0.94 | 0.94 | 0.94 | 0.88 | 0.96 | 0.89 | 0.86 | 0.83 | 0.9 | 0.74 | 0.85 | 0.51 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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See LARGE VALUE Asset Class Trend Rankings |
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