Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMDEX (AMIDEX35 ISRAEL MUTUAL FUND AMIDEX35 ISRAEL MUTUAL FUND CLASS NO-LOAD) | NA | -11.63% | -5.42% | -5.14% | -0.67% | 1.53% | -2.05% | … | … |
Data as of 06/30/2020, Common starting date is 06/08/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMDEX (AMIDEX35 ISRAEL MUTUAL FUND AMIDEX35 ISRAEL MUTUAL FUND CLASS NO-LOAD) | 06/08/1999 | 06/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.63 | -5.42 | -5.14 | -0.67 | 1.53 | -2.05 | … | … | -12.87 | 11.44 | -11.70 | 10.76 | -10.72 | -1.44 | 0.21 | 16.69 | 0.32 | -29.15 | 15.19 | 61.14 | -40.89 | 26.11 | 10.04 | 14.24 | 14.89 | 56.03 | -39.55 | -44.56 | 17.77 | 42.61 |
| Sharpe Ratio | NA | -0.46 | -0.35 | -0.35 | -0.06 | NA | NA | … | … | -0.68 | 0.85 | -0.84 | 1.09 | -0.80 | -0.11 | 0.02 | 1.45 | 0.02 | -1.06 | 0.95 | 2.88 | -1.57 | 1.48 | 0.45 | 0.97 | 0.92 | 2.43 | -1.58 | -1.08 | 0.31 | 3.88 |
| Standard Deviation(%) | NA | 26.37 | 18.91 | 16.83 | 16.73 | NA | NA | … | … | 36.08 | 11.85 | 15.46 | 9.32 | 13.63 | 13.56 | 9.86 | 11.49 | 14.83 | 27.57 | 15.83 | 21.21 | 26.58 | 15.65 | 15.01 | 12.48 | 15.13 | 22.78 | 25.68 | 44.02 | 44.78 | 21.36 |
| Draw Down(%) | NA | 34.62 | 36.68 | 41.42 | 46.44 | NA | NA | … | … | 34.62 | 9.06 | 21.04 | 9.05 | 13.72 | 14.78 | 7.65 | 7.70 | 23.05 | 32.93 | 19.86 | 11.52 | 50.90 | 12.48 | 19.73 | 9.09 | 20.02 | 12.53 | 51.34 | 59.75 | 31.08 | 3.47 |
| Yield(%) | 0.00 | 3.49 | 1.53 | 0.84 | 0.54 | 0.49 | 0.19 | … | … | 0.00 | 3.82 | 1.31 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.30 | 0.00 | 0.00 | 0.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/30/2020, Common starting date is 06/08/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMDEX (AMIDEX35 ISRAEL MUTUAL FUND AMIDEX35 ISRAEL MUTUAL FUND CLASS NO-LOAD) |
-33.45%
Feb 2000 – Feb 2003 |
-12.06%
Jun 2000 – Jun 2005 |
-3.70%
Mar 2010 – Mar 2020 |
-2.40%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMDEX (AMIDEX35 ISRAEL MUTUAL FUND AMIDEX35 ISRAEL MUTUAL FUND CLASS NO-LOAD) |
29.33%
Sep 2002 – Sep 2005 |
24.67%
Oct 2002 – Oct 2007 |
8.66%
Feb 2003 – Feb 2013 |
7.04%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart