Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EXITX (INTERNATIONAL SERIES CLASS S) | NA | 8.48% | 4.00% | 1.75% | 3.01% | 4.60% | 3.67% | 5.81% |
Data as of 11/20/2019, AR inception is 12/30/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXITX (INTERNATIONAL SERIES CLASS S) | 12/30/1992 | 11/20/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.27 | 8.48 | 4.00 | 1.75 | 3.01 | 4.60 | 3.67 | 5.81 | 10.60 | -19.30 | 25.13 | 4.54 | -3.72 | -7.56 | 13.91 | 14.47 | -12.94 | 12.07 | 34.27 | -33.25 | 13.01 | 21.97 | 13.99 | 18.62 | 42.09 | -14.22 | -20.10 | -2.77 | 12.77 | 19.93 | 14.68 | 22.14 | 3.25 | -15.80 | 25.74 | 0.29 |
| Sharpe Ratio | NA | 0.66 | 0.28 | 0.08 | 0.18 | NA | NA | 0.24 | 1.05 | -1.50 | 3.27 | 0.29 | -0.27 | -0.68 | 1.13 | 0.99 | -0.54 | 0.68 | 1.61 | -1.27 | 0.77 | 1.46 | 1.20 | 1.38 | 2.60 | -0.67 | -1.04 | -0.34 | 0.47 | 0.71 | 0.63 | 2.29 | -0.06 | -1.36 | 2.37 | NA |
| Standard Deviation(%) | NA | 10.66 | 10.74 | 12.44 | 14.72 | NA | NA | 16.49 | 10.00 | 13.74 | 7.53 | 14.93 | 14.05 | 11.21 | 12.24 | 14.65 | 24.22 | 17.56 | 21.29 | 26.85 | 13.11 | 12.82 | 9.83 | 12.82 | 15.91 | 22.76 | 21.96 | 20.12 | 20.15 | 23.50 | 17.75 | 8.07 | 10.41 | 13.77 | 9.96 | 0.00 |
| Draw Down(%) | NA | 8.02 | 27.43 | 27.43 | 27.43 | NA | NA | 48.50 | 7.31 | 27.43 | 2.86 | 10.50 | 17.53 | 15.09 | 9.81 | 14.98 | 25.05 | 16.14 | 22.14 | 42.23 | 11.71 | 14.94 | 6.84 | 9.90 | 16.81 | 28.50 | 36.19 | 18.44 | 11.73 | 30.33 | 15.94 | 5.17 | 9.80 | 17.97 | 5.09 | 0.00 |
| Yield(%) | 0.00 | 8.90 | 5.26 | 5.55 | 4.24 | 5.82 | 4.54 | 6.74 | 0.00 | 9.60 | 3.22 | 0.78 | 4.47 | 10.66 | 0.00 | 0.00 | 1.15 | 6.31 | 6.32 | 6.46 | 2.46 | 21.89 | 9.88 | 10.18 | 9.15 | 1.35 | 3.93 | 35.46 | 0.74 | 0.83 | 1.31 | 1.48 | 2.91 | 0.00 | 2.73 | 13.32 |
Data as of 11/20/2019, AR inception is 12/30/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXITX (INTERNATIONAL SERIES CLASS S) |
-15.65%
Mar 2000 - Mar 2003 |
-7.15%
Mar 1998 - Mar 2003 |
1.52%
Feb 1999 - Feb 2009 |
3.65%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXITX (INTERNATIONAL SERIES CLASS S) |
32.52%
Mar 2003 - Mar 2006 |
24.44%
Sep 2002 - Sep 2007 |
11.63%
Mar 2003 - Mar 2013 |
9.47%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart