Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IBIBF (IBI Group Inc) | NA | 53.69% | 57.17% | 19.36% | 4.30% | NA | NA | … | … |
Data as of 09/28/2022, Common starting date is 02/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IBIBF (IBI Group Inc) | 02/17/2009 | 09/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.54 | 53.69 | 57.17 | 19.36 | 4.30 | NA | NA | … | … | 32.93 | 66.30 | 50.12 | 51.96 | -56.77 | 51.87 | 164.20 | 3.18 | 96.25 | -87.56 | -50.00 | -5.09 | -16.56 | 33.11 |
| Sharpe Ratio | NA | 1.32 | 1.28 | 0.48 | 0.06 | NA | NA | … | … | 1.08 | 2.37 | 0.82 | 1.94 | -1.94 | 2.00 | 3.33 | 0.04 | 1.00 | -0.94 | -1.37 | -0.14 | -0.53 | 1.12 |
| Standard Deviation(%) | NA | 40.06 | 44.25 | 38.60 | 58.79 | NA | NA | … | … | 42.81 | 27.93 | 60.21 | 26.11 | 29.90 | 25.80 | 48.91 | 72.17 | 96.36 | 93.57 | 36.82 | 35.68 | 31.34 | 34.22 |
| Draw Down(%) | NA | 17.81 | 52.48 | 70.65 | 93.80 | NA | NA | … | … | 17.81 | 10.95 | 51.61 | 12.44 | 61.06 | 8.15 | 13.77 | 32.91 | 53.38 | 91.19 | 59.08 | 39.13 | 34.14 | 24.59 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.20 | 2.52 | 1.89 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.75 | 6.35 | 7.01 | 9.20 | 9.77 |
Data as of 09/28/2022, Common starting date is 02/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBIBF (IBI Group Inc) |
-61.06%
Dec 2010 – Dec 2013 |
-40.47%
Mar 2010 – Mar 2015 |
-15.68%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBIBF (IBI Group Inc) |
83.27%
Jan 2015 – Jan 2018 |
35.64%
Jan 2016 – Jan 2021 |
4.81%
Jul 2012 – Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart