Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICAEX (MAINSTAY ICAP EQUITY FUND CLASS I) | NA | 8.57% | 5.86% | 10.84% | 5.59% | 8.09% | 6.63% | … | … |
Data as of 08/11/2017, Common starting date is 12/30/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICAEX (MAINSTAY ICAP EQUITY FUND CLASS I) | 12/30/1994 | 08/11/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.57 | 5.86 | 10.84 | 5.59 | 8.09 | 6.63 | … | … | 7.51 | 5.47 | -1.47 | 9.74 | 29.86 | 15.09 | 0.30 | 16.32 | 28.10 | -38.13 | 6.02 | 20.13 | 10.95 | 11.33 | 28.82 | -24.66 | -0.60 | 7.96 | 16.34 | 11.43 | 29.30 | 26.25 | 31.58 | 0.00 |
| Sharpe Ratio | NA | 1.09 | 0.40 | 0.82 | 0.25 | NA | NA | … | … | 2.47 | 0.33 | -0.09 | 0.85 | 2.69 | 1.13 | 0.01 | 0.86 | 1.01 | -0.94 | 0.18 | 1.69 | 0.87 | 0.95 | 1.79 | -1.05 | -0.19 | 0.20 | 0.80 | 0.40 | 1.58 | 2.20 | 2.80 | NA |
| Standard Deviation(%) | NA | 7.44 | 14.04 | 12.92 | 21.21 | NA | NA | … | … | 4.86 | 15.89 | 16.11 | 11.44 | 11.07 | 13.41 | 23.10 | 18.81 | 27.76 | 41.58 | 16.35 | 9.93 | 10.04 | 10.87 | 15.72 | 24.59 | 16.04 | 18.24 | 16.14 | 19.87 | 16.17 | 10.16 | 9.85 | 0.00 |
| Draw Down(%) | NA | 6.35 | 19.31 | 19.31 | 55.51 | NA | NA | … | … | 2.10 | 13.51 | 14.47 | 8.98 | 5.09 | 11.93 | 21.04 | 15.38 | 26.46 | 49.05 | 9.31 | 8.22 | 6.31 | 7.19 | 11.63 | 34.94 | 20.89 | 9.60 | 14.95 | 25.04 | 9.78 | 8.25 | 7.39 | 0.00 |
| Yield(%) | 0.00 | 25.84 | 15.96 | 13.79 | 7.56 | 9.59 | 7.52 | … | … | 20.36 | 7.36 | 17.42 | 10.51 | 1.48 | 2.18 | 1.22 | 1.68 | 1.76 | 1.75 | 13.76 | 10.42 | 17.54 | 3.63 | 1.15 | 0.84 | 0.86 | 6.64 | 4.53 | 1.42 | 16.03 | 6.36 | 1.40 | 0.00 |
Data as of 08/11/2017, Common starting date is 12/30/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICAEX (MAINSTAY ICAP EQUITY FUND CLASS I) |
-14.67%
Feb 2006 – Feb 2009 |
-4.97%
Feb 2004 – Feb 2009 |
-0.39%
Feb 1999 – Feb 2009 |
4.95%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICAEX (MAINSTAY ICAP EQUITY FUND CLASS I) |
30.12%
Mar 1995 – Mar 1998 |
22.09%
Feb 2009 – Feb 2014 |
12.19%
Jan 1995 – Jan 2005 |
8.75%
Mar 1995 – Mar 2010 |
Annualized Rolling Returns Comparison Chart