Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ICH (Investors Capital Holdings Ltd) | NA | 41.60% | 3.48% | 20.13% | 3.65% | NA | NA | 1.54% |
Data as of 07/11/2014, AR inception is 03/21/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICH (Investors Capital Holdings Ltd) | 03/21/2001 | 07/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.67 | 41.60 | 3.48 | 20.13 | 3.65 | NA | NA | 1.54 | -1.53 | 99.72 | -12.20 | -5.31 | 213.77 | -31.00 | -64.02 | 5.26 | 77.48 | -26.81 | -27.02 | 200.00 | -24.30 | -57.74 |
| Sharpe Ratio | NA | 1.03 | 0.07 | 0.36 | 0.04 | NA | NA | 0.01 | -0.21 | 1.89 | -0.27 | -0.09 | 3.04 | -0.20 | -0.77 | 0.04 | 1.31 | -0.74 | -0.67 | 3.61 | -0.44 | -1.00 |
| Standard Deviation(%) | NA | 40.43 | 48.52 | 62.90 | 80.50 | NA | NA | 70.27 | 13.93 | 52.84 | 45.65 | 57.34 | 70.24 | 156.53 | 84.50 | 55.94 | 56.80 | 39.16 | 42.02 | 55.14 | 58.19 | 69.32 |
| Draw Down(%) | NA | 20.90 | 51.33 | 55.33 | 84.07 | NA | NA | 84.07 | 6.17 | 22.44 | 17.65 | 41.36 | 20.59 | 67.08 | 64.96 | 31.32 | 29.46 | 45.29 | 44.63 | 20.49 | 41.38 | 59.60 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.20 | 0.11 | 0.08 | 0.13 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.73 | 0.00 | 1.33 | 0.47 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/11/2014, AR inception is 03/21/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICH (Investors Capital Holdings Ltd) |
-38.98%
Feb 2007 - Feb 2010 |
-24.20%
Mar 2004 - Mar 2009 |
1.07%
Apr 2001 - Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICH (Investors Capital Holdings Ltd) |
42.81%
Mar 2009 - Mar 2012 |
39.12%
Mar 2009 - Mar 2014 |
9.40%
Apr 2002 - Apr 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart