Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ICSCX (ICM SMALL COMPANY PORTFOLIO INSTITUTIONAL CLASS SHARES) | NA | -7.90% | 18.56% | 3.38% | 8.00% | 7.43% | 9.48% | 10.36% |
Data as of 04/04/2023, AR inception is 04/19/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICSCX (ICM SMALL COMPANY PORTFOLIO INSTITUTIONAL CLASS SHARES) | 04/19/1989 | 04/04/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 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 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.25 | -7.90 | 18.56 | 3.38 | 8.00 | 7.43 | 9.48 | 10.36 | -0.29 | -10.82 | 18.13 | 2.80 | 26.16 | -13.96 | 13.13 | 31.36 | -3.20 | 2.88 | 36.17 | 16.93 | -4.85 | 22.73 | 34.46 | -35.11 | 3.35 | 19.22 | 5.22 | 20.56 | 35.30 | -6.30 | 19.05 | 22.46 | -1.07 | -0.51 | 33.01 | 23.01 | 15.49 | -1.15 | 6.65 | 23.13 | 44.60 | -7.38 | -1.23 |
| Sharpe Ratio | NA | -0.44 | 0.75 | 0.08 | 0.33 | NA | NA | 0.41 | -0.31 | -0.51 | 0.77 | 0.06 | 1.55 | -0.94 | 0.99 | 1.80 | -0.22 | 0.19 | 2.63 | 1.02 | -0.15 | 0.94 | 0.93 | -0.81 | 0.02 | 1.10 | 0.22 | 1.42 | 2.35 | -0.37 | 1.04 | 1.29 | -0.44 | -0.28 | 3.45 | 2.66 | 1.35 | -0.50 | 0.31 | 1.94 | 3.52 | -0.97 | -1.13 |
| Standard Deviation(%) | NA | 24.11 | 27.58 | 27.58 | 22.21 | NA | NA | 19.94 | 21.53 | 24.08 | 23.46 | 45.98 | 15.97 | 16.33 | 12.73 | 17.32 | 14.99 | 14.69 | 13.75 | 16.69 | 32.81 | 23.97 | 37.07 | 44.62 | 18.38 | 14.57 | 13.65 | 13.78 | 14.71 | 20.16 | 16.44 | 14.22 | 9.68 | 13.78 | 8.50 | 7.27 | 8.63 | 8.19 | 14.93 | 10.60 | 11.54 | 13.00 | 6.52 |
| Draw Down(%) | NA | 17.40 | 27.11 | 45.37 | 45.37 | NA | NA | 61.13 | 14.11 | 21.42 | 18.10 | 44.23 | 11.01 | 27.03 | 5.69 | 11.10 | 14.14 | 13.86 | 6.00 | 12.89 | 28.79 | 22.57 | 35.90 | 51.75 | 13.54 | 13.49 | 9.45 | 9.40 | 11.28 | 29.26 | 18.17 | 8.23 | 15.26 | 26.78 | 5.51 | 9.80 | 9.12 | 8.58 | 13.92 | 7.27 | 5.90 | 29.92 | 10.40 |
| Yield(%) | 0.00 | 6.57 | 6.72 | 5.80 | 8.65 | 7.26 | 10.91 | 19.32 | 0.00 | 6.25 | 5.06 | 0.70 | 5.49 | 13.03 | 8.05 | 3.95 | 10.44 | 20.43 | 12.85 | 7.61 | 8.67 | 0.34 | 0.44 | 8.91 | 14.83 | 15.93 | 6.67 | 6.91 | 0.28 | 1.14 | 4.20 | 13.38 | 13.12 | 6.31 | 10.14 | 7.71 | 1.11 | 0.55 | 0.45 | 0.71 | 1.57 | 1.52 | 1.00 |
Data as of 04/04/2023, AR inception is 04/19/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICSCX (ICM SMALL COMPANY PORTFOLIO INSTITUTIONAL CLASS SHARES) |
-17.53%
Feb 2006 - Feb 2009 |
-6.08%
Feb 2004 - Feb 2009 |
4.63%
Feb 1999 - Feb 2009 |
5.63%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICSCX (ICM SMALL COMPANY PORTFOLIO INSTITUTIONAL CLASS SHARES) |
35.18%
Oct 1990 - Oct 1993 |
27.11%
Feb 2009 - Feb 2014 |
17.27%
Feb 2009 - Feb 2019 |
15.84%
Oct 1990 - Oct 2005 |
Annualized Rolling Returns Comparison Chart