Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
IDIYX (Threadneedle Intl Opportunity R4 ) | NA | 32.36% | -2.77% | 2.72% | 3.44% | NA | NA | 0.10% |
Data as of 05/18/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IDIYX (Threadneedle Intl Opportunity R4 ) | 06/21/1996 | 05/18/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 32.36 | -2.77 | 2.72 | 3.44 | NA | NA | 0.10 | 5.08 | 14.56 | 27.53 | -40.39 | 12.73 | 23.86 | 13.58 | 16.69 | 27.75 | -19.90 | -30.25 | -37.69 | 22.90 | 13.54 | 2.02 | -5.43 |
Sharpe Ratio | NA | 1.68 | -0.09 | 0.06 | 0.09 | NA | NA | -0.22 | 0.93 | 0.66 | 1.00 | -1.02 | 0.51 | 1.31 | 1.06 | 1.10 | 1.78 | -0.96 | -1.70 | -1.59 | 0.92 | 0.45 | -3.51 | -1.14 |
Standard Deviation(%) | NA | 19.20 | 30.63 | 26.79 | 22.27 | NA | NA | 21.85 | 15.03 | 21.87 | 27.46 | 40.49 | 19.28 | 15.71 | 10.73 | 14.35 | 15.18 | 21.76 | 19.38 | 26.31 | 21.42 | 22.75 | 15.10 | 11.83 |
Draw Down(%) | NA | 9.52 | 53.48 | 56.23 | 56.23 | NA | NA | 73.29 | 9.52 | 16.95 | 23.37 | 51.64 | 13.69 | 17.76 | 7.99 | 12.43 | 16.99 | 28.33 | 39.26 | 39.80 | 13.70 | 31.25 | 13.86 | 8.47 |
Yield(%) | 0.00 | 1.18 | 1.50 | 1.63 | 1.09 | 0.78 | 0.58 | 0.83 | 0.07 | 1.52 | 2.22 | 2.01 | 1.02 | 1.69 | 0.00 | 0.59 | 0.84 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.37 | 0.00 |
Data as of 05/18/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IDIYX (Threadneedle Intl Opportunity R4 ) |
-31.17%
Mar 2000 - Mar 2003 |
-17.68%
Mar 1998 - Mar 2003 |
-6.67%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IDIYX (Threadneedle Intl Opportunity R4 ) |
27.44%
Mar 2003 - Mar 2006 |
19.94%
Oct 2002 - Oct 2007 |
4.06%
Mar 2001 - Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart