Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IEDBX (EMERGING MARKETS DOMESTIC DEBT PORTFOLIO CLASS P) | NA | -21.92% | -10.77% | -5.78% | 1.27% | 7.12% | NA | … | … |
Data as of 10/08/2015, Common starting date is 12/27/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IEDBX (EMERGING MARKETS DOMESTIC DEBT PORTFOLIO CLASS P) | 12/27/1996 | 10/08/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -21.92 | -10.77 | -5.78 | 1.27 | 7.12 | NA | … | … | -15.98 | -7.15 | -12.76 | 16.57 | -3.90 | 13.48 | 23.43 | -10.80 | 4.29 | 10.78 | 12.53 | 10.82 | 28.33 | 10.73 | 10.52 | 44.75 | 13.91 | -53.90 | -23.37 | -0.40 |
| Sharpe Ratio | NA | -2.51 | -1.32 | -0.65 | 0.04 | NA | NA | … | … | -2.34 | -0.97 | -1.40 | 2.06 | -0.37 | 1.25 | 1.88 | -0.75 | 0.21 | 1.76 | 2.02 | 1.32 | 4.26 | 1.14 | 0.92 | 1.50 | 0.58 | -1.20 | -0.69 | -5.78 |
| Standard Deviation(%) | NA | 8.75 | 8.19 | 8.92 | 9.74 | NA | NA | … | … | 8.67 | 7.37 | 9.11 | 8.08 | 10.66 | 10.74 | 12.39 | 15.72 | 5.54 | 4.21 | 5.10 | 7.44 | 6.48 | 8.41 | 8.89 | 27.01 | 18.28 | 47.64 | 39.03 | 7.43 |
| Draw Down(%) | NA | 22.47 | 34.82 | 34.82 | 34.82 | NA | NA | … | … | 18.11 | 14.19 | 17.41 | 8.68 | 12.84 | 9.02 | 12.66 | 27.50 | 5.15 | 6.34 | 4.96 | 11.83 | 7.36 | 11.99 | 6.68 | 8.76 | 11.36 | 56.61 | 38.04 | 0.53 |
| Yield(%) | 0.00 | 0.00 | 0.98 | 3.44 | 13.27 | 15.63 | 5.23 | … | … | 0.00 | 0.00 | 2.79 | 3.16 | 5.85 | 10.33 | 1.27 | 3.36 | 7.95 | 21.99 | 6.03 | 7.38 | 8.31 | 10.59 | 7.75 | 47.57 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/08/2015, Common starting date is 12/27/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IEDBX (EMERGING MARKETS DOMESTIC DEBT PORTFOLIO CLASS P) |
-28.45%
May 1997 – May 2000 |
-11.42%
Sep 1997 – Sep 2002 |
1.01%
Jun 1997 – Jun 2007 |
2.38%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IEDBX (EMERGING MARKETS DOMESTIC DEBT PORTFOLIO CLASS P) |
26.57%
Nov 2000 – Nov 2003 |
21.84%
Jan 1999 – Jan 2004 |
14.28%
Oct 2000 – Oct 2010 |
10.66%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart