Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IERBX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS A) | NA | -37.75% | -14.03% | -8.15% | -0.68% | -0.63% | 4.39% | … | … |
Data as of 08/06/2020, Common starting date is 12/22/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IERBX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS A) | 12/22/1997 | 08/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -37.75 | -14.03 | -8.15 | -0.68 | -0.63 | 4.39 | … | … | -43.68 | 17.53 | -8.45 | 18.78 | -1.78 | -3.60 | 1.27 | 5.27 | 43.71 | -20.16 | 9.27 | 46.08 | -50.37 | -17.20 | 55.70 | 15.22 | 47.15 | 41.80 | 17.47 | -10.29 | 14.54 | -2.62 | 4.60 | -0.27 |
| Sharpe Ratio | NA | -0.93 | -0.60 | -0.41 | -0.05 | NA | NA | … | … | -1.18 | 1.62 | -0.83 | 2.47 | -0.11 | -0.25 | 0.12 | 0.35 | 2.79 | -0.77 | 0.42 | 1.25 | -1.19 | -0.80 | 3.25 | 1.18 | 3.68 | 3.55 | 1.26 | -1.05 | 0.84 | -0.59 | 0.12 | -1.82 |
| Standard Deviation(%) | NA | 41.38 | 25.39 | 21.90 | 19.73 | NA | NA | … | … | 52.73 | 9.98 | 11.76 | 7.39 | 17.41 | 14.70 | 10.61 | 15.10 | 15.81 | 26.18 | 21.70 | 36.65 | 42.89 | 25.47 | 16.22 | 11.07 | 12.57 | 11.57 | 12.96 | 12.22 | 12.55 | 9.92 | 10.76 | 7.99 |
| Draw Down(%) | NA | 44.39 | 44.39 | 44.39 | 44.39 | NA | NA | … | … | 44.39 | 9.42 | 14.49 | 4.89 | 11.91 | 14.54 | 10.35 | 17.95 | 12.72 | 27.48 | 22.08 | 40.95 | 63.02 | 27.90 | 16.11 | 7.36 | 9.77 | 11.96 | 17.15 | 20.74 | 12.29 | 10.83 | 18.15 | 1.24 |
| Yield(%) | 0.00 | 0.77 | 2.74 | 3.23 | 4.01 | 4.10 | 8.01 | … | … | 0.00 | 0.83 | 3.93 | 7.92 | 4.56 | 2.08 | 1.99 | 5.69 | 5.27 | 2.55 | 3.12 | 4.50 | 0.47 | 9.58 | 7.90 | 7.70 | 1.91 | 3.36 | 0.00 | 0.00 | 1.32 | 1.79 | 3.62 | 0.04 |
Data as of 08/06/2020, Common starting date is 12/22/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IERBX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS A) |
-24.05%
Feb 2006 – Feb 2009 |
-12.13%
Dec 2006 – Dec 2011 |
-2.73%
Mar 2007 – Mar 2017 |
-0.41%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IERBX (INTERNATIONAL REAL ESTATE PORTFOLIO CLASS A) |
45.29%
Mar 2003 – Mar 2006 |
34.47%
Dec 2001 – Dec 2006 |
13.75%
Jan 1998 – Jan 2008 |
10.19%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart