Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/21/2012.
Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
---|---|---|---|---|---|---|---|---|
IFOFX (Integrity Fund of Funds) | 2.61% | NA | 12.23% | 6.51% | -0.45% | 6.05% | 2.10% | NA |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
IFOFX (Integrity Fund of Funds) | 02/21/1997 | 12/21/2012 |
The return data shown below all have the same latest date: 12/21/2012.
AR inception is since 02/21/1997.
AR inception is since 02/21/1997.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.07 | 12.23 | 6.51 | -0.45 | 6.05 | 2.10 | NA | 2.61 | 11.06 | -4.03 | 11.01 | 34.49 | -39.51 | 6.98 | 14.01 | 7.57 | 11.72 | 29.07 | -22.29 | -22.00 | -8.09 | 13.24 | 8.09 | 18.54 |
Sharpe Ratio | NA | 1.05 | 0.36 | -0.03 | 0.26 | NA | NA | 0.03 | 0.98 | -0.18 | 0.60 | 1.41 | -1.12 | 0.29 | 1.21 | 0.62 | 1.03 | 1.94 | -0.99 | -1.05 | -0.39 | 0.57 | 0.25 | 1.22 |
Standard Deviation(%) | NA | 11.62 | 17.88 | 24.18 | 19.06 | NA | NA | 20.28 | 11.59 | 21.95 | 18.35 | 24.39 | 36.05 | 13.81 | 8.89 | 8.69 | 10.45 | 14.61 | 23.60 | 23.49 | 31.40 | 17.54 | 19.30 | 15.06 |
Draw Down(%) | NA | 10.42 | 21.38 | 51.80 | 53.65 | NA | NA | 57.26 | 10.42 | 21.38 | 16.23 | 24.04 | 49.72 | 9.23 | 7.97 | 6.76 | 8.48 | 14.22 | 33.13 | 37.25 | 22.67 | 11.45 | 23.91 | 7.63 |
Yield(%) | 0.00 | 0.00 | 0.01 | 0.05 | 0.36 | 2.38 | 1.92 | 2.56 | 0.00 | 0.00 | 0.00 | 0.03 | 0.00 | 0.26 | 0.36 | 0.00 | 2.00 | 0.00 | 0.00 | 0.00 | 11.56 | 7.87 | 5.01 | 8.44 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IFOFX (Integrity Fund of Funds) |
-20.58%
Mar 2000 - Mar 2003 |
-8.45%
Mar 1998 - Mar 2003 |
-4.10%
Feb 1999 - Feb 2009 |
1.82%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
IFOFX (Integrity Fund of Funds) |
21.38%
Feb 2009 - Feb 2012 |
15.63%
Sep 2002 - Sep 2007 |
6.99%
Sep 2002 - Sep 2012 |
2.83%
Mar 1997 - Mar 2012 |
Annualized Rolling Returns Comparison Chart