Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IFSB (Colombo Bank) | NA | -70.90% | -46.09% | -30.98% | -28.25% | -30.07% | -20.57% | … | … |
Data as of 10/12/2018, Common starting date is 08/29/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IFSB (Colombo Bank) | 08/29/1985 | 10/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.62 | -70.90 | -46.09 | -30.98 | -28.25 | -30.07 | -20.57 | … | … | -57.27 | -31.25 | -8.70 | 13.06 | 34.78 | -61.67 | 25.00 | -40.00 | -46.49 | -56.67 | -46.92 | -35.52 | -16.76 | 10.19 | -52.75 | 142.75 | 22.04 | -9.52 | -12.50 | -9.43 | -22.06 | 112.49 | -5.19 | 40.63 | -33.33 | 63.64 | 120.00 | 400.00 | -75.00 | -27.27 | -8.33 | -33.34 | 20.00 | 7.14 |
| Sharpe Ratio | NA | -0.59 | -0.51 | -0.37 | -0.19 | NA | NA | … | … | -0.61 | -0.43 | -0.34 | -0.04 | 0.09 | -0.34 | 0.03 | -0.08 | -0.11 | -0.30 | -0.44 | -1.25 | -1.17 | -0.38 | -2.34 | 2.10 | 0.07 | -0.62 | -0.56 | 0.27 | 0.16 | 1.02 | -0.06 | -0.27 | -0.34 | 0.66 | 1.41 | 5.15 | -0.40 | -0.29 | -0.06 | -0.25 | 0.38 | 1.92 |
| Standard Deviation(%) | NA | 154.54 | 139.08 | 143.05 | 260.42 | NA | NA | … | … | 142.20 | 117.25 | 126.65 | 134.96 | 183.38 | 238.13 | 226.76 | 760.16 | 607.07 | 251.16 | 149.97 | 46.25 | 33.46 | 28.82 | 30.86 | 58.69 | 30.75 | 50.50 | 145.95 | 57.40 | 71.29 | 63.93 | 54.09 | 78.03 | 93.37 | 96.05 | 84.38 | 77.11 | 188.25 | 95.45 | 147.68 | 131.75 | 51.93 | 11.95 |
| Draw Down(%) | NA | 81.60 | 88.77 | 88.77 | 98.06 | NA | NA | … | … | 81.60 | 66.00 | 62.15 | 49.23 | 47.78 | 75.00 | 63.45 | 83.71 | 87.62 | 79.56 | 78.25 | 40.91 | 28.40 | 20.65 | 63.12 | 28.19 | 13.96 | 29.81 | 39.12 | 27.60 | 45.66 | 23.08 | 20.60 | 22.87 | 41.66 | 33.04 | 28.00 | 29.42 | 90.00 | 36.00 | 64.00 | 57.14 | 22.22 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.29 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.38 | 3.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/12/2018, Common starting date is 08/29/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFSB (Colombo Bank) |
-60.54%
Jul 2008 – Jul 2011 |
-56.84%
Jan 2008 – Jan 2013 |
-36.29%
Apr 2004 – Apr 2014 |
-29.40%
Sep 2003 – Sep 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFSB (Colombo Bank) |
173.69%
Nov 1990 – Nov 1993 |
77.76%
Nov 1990 – Nov 1995 |
37.61%
Jan 1991 – Jan 2001 |
25.71%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart