Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMDXF (Imdex Limited) | NA | 44.78% | -4.36% | 10.91% | 16.82% | NA | NA | … | … |
Data as of 12/18/2024, Common starting date is 07/31/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMDXF (Imdex Limited) | 07/31/2013 | 12/18/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 44.78 | -4.36 | 10.91 | 16.82 | NA | NA | … | … | 44.78 | -27.60 | -16.55 | 104.34 | -6.12 | 38.26 | 50.51 | 12.50 | 166.67 | -54.79 | -30.48 | -19.23 |
| Sharpe Ratio | NA | 0.94 | -0.21 | 0.19 | 0.28 | NA | NA | … | … | 0.96 | -0.87 | -0.93 | 2.09 | -0.09 | 0.91 | 0.86 | 1.01 | 1.45 | -1.33 | -0.68 | -1.05 |
| Standard Deviation(%) | NA | 43.90 | 34.11 | 48.05 | 56.37 | NA | NA | … | … | 44.75 | 36.08 | 19.47 | 49.95 | 73.21 | 40.54 | 57.67 | 11.80 | 115.18 | 41.37 | 44.84 | 37.94 |
| Draw Down(%) | NA | 20.62 | 49.39 | 49.39 | 61.64 | NA | NA | … | … | 20.62 | 44.77 | 22.24 | 25.70 | 47.62 | 19.77 | 25.50 | 0.00 | 15.15 | 54.79 | 45.52 | 21.64 |
| Yield(%) | 0.00 | 2.82 | 1.23 | 2.11 | 4.04 | 1.55 | 1.16 | … | … | 2.82 | 1.24 | 0.99 | 1.63 | 1.65 | 5.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.58 |
Data as of 12/18/2024, Common starting date is 07/31/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMDXF (Imdex Limited) |
-13.08%
Nov 2013 – Nov 2016 |
2.50%
Apr 2014 – Apr 2019 |
5.29%
Sep 2013 – Sep 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMDXF (Imdex Limited) |
78.98%
Mar 2016 – Mar 2019 |
60.89%
May 2016 – May 2021 |
10.69%
Mar 2014 – Mar 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart