Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMIAY (IMI PLC) | NA | -24.13% | 15.37% | 9.96% | NA | NA | NA | … | … |
Data as of 01/13/2023, Common starting date is 02/26/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMIAY (IMI PLC) | 02/26/2013 | 01/13/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.41 | -24.13 | 15.37 | 9.96 | NA | NA | NA | … | … | 8.31 | -33.12 | 58.60 | 33.68 | -16.93 | 26.00 | 4.01 | -1.83 | -28.63 | -15.34 | 31.47 |
| Sharpe Ratio | NA | -0.60 | 0.44 | 0.31 | NA | NA | NA | … | … | 18.33 | -0.82 | 2.23 | 1.11 | -0.87 | 1.27 | 1.18 | -0.07 | -0.86 | -0.26 | 1.71 |
| Standard Deviation(%) | NA | 42.94 | 33.95 | 29.30 | NA | NA | NA | … | … | 45.34 | 42.30 | 26.29 | 30.12 | 21.15 | 19.48 | 2.88 | 27.79 | 33.50 | 59.67 | 22.22 |
| Draw Down(%) | NA | 46.46 | 48.89 | 48.89 | NA | NA | NA | … | … | 4.18 | 48.89 | 4.85 | 10.45 | 19.63 | 0.00 | 0.00 | 18.91 | 38.42 | 44.92 | 8.25 |
| Yield(%) | 0.00 | 1.31 | 3.60 | 3.71 | 4.55 | 3.03 | 2.27 | … | … | 0.00 | 1.25 | 2.02 | 5.81 | 3.27 | 4.08 | 3.89 | 3.88 | 2.94 | 17.87 | 2.70 |
Data as of 01/13/2023, Common starting date is 02/26/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMIAY (IMI PLC) |
-25.31%
Mar 2014 – Mar 2017 |
-11.40%
Mar 2014 – Mar 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMIAY (IMI PLC) |
24.62%
May 2018 – May 2021 |
18.21%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart