Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IOLIX (ICON Long/Short I ) | NA | 2.35% | 18.01% | -3.44% | NA | NA | NA | 5.04% |
Data as of 03/06/2012, AR inception is 10/11/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IOLIX (ICON Long/Short I ) | 10/11/2002 | 03/06/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.35 | 18.01 | -3.44 | NA | NA | NA | 5.04 | 6.48 | 1.20 | 3.25 | 14.90 | -39.92 | 8.92 | 11.38 | 6.32 | 18.55 | 39.13 | -4.69 |
| Sharpe Ratio | NA | 0.05 | 0.99 | -0.18 | NA | NA | NA | 0.18 | 5.93 | 0.05 | 0.24 | 0.74 | -1.17 | 0.37 | 0.66 | 0.31 | 1.38 | 1.83 | -1.02 |
| Standard Deviation(%) | NA | 24.09 | 18.06 | 23.12 | NA | NA | NA | 19.84 | 7.29 | 24.33 | 13.41 | 20.07 | 34.76 | 16.09 | 12.23 | 13.38 | 12.71 | 21.04 | 20.28 |
| Draw Down(%) | NA | 19.09 | 19.09 | 55.95 | NA | NA | NA | 55.95 | 0.75 | 19.09 | 12.00 | 25.74 | 48.61 | 11.12 | 11.27 | 9.03 | 10.06 | 17.09 | 10.42 |
| Yield(%) | 0.00 | 0.00 | 0.76 | 1.43 | 2.47 | 1.65 | 1.24 | 2.75 | 0.00 | 0.00 | 0.28 | 1.43 | 1.54 | 4.41 | 2.85 | 0.00 | 4.02 | 2.79 | 0.00 |
Data as of 03/06/2012, AR inception is 10/11/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IOLIX (ICON Long/Short I ) |
-17.06%
Feb 2006 - Feb 2009 |
-6.17%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IOLIX (ICON Long/Short I ) |
29.14%
Mar 2003 - Mar 2006 |
16.30%
Dec 2002 - Dec 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart