Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IPHS (Innophos Holdings Inc) | NA | 9.94% | -8.78% | -8.39% | 9.64% | NA | NA | … | … |
Data as of 02/07/2020, Common starting date is 11/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IPHS (Innophos Holdings Inc) | 11/02/2006 | 02/07/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 9.94 | -8.78 | -8.39 | 9.64 | NA | NA | … | … | 0.03 | 36.88 | -44.88 | -8.59 | 89.60 | -48.27 | 24.21 | 7.55 | -2.04 | 37.45 | 60.98 | 21.04 | 38.34 | 5.57 | 21.62 |
| Sharpe Ratio | NA | 0.26 | -0.31 | -0.28 | 0.28 | NA | NA | … | … | -0.78 | 1.04 | -1.43 | -0.31 | 2.64 | -1.36 | 1.00 | 0.35 | -0.08 | 0.92 | 1.55 | 0.31 | 0.42 | 0.07 | 6.70 |
| Standard Deviation(%) | NA | 33.34 | 32.12 | 33.18 | 32.03 | NA | NA | … | … | 0.96 | 34.26 | 32.39 | 30.13 | 33.62 | 35.53 | 24.20 | 21.78 | 25.82 | 40.59 | 39.29 | 67.29 | 89.70 | 38.20 | 37.43 |
| Draw Down(%) | NA | 28.56 | 55.57 | 61.32 | 61.47 | NA | NA | … | … | 0.22 | 28.56 | 53.14 | 24.32 | 20.22 | 51.71 | 12.64 | 18.26 | 23.64 | 26.23 | 23.72 | 60.24 | 69.98 | 38.03 | 6.01 |
| Yield(%) | 0.00 | 4.71 | 3.71 | 2.98 | 8.37 | 9.42 | 7.06 | … | … | 0.00 | 5.81 | 4.02 | 3.66 | 6.78 | 3.25 | 3.69 | 2.87 | 2.31 | 2.49 | 2.89 | 3.44 | 4.72 | 4.24 | 0.00 |
Data as of 02/07/2020, Common starting date is 11/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPHS (Innophos Holdings Inc) |
-16.33%
Jan 2013 – Jan 2016 |
-11.09%
Jul 2014 – Jul 2019 |
4.19%
Oct 2008 – Oct 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPHS (Innophos Holdings Inc) |
72.78%
Feb 2009 – Feb 2012 |
42.81%
Feb 2009 – Feb 2014 |
17.68%
Jan 2008 – Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart