Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IPOSX (THE GLOBAL IPO FUND THE GLOBAL IPO FUND) | NA | 26.33% | 3.30% | 8.66% | 3.81% | 6.88% | 0.88% | 2.08% |
Data as of 04/05/2018, AR inception is 12/19/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IPOSX (THE GLOBAL IPO FUND THE GLOBAL IPO FUND) | 12/19/1997 | 04/05/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 26.33 | 3.30 | 8.66 | 3.81 | 6.88 | 0.88 | 2.08 | 6.50 | 20.02 | -0.14 | -8.84 | -1.93 | 51.74 | 9.11 | -22.68 | 12.84 | 16.01 | -32.77 | 5.01 | 10.43 | 4.28 | 13.14 | 52.20 | -21.49 | -51.85 | -41.52 | 114.89 | 18.44 | 0.24 |
| Sharpe Ratio | NA | 2.03 | 0.19 | 0.53 | 0.19 | NA | NA | 0.03 | 1.69 | 1.74 | -0.02 | -0.52 | -0.11 | 3.16 | 0.55 | -0.87 | 0.67 | 0.78 | -1.65 | 0.14 | 0.50 | 0.17 | 0.92 | 3.43 | -1.52 | -1.43 | -0.81 | 3.64 | 0.62 | 3.96 |
| Standard Deviation(%) | NA | 12.60 | 15.14 | 15.99 | 18.51 | NA | NA | 23.12 | 15.68 | 11.18 | 16.20 | 17.11 | 17.73 | 16.39 | 16.58 | 26.06 | 19.16 | 20.38 | 20.41 | 14.37 | 14.24 | 12.33 | 13.19 | 15.03 | 14.86 | 38.27 | 55.99 | 30.68 | 24.56 | 1.35 |
| Draw Down(%) | NA | 9.74 | 33.35 | 33.35 | 37.97 | NA | NA | 86.26 | 9.74 | 6.19 | 17.20 | 22.92 | 15.82 | 6.84 | 20.18 | 31.53 | 20.50 | 15.62 | 40.46 | 13.68 | 22.55 | 11.12 | 15.00 | 11.91 | 23.99 | 62.06 | 64.30 | 13.55 | 42.62 | 0.00 |
| Yield(%) | 0.00 | 44.87 | 13.37 | 11.02 | 5.29 | 6.58 | 2.17 | 2.75 | 31.93 | 10.25 | 0.00 | 1.85 | 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 | 0.00 |
Data as of 04/05/2018, AR inception is 12/19/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPOSX (THE GLOBAL IPO FUND THE GLOBAL IPO FUND) |
-46.48%
Feb 2000 - Feb 2003 |
-23.11%
Feb 2000 - Feb 2005 |
-12.83%
Feb 2000 - Feb 2010 |
-6.09%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPOSX (THE GLOBAL IPO FUND THE GLOBAL IPO FUND) |
26.55%
Mar 2003 - Mar 2006 |
16.38%
Oct 2002 - Oct 2007 |
6.65%
Mar 2003 - Mar 2013 |
7.23%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart