Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITNM (International Monetary Systems Ltd) | NA | 19.05% | 35.72% | 17.84% | 6.28% | -6.27% | NA | … | … |
Data as of 04/03/2023, Common starting date is 07/16/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITNM (International Monetary Systems Ltd) | 07/16/2003 | 04/03/2023 |
| 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 19.05 | 35.72 | 17.84 | 6.28 | -6.27 | NA | … | … | 0.00 | 25.00 | -10.00 | 7.53 | -14.68 | -2.68 | 7.69 | -42.22 | 50.00 | -20.00 | -14.77 | -69.66 | 375.41 | -24.69 | -32.50 | -62.26 | -47.52 | 248.28 | -6.45 | 77.14 | -22.22 |
| Sharpe Ratio | NA | 0.64 | 0.81 | 0.46 | 0.10 | NA | NA | … | … | 0.00 | 0.92 | -0.24 | 0.49 | -0.54 | -0.29 | 0.13 | -0.97 | 0.80 | -0.35 | -0.13 | -0.58 | 3.17 | -0.16 | -0.16 | -0.40 | -0.94 | 2.24 | -0.07 | 0.54 | -0.23 |
| Standard Deviation(%) | NA | 25.32 | 42.74 | 36.25 | 56.35 | NA | NA | … | … | NA | 25.78 | 61.70 | 14.95 | 29.55 | 13.89 | 54.13 | 43.50 | 62.76 | 57.64 | 118.16 | 120.91 | 118.52 | 150.87 | 201.19 | 157.04 | 54.18 | 110.09 | 130.93 | 140.42 | 183.80 |
| Draw Down(%) | NA | 14.29 | 25.00 | 33.17 | 63.91 | NA | NA | … | … | 0.00 | 14.29 | 25.00 | 10.00 | 26.42 | 9.17 | 25.93 | 50.00 | 25.00 | 31.82 | 54.55 | 84.00 | 40.87 | 68.89 | 73.15 | 79.69 | 50.96 | 41.89 | 54.55 | 62.86 | 43.40 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/03/2023, Common starting date is 07/16/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITNM (International Monetary Systems Ltd) |
-52.50%
Sep 2006 – Sep 2009 |
-36.54%
Apr 2004 – Apr 2009 |
-21.92%
Mar 2007 – Mar 2017 |
-13.84%
Sep 2006 – Sep 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITNM (International Monetary Systems Ltd) |
81.23%
Apr 2009 – Apr 2012 |
19.08%
Aug 2017 – Aug 2022 |
6.28%
Feb 2013 – Feb 2023 |
-4.28%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison Chart