Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IVBYX (IVY GLOBAL INCOME ALLOCATION FUND CLASS Y) | NA | -1.93% | 5.03% | 3.37% | 7.36% | NA | NA | 6.18% |
Data as of 11/02/2018, AR inception is 12/17/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVBYX (IVY GLOBAL INCOME ALLOCATION FUND CLASS Y) | 12/17/2003 | 11/02/2018 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.31 | -1.93 | 5.03 | 3.37 | 7.36 | NA | NA | 6.18 | -3.62 | 13.92 | 6.48 | -1.09 | 1.68 | 10.97 | 10.95 | -3.88 | 12.15 | 28.43 | -32.47 | 9.32 | 22.57 | 4.19 | 18.42 | 3.42 |
| Sharpe Ratio | NA | -0.44 | 0.54 | 0.36 | 0.54 | NA | NA | 0.36 | -0.74 | 2.74 | 0.60 | -0.11 | 0.23 | 1.43 | 1.08 | -0.24 | 0.80 | 1.24 | -1.17 | 0.51 | 1.99 | 0.27 | 1.62 | 42.36 |
| Standard Deviation(%) | NA | 7.07 | 8.12 | 8.33 | 13.31 | NA | NA | 13.62 | 7.50 | 4.88 | 10.52 | 10.34 | 7.26 | 7.66 | 10.17 | 16.19 | 15.07 | 22.91 | 28.49 | 12.50 | 9.77 | 7.52 | 10.76 | 3.68 |
| Draw Down(%) | NA | 7.86 | 9.68 | 16.15 | 23.00 | NA | NA | 48.23 | 7.86 | 1.81 | 8.80 | 13.21 | 8.31 | 8.24 | 11.22 | 15.40 | 13.18 | 21.92 | 42.59 | 9.52 | 9.33 | 5.67 | 9.87 | 0.08 |
| Yield(%) | 0.00 | 3.90 | 4.67 | 4.25 | 5.45 | 5.24 | 3.93 | 5.61 | 2.65 | 4.02 | 4.12 | 5.85 | 4.25 | 3.97 | 4.87 | 4.41 | 2.31 | 0.33 | 6.64 | 5.70 | 6.41 | 5.93 | 2.62 | 1.45 |
Data as of 11/02/2018, AR inception is 12/17/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVBYX (IVY GLOBAL INCOME ALLOCATION FUND CLASS Y) |
-10.15%
Feb 2006 - Feb 2009 |
-2.26%
Feb 2004 - Feb 2009 |
2.93%
Oct 2007 - Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVBYX (IVY GLOBAL INCOME ALLOCATION FUND CLASS Y) |
21.40%
Feb 2009 - Feb 2012 |
15.79%
Feb 2009 - Feb 2014 |
7.30%
Oct 2008 - Oct 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart