Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IWWGX (Threadneedle Intl Opportunity B) | NA | 31.41% | -3.76% | 1.67% | 2.61% | NA | NA | 2.29% |
Data as of 05/18/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IWWGX (Threadneedle Intl Opportunity B) | 06/21/1996 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 31.41 | -3.76 | 1.67 | 2.61 | NA | NA | 2.29 | 4.83 | 13.49 | 26.25 | -41.19 | 11.41 | 22.90 | 12.56 | 15.66 | 26.13 | -20.20 | -29.89 | -25.74 | 42.94 | 14.58 | 1.15 | 0.43 |
| Sharpe Ratio | NA | 1.63 | -0.12 | 0.02 | 0.06 | NA | NA | -0.13 | 0.87 | 0.61 | 0.95 | -1.04 | 0.44 | 1.24 | 0.97 | 1.04 | 1.68 | -0.98 | -1.68 | -1.67 | 2.57 | 0.49 | -3.55 | -0.31 |
| Standard Deviation(%) | NA | 19.23 | 30.65 | 26.80 | 22.27 | NA | NA | 20.66 | 15.18 | 21.90 | 27.41 | 40.53 | 19.31 | 15.83 | 10.75 | 14.21 | 15.14 | 21.70 | 19.48 | 17.84 | 15.46 | 22.76 | 15.17 | 8.57 |
| Draw Down(%) | NA | 9.64 | 53.95 | 56.99 | 56.99 | NA | NA | 64.59 | 9.64 | 17.06 | 23.63 | 52.21 | 13.68 | 17.83 | 8.09 | 12.44 | 17.13 | 28.66 | 39.68 | 28.35 | 9.05 | 31.42 | 14.04 | 6.70 |
| Yield(%) | 0.00 | 0.00 | 0.56 | 0.50 | 0.35 | 3.25 | 2.43 | 3.48 | 0.00 | 0.58 | 0.78 | 0.77 | 0.00 | 0.49 | 0.43 | 0.00 | 0.00 | 0.00 | 0.10 | 12.38 | 18.63 | 1.29 | 3.41 | 5.55 |
Data as of 05/18/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWWGX (Threadneedle Intl Opportunity B) |
-26.98%
Mar 2000 - Mar 2003 |
-11.95%
Mar 1998 - Mar 2003 |
-4.17%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWWGX (Threadneedle Intl Opportunity B) |
26.15%
Mar 2003 - Mar 2006 |
18.89%
Oct 2002 - Oct 2007 |
5.00%
Oct 1997 - Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart