Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INVESTORS CAPITAL HOLDINGS, LTD.401(K) PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | -4.32% | 2.92% | 3.62% | 3.90% | NA | NA | 8.15% |
Data as of 10/30/2015, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INVESTORS CAPITAL HOLDINGS, LTD.401(K) PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | -4.32 | 2.92 | 3.62 | 3.90 | NA | NA | 8.15 | -5.15 | 0.04 | 11.10 | 17.33 | -8.14 | 17.02 | 28.20 | -28.81 | 3.94 | 11.64 | 6.63 | 20.66 | 41.17 | 5.59 | 10.09 |
| Sharpe Ratio | NA | -0.64 | 0.23 | 0.27 | 0.21 | NA | NA | 0.58 | -0.64 | 0.00 | 1.48 | 2.36 | -0.56 | 1.40 | 1.44 | -1.32 | 0.09 | 1.17 | 0.65 | 2.52 | 5.67 | 0.56 | 0.96 |
| Standard Deviation(%) | NA | 8.15 | 7.68 | 9.45 | 12.79 | NA | NA | 11.34 | 8.15 | 7.39 | 7.46 | 7.32 | 14.67 | 12.10 | 19.45 | 22.61 | 9.79 | 7.12 | 6.84 | 7.83 | 7.14 | 8.00 | 8.08 |
| Draw Down(%) | NA | 10.87 | 11.21 | 19.19 | 43.30 | NA | NA | 43.30 | 10.87 | 6.89 | 7.86 | 6.42 | 19.19 | 9.88 | 20.04 | 39.85 | 7.88 | 8.10 | 4.74 | 8.15 | 3.48 | 10.42 | 9.75 |
| Yield(%) | NA | 4.30 | 4.64 | 4.22 | 4.24 | NA | NA | 4.53 | 4.30 | 5.52 | 4.10 | 4.00 | 3.07 | 3.15 | 2.41 | 2.16 | 6.55 | 6.86 | 7.95 | 5.73 | 5.25 | 3.03 | 3.95 |
Data as of 10/30/2015, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INVESTORS CAPITAL HOLDINGS, LTD.401(K) PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
-11.16%
Feb 2006 - Feb 2009 |
-2.19%
Feb 2004 - Feb 2009 |
3.36%
Sep 2005 - Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INVESTORS CAPITAL HOLDINGS, LTD.401(K) PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
23.71%
Mar 2003 - Mar 2006 |
18.01%
Oct 2002 - Oct 2007 |
10.17%
Mar 2001 - Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart