Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAMSX (IIT Sector Allocation Model) | NA | 2.11% | -0.17% | 6.53% | NA | NA | NA | 7.41% |
Data as of 01/24/2017, AR inception is 09/16/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAMSX (IIT Sector Allocation Model) | 09/16/2010 | 01/24/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.11 | -0.17 | 6.53 | NA | NA | NA | 7.41 | 0.00 | 2.11 | -11.95 | 6.85 | 29.00 | 12.37 | 0.31 | 9.92 |
| Sharpe Ratio | NA | 0.52 | -0.03 | 0.61 | NA | NA | NA | 0.58 | NA | 0.50 | -1.07 | 0.65 | 2.13 | 1.11 | 0.02 | 3.20 |
| Standard Deviation(%) | NA | 3.78 | 8.99 | 10.62 | NA | NA | NA | 11.93 | 0.00 | 3.77 | 11.14 | 10.55 | 13.57 | 11.20 | 17.27 | 11.85 |
| Draw Down(%) | NA | 2.66 | 16.38 | 16.38 | NA | NA | NA | 16.97 | 0.00 | 2.66 | 15.81 | 7.12 | 6.01 | 7.24 | 16.97 | 3.56 |
| Yield(%) | 0.00 | 0.14 | 5.53 | 7.42 | 4.34 | 2.89 | 2.17 | 7.23 | 0.00 | 0.14 | 0.25 | 15.81 | 7.06 | 10.40 | 1.24 | 1.60 |
Data as of 01/24/2017, AR inception is 09/16/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAMSX (IIT Sector Allocation Model) |
-1.33%
Dec 2013 - Dec 2016 |
4.81%
Apr 2011 - Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAMSX (IIT Sector Allocation Model) |
16.99%
Aug 2011 - Aug 2014 |
7.76%
Oct 2010 - Oct 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart