Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WIBCX (WRIGHT INTERNATIONAL BLUE CHIP EQUITIES FUND WRIGHT INTERNATIONAL BLUE CHIP EQUITIES FUND) | NA | 8.99% | 1.56% | 3.40% | -0.52% | 5.57% | 2.33% | … | … |
Data as of 05/04/2018, Common starting date is 12/19/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WIBCX (WRIGHT INTERNATIONAL BLUE CHIP EQUITIES FUND WRIGHT INTERNATIONAL BLUE CHIP EQUITIES FUND) | 12/19/1989 | 05/04/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.99 | 1.56 | 3.40 | -0.52 | 5.57 | 2.33 | … | … | -2.72 | 19.54 | -1.02 | -2.04 | -6.51 | 20.66 | 13.31 | -13.65 | 5.76 | 33.77 | -47.74 | 5.50 | 28.49 | 21.13 | 17.71 | 33.23 | -13.44 | -24.18 | -18.10 | 34.33 | 6.14 | 1.54 | 20.73 | 13.61 | -1.64 | 28.22 | -3.94 | 17.21 | -6.92 | 3.53 |
| Sharpe Ratio | NA | 0.84 | 0.08 | 0.23 | -0.03 | NA | NA | … | … | -0.66 | 2.57 | -0.07 | -0.14 | -0.52 | 1.60 | 0.80 | -0.54 | 0.29 | 1.24 | -1.17 | 0.14 | 1.66 | 1.79 | 1.29 | 2.34 | -0.78 | -1.37 | -1.13 | 1.94 | 0.15 | -0.19 | 2.58 | 1.14 | -0.53 | 2.97 | -0.59 | 0.92 | -0.93 | 42.48 |
| Standard Deviation(%) | NA | 9.64 | 14.05 | 13.63 | 21.27 | NA | NA | … | … | 13.44 | 7.37 | 17.61 | 15.25 | 12.53 | 12.93 | 16.72 | 25.23 | 19.31 | 27.14 | 41.55 | 16.48 | 15.14 | 10.56 | 13.01 | 13.92 | 18.81 | 19.66 | 19.69 | 16.00 | 18.39 | 11.30 | 6.57 | 8.47 | 8.83 | 8.73 | 10.78 | 14.46 | 13.31 | 5.71 |
| Draw Down(%) | NA | 9.50 | 22.21 | 24.88 | 61.74 | NA | NA | … | … | 9.50 | 2.75 | 12.77 | 15.72 | 15.49 | 8.98 | 18.00 | 29.41 | 20.86 | 27.96 | 57.28 | 14.43 | 16.38 | 7.78 | 10.96 | 13.39 | 25.24 | 38.94 | 25.49 | 12.10 | 26.75 | 12.04 | 4.02 | 4.89 | 9.28 | 4.68 | 12.87 | 11.47 | 18.80 | 0.00 |
| Yield(%) | 0.00 | 2.04 | 1.56 | 2.16 | 1.49 | 3.85 | 2.66 | … | … | 0.78 | 1.58 | 1.63 | 1.24 | 2.01 | 3.90 | 2.10 | 1.67 | 2.78 | 0.00 | 5.08 | 6.76 | 1.87 | 1.11 | 0.68 | 1.57 | 1.20 | 0.00 | 2.08 | 13.94 | 5.89 | 5.47 | 7.44 | 0.77 | 0.74 | 0.67 | 0.81 | 1.16 | 1.64 | 0.45 |
Data as of 05/04/2018, Common starting date is 12/19/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WIBCX (WRIGHT INTERNATIONAL BLUE CHIP EQUITIES FUND WRIGHT INTERNATIONAL BLUE CHIP EQUITIES FUND) |
-20.59%
Mar 2000 – Mar 2003 |
-10.39%
May 2007 – May 2012 |
-2.00%
Apr 2007 – Apr 2017 |
0.71%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WIBCX (WRIGHT INTERNATIONAL BLUE CHIP EQUITIES FUND WRIGHT INTERNATIONAL BLUE CHIP EQUITIES FUND) |
30.26%
Mar 2003 – Mar 2006 |
23.33%
Sep 2002 – Sep 2007 |
11.18%
Mar 1990 – Mar 2000 |
9.20%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart