Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XSIBX | NA | 7.83% | 2.97% | 4.86% | 3.25% | 3.76% | NA | … | … |
Data as of 05/09/2017, Common starting date is 04/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XSIBX | 04/02/2001 | 05/09/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.83 | 2.97 | 4.86 | 3.25 | 3.76 | NA | … | … | 0.42 | 10.26 | -2.28 | 0.86 | 8.21 | 13.54 | -0.88 | 9.30 | 63.64 | -41.71 | 0.63 | 5.18 | 4.17 | 3.04 | 8.80 | 2.61 | 3.88 |
| Sharpe Ratio | NA | 3.98 | 1.31 | 2.23 | 0.65 | NA | NA | … | … | 0.55 | 4.55 | -1.25 | 0.43 | 4.19 | 5.55 | -0.22 | 3.77 | 11.10 | -4.51 | -0.93 | 1.12 | 1.53 | 2.18 | 6.09 | 0.88 | 1.57 |
| Standard Deviation(%) | NA | 1.78 | 2.06 | 2.10 | 4.43 | NA | NA | … | … | 1.39 | 2.20 | 1.84 | 1.97 | 1.95 | 2.45 | 4.11 | 2.45 | 5.73 | 9.42 | 2.57 | 1.70 | 1.30 | 0.96 | 1.33 | 1.71 | 2.10 |
| Draw Down(%) | NA | 1.12 | 7.60 | 7.60 | 44.39 | NA | NA | … | … | 0.70 | 2.77 | 5.54 | 2.57 | 1.66 | 1.97 | 8.85 | 4.18 | 4.24 | 42.93 | 3.94 | 0.58 | 0.64 | 0.32 | 0.20 | 2.35 | 1.99 |
| Yield(%) | 0.00 | 5.11 | 4.54 | 5.20 | 4.28 | 4.33 | 3.54 | … | … | 1.61 | 5.24 | 4.47 | 4.53 | 5.97 | 6.34 | 4.27 | 4.00 | 7.12 | 5.11 | 6.39 | 5.44 | 4.22 | 2.11 | 4.01 | 4.10 | 4.34 |
Data as of 05/09/2017, Common starting date is 04/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XSIBX (XSIBX) |
-14.87%
Dec 2005 – Dec 2008 |
-7.91%
Dec 2003 – Dec 2008 |
2.51%
Aug 2001 – Aug 2011 |
3.59%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XSIBX (XSIBX) |
21.03%
Dec 2008 – Dec 2011 |
16.85%
Dec 2008 – Dec 2013 |
3.94%
Mar 2003 – Mar 2013 |
3.91%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison Chart