Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IRIS (IRIS International Inc) | NA | 123.51% | 23.49% | 2.77% | 21.63% | 11.13% | 8.11% | … | … |
Data as of 11/01/2012, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IRIS (IRIS International Inc) | 03/27/1990 | 11/01/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 123.51 | 23.49 | 2.77 | 21.63 | 11.13 | 8.11 | … | … | 108.45 | -8.60 | -17.23 | -11.33 | -28.95 | 55.10 | -42.13 | 124.21 | 61.16 | 161.90 | -2.53 | 80.92 | 61.73 | 0.00 | -76.04 | -14.21 | -50.00 | 50.10 | 40.00 | 6.47 | 90.44 | -5.92 | 87.23 |
| Sharpe Ratio | NA | 2.70 | 0.56 | 0.05 | 0.37 | NA | NA | … | … | 2.64 | -0.17 | -0.50 | -0.22 | -0.44 | 1.30 | -0.69 | 2.43 | 1.34 | 3.59 | -0.07 | 1.06 | 0.39 | -0.02 | -0.74 | -1.06 | -0.88 | 1.01 | 0.63 | 0.05 | 0.48 | -0.07 | 0.73 |
| Standard Deviation(%) | NA | 45.65 | 43.09 | 53.37 | 54.68 | NA | NA | … | … | 53.51 | 50.43 | 34.65 | 52.76 | 68.36 | 40.13 | 66.33 | 50.32 | 45.05 | 44.93 | 52.48 | 76.07 | 147.53 | 135.72 | 107.04 | 65.10 | 60.50 | 46.02 | 59.20 | 82.68 | 181.71 | 136.11 | 167.67 |
| Draw Down(%) | NA | 26.11 | 41.84 | 66.83 | 73.75 | NA | NA | … | … | 26.11 | 25.45 | 40.61 | 38.31 | 59.83 | 24.86 | 67.49 | 27.58 | 31.48 | 20.79 | 54.68 | 31.82 | 71.27 | 62.67 | 84.01 | 38.10 | 71.73 | 28.89 | 32.70 | 51.52 | 67.79 | 57.64 | 61.34 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/01/2012, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IRIS (IRIS International Inc) |
-54.86%
Apr 1996 – Apr 1999 |
-33.98%
Nov 1994 – Nov 1999 |
-9.11%
Mar 1993 – Mar 2003 |
-0.24%
May 1996 – May 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IRIS (IRIS International Inc) |
115.07%
Nov 2002 – Nov 2005 |
79.88%
Nov 2000 – Nov 2005 |
32.92%
Dec 1998 – Dec 2008 |
19.87%
Feb 1991 – Feb 2006 |
Annualized Rolling Returns Comparison Chart