Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBCM (FBR Capital Markets Corporatio) | NA | -12.08% | -17.75% | NA | NA | NA | NA | … | … |
Data as of 07/29/2011, Common starting date is 06/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBCM (FBR Capital Markets Corporatio) | 06/11/2007 | 07/29/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -10.19 | -12.08 | -17.75 | NA | NA | NA | NA | … | … | -23.82 | -38.19 | 27.16 | -49.27 | -46.69 |
| Sharpe Ratio | NA | -0.35 | -0.19 | NA | NA | NA | NA | … | … | -1.05 | -0.96 | 0.32 | -0.41 | -1.84 |
| Standard Deviation(%) | NA | 34.84 | 93.45 | NA | NA | NA | NA | … | … | 35.88 | 39.89 | 85.68 | 121.10 | 38.25 |
| Draw Down(%) | NA | 29.54 | 70.25 | NA | NA | NA | NA | … | … | 29.54 | 52.13 | 58.74 | 65.66 | 48.91 |
| 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 |
Data as of 07/29/2011, Common starting date is 06/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBCM (FBR Capital Markets Corporatio) |
-38.95%
Jul 2007 – Jul 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBCM (FBR Capital Markets Corporatio) |
-10.89%
May 2008 – May 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart