Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBPYX (FBR Small Cap I) | NA | 15.54% | 15.89% | NA | NA | NA | NA | … | … |
Data as of 11/02/2012, Common starting date is 06/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBPYX (FBR Small Cap I) | 06/04/2008 | 11/02/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.54 | 15.89 | NA | NA | NA | NA | … | … | 11.31 | 3.14 | 23.27 | 29.40 | -26.09 |
| Sharpe Ratio | NA | 0.78 | 0.66 | NA | NA | NA | NA | … | … | 0.82 | 0.10 | 1.05 | 0.98 | -0.90 |
| Standard Deviation(%) | NA | 19.84 | 24.06 | NA | NA | NA | NA | … | … | 16.65 | 30.76 | 22.10 | 29.91 | 45.83 |
| Draw Down(%) | NA | 14.22 | 27.11 | NA | NA | NA | NA | … | … | 14.22 | 27.11 | 18.86 | 25.50 | 40.47 |
| Yield(%) | 0.00 | 0.00 | 1.67 | 0.87 | 0.44 | 0.29 | 0.22 | … | … | 0.00 | 0.00 | 0.95 | 4.60 | 0.00 |
Data as of 11/02/2012, Common starting date is 06/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPYX (FBR Small Cap I) |
3.96%
Sep 2008 – Sep 2011 |
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 |
|---|---|---|---|---|
| FBPYX (FBR Small Cap I) |
29.94%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart