Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBRMX (FBR Mid Cap Investor) | NA | 5.00% | 9.95% | 3.37% | NA | NA | NA | … | … |
Data as of 11/02/2012, Common starting date is 03/02/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBRMX (FBR Mid Cap Investor) | 03/02/2007 | 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 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | 5.00 | 9.95 | 3.37 | NA | NA | NA | … | … | 4.89 | -1.78 | 19.84 | 32.54 | -26.31 | 8.74 |
| Sharpe Ratio | NA | 0.30 | 0.50 | 0.12 | NA | NA | NA | … | … | 0.40 | -0.07 | 1.09 | 1.23 | -0.74 | 0.49 |
| Standard Deviation(%) | NA | 16.59 | 19.66 | 25.64 | NA | NA | NA | … | … | 14.68 | 24.67 | 18.05 | 26.38 | 36.86 | 15.50 |
| Draw Down(%) | NA | 12.56 | 21.49 | 44.63 | NA | NA | NA | … | … | 12.56 | 21.49 | 14.25 | 20.88 | 43.77 | 10.79 |
| Yield(%) | 0.00 | 0.02 | 0.25 | 0.61 | 0.34 | 0.23 | 0.17 | … | … | 0.00 | 0.02 | 0.27 | 0.53 | 1.26 | 1.33 |
Data as of 11/02/2012, Common starting date is 03/02/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBRMX (FBR Mid Cap Investor) |
-1.87%
Jun 2007 – Jun 2010 |
2.86%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBRMX (FBR Mid Cap Investor) |
24.25%
Feb 2009 – Feb 2012 |
5.34%
Apr 2007 – Apr 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart