Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBRPX (FBR Large Cap Investor) | NA | -7.56% | 2.29% | -2.28% | NA | NA | NA | … | … |
Data as of 11/02/2012, Common starting date is 11/16/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBRPX (FBR Large Cap Investor) | 11/16/2005 | 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 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.56 | 2.29 | -2.28 | NA | NA | NA | … | … | -6.67 | -3.61 | 10.95 | 33.92 | -31.87 | 10.09 | 18.89 | 2.10 |
| Sharpe Ratio | NA | -0.34 | 0.10 | -0.10 | NA | NA | NA | … | … | -0.37 | -0.15 | 0.59 | 1.25 | -0.89 | 0.43 | 1.27 | 2.10 |
| Standard Deviation(%) | NA | 22.36 | 21.34 | 26.41 | NA | NA | NA | … | … | 21.80 | 24.55 | 18.50 | 27.04 | 36.60 | 16.37 | 12.24 | 7.69 |
| Draw Down(%) | NA | 22.12 | 23.84 | 47.14 | NA | NA | NA | … | … | 22.12 | 20.29 | 16.55 | 23.22 | 41.76 | 10.39 | 11.58 | 1.45 |
| Yield(%) | 0.00 | 0.12 | 0.31 | 2.19 | 1.90 | 1.26 | 0.95 | … | … | 0.00 | 0.11 | 0.31 | 0.57 | 0.40 | 11.21 | 4.35 | 0.00 |
Data as of 11/02/2012, Common starting date is 11/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBRPX (FBR Large Cap Investor) |
-9.96%
Feb 2006 – Feb 2009 |
-3.16%
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 |
|---|---|---|---|---|
| FBRPX (FBR Large Cap Investor) |
21.83%
Feb 2009 – Feb 2012 |
5.79%
Dec 2005 – Dec 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart