Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBRYX (FBR Small Cap Investor) | NA | 15.23% | 15.47% | 4.74% | 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 |
|---|---|---|
| FBRYX (FBR Small 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 | 15.23 | 15.47 | 4.74 | NA | NA | NA | … | … | 11.68 | 2.26 | 22.49 | 29.23 | -27.29 | 12.52 |
| Sharpe Ratio | NA | 0.76 | 0.64 | 0.15 | NA | NA | NA | … | … | 0.83 | 0.07 | 1.01 | 0.98 | -0.74 | 0.70 |
| Standard Deviation(%) | NA | 19.96 | 24.08 | 28.85 | NA | NA | NA | … | … | 17.00 | 30.55 | 22.27 | 29.83 | 37.91 | 17.51 |
| Draw Down(%) | NA | 14.27 | 27.18 | 47.16 | NA | NA | NA | … | … | 14.27 | 27.18 | 19.17 | 25.42 | 40.52 | 9.37 |
| Yield(%) | 0.00 | 0.00 | 1.24 | 0.68 | 0.40 | 0.27 | 0.20 | … | … | 0.00 | 0.00 | 0.42 | 3.78 | 0.00 | 0.44 |
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 |
|---|---|---|---|---|
| FBRYX (FBR Small Cap Investor) |
-2.81%
Aug 2007 – Aug 2010 |
4.21%
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 |
|---|---|---|---|---|
| FBRYX (FBR Small Cap Investor) |
29.40%
Feb 2009 – Feb 2012 |
6.63%
Apr 2007 – Apr 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart