Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCE-A (FOREST CITY ENTERPRISES-CL A) | NA | 5.23% | 4.92% | 5.88% | NA | NA | NA | … | … |
Data as of 12/07/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCE-A (FOREST CITY ENTERPRISES-CL A) | 06/18/2012 | 12/07/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 5.23 | 4.92 | 5.88 | NA | NA | NA | … | … | 5.15 | 15.64 | -4.97 | 2.96 | 11.52 | 18.27 | 10.24 | -29.18 | 41.68 | 75.82 | -84.61 | -23.51 | 54.80 | 33.08 | 23.72 | 44.62 | -12.75 | 49.72 | 41.91 | 8.25 | -8.63 | 45.48 | 87.24 | 8.43 | -26.57 | 124.66 | -8.18 |
| Sharpe Ratio | NA | -0.49 | -0.79 | -0.75 | -0.18 | NA | NA | … | … | -0.52 | -0.23 | -1.40 | -0.68 | -0.46 | -0.01 | 0.13 | -1.19 | 0.66 | 0.49 | -0.92 | -1.65 | 1.57 | 0.71 | 0.34 | 1.48 | -1.45 | 1.26 | 0.80 | 0.18 | -0.43 | 2.14 | 5.51 | 0.32 | -1.50 | 4.50 | -0.66 |
| Standard Deviation(%) | NA | 21.39 | 22.40 | 21.16 | 46.52 | NA | NA | … | … | 21.88 | 15.80 | 27.87 | 22.75 | 15.05 | 18.29 | 21.82 | 40.06 | 35.09 | 115.77 | 113.59 | 27.71 | 20.82 | 16.87 | 12.21 | 17.06 | 22.42 | 23.17 | 23.28 | 27.56 | 27.59 | 19.55 | 15.03 | 14.20 | 19.67 | 27.10 | 18.65 |
| Draw Down(%) | NA | 19.96 | 25.60 | 35.36 | 62.85 | NA | NA | … | … | 18.80 | 9.69 | 25.60 | 24.54 | 9.86 | 16.49 | 16.99 | 49.33 | 31.61 | 61.64 | 92.25 | 39.24 | 8.93 | 8.21 | 8.42 | 8.90 | 28.48 | 13.77 | 10.38 | 23.58 | 41.52 | 20.56 | 3.92 | 17.97 | 35.24 | 12.50 | 19.51 |
| Yield(%) | 0.00 | 2.08 | 1.61 | 1.11 | 0.72 | 0.48 | 0.36 | … | … | 1.50 | 2.23 | 1.11 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 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 12/07/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCE-A (FOREST CITY ENTERPRISES-CL A) |
-7.41%
Mar 2015 – Mar 2018 |
1.45%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCE-A (FOREST CITY ENTERPRISES-CL A) |
18.28%
Jul 2012 – Jul 2015 |
11.56%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart