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 Inc Class A) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 04/07/2014, Common starting date is 03/18/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCE.A (Forest City Enterprises Inc Class A) | 03/18/1992 | 04/07/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 18.27 | 36.63 | -29.18 | 41.68 | 75.82 | -84.61 | -23.51 | 54.80 | 32.45 | 21.78 | 43.00 | -13.56 | 48.39 | 40.32 | 6.93 | -9.55 | 44.24 | 86.97 | 8.02 | -26.80 | 124.66 | -8.75 |
| Sharpe Ratio | NA | 0.50 | 0.03 | 0.67 | -0.07 | NA | NA | … | … | NA | 1.00 | 1.30 | -0.73 | 1.19 | 0.65 | -0.75 | -0.96 | 2.49 | 1.80 | 1.71 | 2.48 | -0.65 | 2.03 | 1.56 | 0.13 | -0.47 | -0.56 | 5.50 | 0.29 | -1.51 | 4.49 | -0.70 |
| Standard Deviation(%) | NA | 17.99 | 30.10 | 45.13 | 57.37 | NA | NA | … | … | NA | 18.29 | 28.31 | 40.06 | 35.09 | 115.77 | 113.59 | 27.71 | 20.82 | 16.85 | 12.17 | 17.05 | 22.38 | 23.14 | 23.26 | 27.59 | 27.61 | 19.53 | 15.03 | 14.26 | 19.68 | 27.11 | 18.73 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 16.49 | 19.83 | 49.33 | 31.61 | 61.64 | 92.25 | 39.24 | 8.93 | 8.21 | 8.42 | 9.15 | 28.94 | 13.96 | 10.66 | 23.58 | 41.70 | 20.72 | 3.92 | 18.29 | 35.44 | 12.50 | 19.51 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.25 | 0.55 | 0.26 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.73 | 0.52 | 0.70 | 0.38 | 0.61 | 0.45 | 0.29 | 0.23 | 0.27 | 0.23 | 0.09 | 0.07 | 0.11 | 0.09 | 0.03 | 0.00 | 0.00 |
Data as of 04/07/2014, Common starting date is 03/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCE.A (Forest City Enterprises Inc Class A) |
-57.15%
Mar 2006 – Mar 2009 |
-32.59%
Mar 2004 – Mar 2009 |
-7.24%
Mar 1999 – Mar 2009 |
-1.15%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCE.A (Forest City Enterprises Inc Class A) |
63.24%
Mar 2009 – Mar 2012 |
39.62%
Mar 2009 – Mar 2014 |
28.08%
Mar 1996 – Mar 2006 |
26.88%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison Chart