Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCEA (Forest City Realty Trust Inc) | NA | 111.95% | -38.52% | -11.98% | 5.90% | 10.79% | NA | … | … |
Data as of 04/22/2010, Common starting date is 03/17/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCEA (Forest City Realty Trust Inc) | 03/17/1992 | 04/22/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 111.95 | -38.52 | -11.98 | 5.90 | 10.79 | NA | … | … | 34.04 | 75.82 | -84.51 | -23.51 | 54.81 | 32.45 | 21.78 | 43.00 | -13.55 | 48.40 | 40.32 | 6.93 | -9.55 | 44.24 | 88.84 | 9.10 | -26.80 | 124.66 | -8.75 |
| Sharpe Ratio | NA | 1.65 | -0.41 | -0.17 | 0.06 | NA | NA | … | … | 4.94 | 0.65 | -0.88 | -0.96 | 2.49 | 1.80 | 1.71 | 2.48 | -0.65 | 2.03 | 1.56 | 0.13 | -0.47 | -0.56 | 5.60 | 0.37 | -1.51 | 4.49 | -0.70 |
| Standard Deviation(%) | NA | 67.86 | 95.27 | 81.70 | 70.39 | NA | NA | … | … | 33.25 | 115.77 | 97.45 | 27.71 | 20.82 | 16.85 | 12.17 | 17.05 | 22.38 | 23.14 | 23.26 | 27.59 | 27.61 | 19.53 | 15.08 | 14.17 | 19.68 | 27.11 | 18.68 |
| Draw Down(%) | NA | 45.64 | 95.22 | 95.22 | 95.22 | NA | NA | … | … | 13.29 | 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 | 17.47 | 35.44 | 12.50 | 19.51 |
| Yield(%) | 0.00 | 0.00 | 0.26 | 0.34 | 0.63 | 0.41 | 0.51 | … | … | 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 04/22/2010, Common starting date is 03/17/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCEA (Forest City Realty Trust Inc) |
-57.06%
Mar 2006 – Mar 2009 |
-32.50%
Mar 2004 – Mar 2009 |
-7.19%
Mar 1999 – Mar 2009 |
-0.98%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCEA (Forest City Realty Trust Inc) |
43.77%
Dec 1994 – Dec 1997 |
39.75%
Oct 1992 – Oct 1997 |
28.21%
Mar 1996 – Mar 2006 |
27.05%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison Chart