Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEMSEX | NA | 2.31% | 14.15% | 5.49% | NA | NA | NA | … | … |
Data as of 03/24/2022, Common starting date is 03/07/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEMSEX | 03/07/2016 | 03/24/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 2.31 | 14.15 | 5.49 | NA | NA | NA | … | … | -7.43 | 13.19 | 34.71 | 15.92 | -26.34 | 9.48 | 7.00 |
| Sharpe Ratio | NA | 0.26 | 0.44 | 0.19 | NA | NA | NA | … | … | -2.43 | 1.69 | 0.65 | 1.68 | -1.56 | 1.53 | 1.09 |
| Standard Deviation(%) | NA | 8.77 | 31.07 | 25.58 | NA | NA | NA | … | … | 11.99 | 7.77 | 53.19 | 8.66 | 17.75 | 5.80 | 7.68 |
| Draw Down(%) | NA | 10.24 | 35.98 | 46.99 | NA | NA | NA | … | … | 10.24 | 4.14 | 35.98 | 7.99 | 32.02 | 2.89 | 6.48 |
| Yield(%) | 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 03/24/2022, Common starting date is 03/07/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEMSEX (FEMSEX) |
-6.64%
Feb 2017 – Feb 2020 |
5.16%
Feb 2017 – Feb 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEMSEX (FEMSEX) |
20.90%
Dec 2018 – Dec 2021 |
7.48%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart