Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEMSJX | NA | 23.37% | -6.49% | 3.28% | 0.77% | 4.19% | NA | … | … |
Data as of 08/23/2024, Common starting date is 08/23/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEMSJX | 08/23/2007 | 08/23/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.47 | 23.37 | -6.49 | 3.28 | 0.77 | 4.19 | NA | … | … | 14.49 | 17.00 | -42.74 | 27.61 | 8.35 | 25.98 | -4.15 | -1.67 | 11.03 | -12.35 | -7.38 | 24.11 | 10.85 | -2.28 | 11.29 | 19.03 | -31.82 | 1.57 |
| Sharpe Ratio | NA | 1.65 | -0.29 | 0.05 | -0.01 | NA | NA | … | … | 1.70 | 0.98 | -0.86 | 2.10 | 0.22 | 1.93 | -0.33 | -0.17 | 0.78 | -0.66 | -0.35 | 2.19 | 0.78 | -0.10 | 0.60 | 0.66 | -0.78 | 0.11 |
| Standard Deviation(%) | NA | 11.88 | 31.46 | 29.84 | 24.34 | NA | NA | … | … | 11.51 | 13.15 | 51.23 | 13.16 | 36.50 | 12.73 | 16.40 | 13.39 | 13.94 | 18.79 | 20.95 | 10.98 | 13.97 | 23.92 | 18.59 | 28.79 | 41.93 | 19.09 |
| Draw Down(%) | NA | 8.07 | 50.18 | 50.18 | 50.18 | NA | NA | … | … | 5.13 | 9.93 | 50.06 | 5.95 | 35.06 | 5.88 | 17.62 | 13.10 | 8.05 | 15.42 | 19.41 | 6.11 | 9.77 | 21.11 | 18.97 | 31.63 | 38.66 | 7.50 |
| Yield(%) | 0.00 | 0.85 | 0.44 | 0.38 | 0.18 | 0.20 | 0.11 | … | … | 0.79 | 0.81 | 0.26 | 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 08/23/2024, Common starting date is 08/23/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEMSJX (FEMSJX) |
-10.26%
Sep 2019 – Sep 2022 |
-3.21%
Dec 2013 – Dec 2018 |
-1.23%
Oct 2013 – Oct 2023 |
-0.87%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEMSJX (FEMSJX) |
22.10%
Feb 2009 – Feb 2012 |
18.21%
Feb 2009 – Feb 2014 |
7.96%
Feb 2009 – Feb 2019 |
6.10%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart