Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FFFD (North Central Bancshares Inc) | NA | 77.79% | 14.53% | -11.14% | -1.15% | 4.61% | NA | … | … |
Data as of 06/22/2012, Common starting date is 09/02/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FFFD (North Central Bancshares Inc) | 09/02/1994 | 06/22/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.62 | 77.79 | 14.53 | -11.14 | -1.15 | 4.61 | NA | … | … | 70.57 | 7.86 | -28.50 | 39.26 | -63.09 | -15.34 | 6.66 | -5.48 | 15.63 | 21.66 | 54.60 | 21.08 | 20.99 | -6.76 | -12.13 | 51.21 | 25.65 | 38.70 | -16.22 |
| Sharpe Ratio | NA | 1.53 | 0.27 | -0.20 | -0.05 | NA | NA | … | … | 3.97 | 0.18 | -0.49 | 0.76 | -1.05 | -0.97 | 0.20 | -0.47 | 0.60 | 1.07 | 1.98 | 0.87 | 0.59 | -0.46 | -0.45 | -0.15 | 0.74 | 0.97 | -1.36 |
| Standard Deviation(%) | NA | 50.92 | 53.89 | 57.27 | 51.12 | NA | NA | … | … | 52.09 | 43.39 | 58.53 | 51.73 | 60.58 | 18.94 | 16.89 | 16.33 | 24.54 | 19.58 | 27.01 | 21.96 | 28.76 | 21.73 | 34.19 | 26.13 | 29.55 | 36.21 | 33.34 |
| Draw Down(%) | NA | 19.37 | 50.50 | 78.35 | 78.35 | NA | NA | … | … | 6.75 | 19.37 | 47.16 | 21.93 | 69.70 | 25.64 | 5.11 | 10.47 | 7.16 | 12.76 | 21.27 | 15.18 | 23.15 | 18.02 | 39.24 | 9.78 | 18.99 | 15.92 | 17.64 |
| Yield(%) | 0.00 | 0.48 | 0.39 | 0.80 | 2.44 | 4.18 | 5.34 | … | … | 0.35 | 0.24 | 0.25 | 0.39 | 2.23 | 3.57 | 3.38 | 2.81 | 2.72 | 2.66 | 3.50 | 2.58 | 3.48 | 2.45 | 1.70 | 1.93 | 3.03 | 3.66 | 0.00 |
Data as of 06/22/2012, Common starting date is 09/02/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFFD (North Central Bancshares Inc) |
-38.46%
Sep 2007 – Sep 2010 |
-23.99%
Sep 2005 – Sep 2010 |
-5.22%
Sep 2001 – Sep 2011 |
0.85%
Oct 1995 – Oct 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFFD (North Central Bancshares Inc) |
41.27%
Apr 1995 – Apr 1998 |
28.23%
Mar 2000 – Mar 2005 |
21.27%
Dec 1994 – Dec 2004 |
7.64%
Dec 1994 – Dec 2009 |
Annualized Rolling Returns Comparison Chart