Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FFREX (SALIENT REAL ESTATE FUND INVESTOR CLASS) | NA | -13.16% | -3.00% | 2.94% | 3.33% | 6.24% | NA | … | … |
Data as of 08/13/2018, Common starting date is 06/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FFREX (SALIENT REAL ESTATE FUND INVESTOR CLASS) | 06/29/1999 | 08/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.97 | -13.16 | -3.00 | 2.94 | 3.33 | 6.24 | NA | … | … | -11.79 | -3.20 | 5.92 | 0.92 | 28.31 | 2.47 | 18.70 | 3.84 | 25.42 | 22.44 | -39.89 | -15.30 | 31.25 | 11.02 | 28.25 | 26.34 | 0.43 | 8.76 | 29.21 | -7.53 |
| Sharpe Ratio | NA | -0.91 | -0.16 | 0.13 | 0.10 | NA | NA | … | … | -1.18 | -0.37 | 0.17 | 0.06 | 2.72 | 0.17 | 1.41 | 0.13 | 0.97 | 0.41 | -0.74 | -0.81 | 1.97 | 0.60 | 1.67 | 2.84 | -0.05 | 0.73 | 2.51 | -1.94 |
| Standard Deviation(%) | NA | 14.24 | 22.80 | 19.37 | 30.23 | NA | NA | … | … | 16.64 | 10.29 | 33.94 | 15.91 | 10.41 | 14.17 | 13.37 | 30.40 | 26.24 | 54.05 | 55.08 | 22.71 | 14.29 | 14.69 | 16.39 | 9.03 | 12.98 | 8.97 | 10.01 | 9.04 |
| Draw Down(%) | NA | 16.35 | 34.82 | 34.82 | 64.61 | NA | NA | … | … | 14.57 | 7.91 | 22.63 | 15.91 | 7.80 | 15.65 | 8.26 | 25.19 | 15.30 | 41.52 | 59.49 | 25.59 | 9.37 | 10.83 | 18.54 | 5.42 | 16.60 | 9.73 | 5.38 | 14.55 |
| Yield(%) | 0.00 | 5.64 | 14.65 | 12.50 | 7.52 | 9.97 | 10.11 | … | … | 0.68 | 5.75 | 25.52 | 18.87 | 9.66 | 4.03 | 0.86 | 0.73 | 2.32 | 1.89 | 2.04 | 16.70 | 7.28 | 10.54 | 9.23 | 1.57 | 2.09 | 4.04 | 4.55 | 3.11 |
Data as of 08/13/2018, Common starting date is 06/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFREX (SALIENT REAL ESTATE FUND INVESTOR CLASS) |
-25.16%
Mar 2006 – Mar 2009 |
-9.52%
Mar 2004 – Mar 2009 |
2.43%
May 2007 – May 2017 |
6.73%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFREX (SALIENT REAL ESTATE FUND INVESTOR CLASS) |
35.40%
Mar 2009 – Mar 2012 |
24.46%
Feb 2009 – Feb 2014 |
9.70%
Apr 2003 – Apr 2013 |
10.47%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart