Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FGF (FG Financial Group) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 04/12/2012, Common starting date is 07/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FGF (FG Financial Group) | 07/27/2005 | 01/13/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | 2.63 | 7.03 | 29.28 | 49.18 | -44.80 | 13.65 | 23.94 | -12.51 |
| Sharpe Ratio | NA | 0.27 | 1.14 | 0.16 | NA | NA | NA | … | … | 10.47 | 0.27 | 1.59 | 1.65 | -1.01 | 0.65 | 1.83 | -1.50 |
| Standard Deviation(%) | NA | 26.29 | 25.02 | 29.30 | NA | NA | NA | … | … | 10.19 | 26.07 | 18.34 | 29.78 | 45.29 | 16.41 | 11.33 | 19.42 |
| Draw Down(%) | NA | 21.76 | 27.58 | 58.87 | NA | NA | NA | … | … | 0.79 | 21.76 | 16.48 | 30.61 | 55.03 | 12.30 | 6.58 | 16.89 |
| Yield(%) | 0.00 | 2.67 | 3.61 | 5.54 | 3.64 | 2.43 | 1.82 | … | … | 0.00 | 2.71 | 1.46 | 3.50 | 6.63 | 16.84 | 7.00 | 2.50 |
Data as of 04/12/2012, Common starting date is 07/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGF (FG Financial Group) |
-12.97%
Feb 2006 – Feb 2009 |
0.55%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGF (FG Financial Group) |
29.56%
Nov 2008 – Nov 2011 |
12.08%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart