Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FGH (FG Group Holdings Inc.) | NA | -44.39% | -21.20% | -5.21% | -12.54% | -1.22% | -3.63% | … | … |
Data as of 02/29/2024, Common starting date is 12/19/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FGH (FG Group Holdings Inc.) | 12/19/2000 | 02/29/2024 |
| 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.59 | -44.39 | -21.20 | -5.21 | -12.54 | -1.22 | -3.63 | … | … | -15.65 | -43.89 | -9.34 | 43.78 | -37.96 | 181.74 | -75.27 | -41.87 | 73.54 | 11.35 | -10.58 | 40.30 | -19.32 | -47.36 | 108.31 | 203.25 | -78.97 | 10.59 | 8.18 | 8.67 | 55.17 | 281.58 | 38.18 | 46.67 | 0.00 |
| Sharpe Ratio | NA | -0.63 | -0.38 | -0.10 | -0.23 | NA | NA | … | … | -0.73 | -0.68 | -0.23 | 0.62 | -0.49 | 2.21 | -1.30 | -0.93 | 2.29 | 0.36 | -0.30 | 1.28 | -0.55 | -1.19 | 1.89 | 2.95 | -0.92 | 0.26 | 0.13 | 0.16 | 1.26 | 4.11 | 0.41 | 0.33 | -0.03 |
| Standard Deviation(%) | NA | 78.75 | 62.31 | 69.76 | 59.24 | NA | NA | … | … | 94.46 | 71.34 | 46.78 | 70.14 | 77.36 | 81.74 | 59.11 | 45.72 | 32.07 | 31.79 | 35.83 | 31.43 | 35.32 | 39.68 | 57.12 | 68.91 | 86.55 | 28.79 | 38.04 | 40.47 | 43.10 | 68.30 | 90.55 | 138.71 | 139.19 |
| Draw Down(%) | NA | 49.78 | 78.66 | 78.66 | 85.63 | NA | NA | … | … | 20.41 | 56.60 | 39.14 | 49.54 | 62.72 | 32.58 | 79.24 | 45.63 | 13.55 | 20.31 | 26.82 | 16.44 | 51.63 | 65.54 | 30.20 | 41.64 | 80.17 | 17.94 | 23.06 | 34.49 | 18.97 | 28.33 | 56.00 | 62.35 | 16.67 |
| 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 | 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 | 0.00 | 0.00 | 0.00 |
Data as of 02/29/2024, Common starting date is 12/19/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGH (FG Group Holdings Inc.) |
-37.45%
Jun 2017 – Jun 2020 |
-24.31%
Dec 2013 – Dec 2018 |
-15.74%
Sep 2010 – Sep 2020 |
-7.11%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGH (FG Group Holdings Inc.) |
111.79%
Oct 2002 – Oct 2005 |
64.38%
Oct 2002 – Oct 2007 |
34.32%
Mar 2001 – Mar 2011 |
20.08%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart