Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMFC (First M & F Corp) | NA | 135.30% | 61.71% | 11.65% | 1.01% | 1.42% | NA | … | … |
Data as of 09/03/2013, Common starting date is 09/03/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMFC (First M & F Corp) | 09/03/1996 | 09/03/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.55 | 135.30 | 61.71 | 11.65 | 1.01 | 1.42 | NA | … | … | 132.27 | 147.59 | -23.15 | 71.11 | -72.98 | -43.85 | -16.93 | 19.13 | 1.08 | -9.32 | 38.53 | 38.06 | 24.27 | -42.27 | -15.33 | -8.84 | 39.39 | 7.41 |
| Sharpe Ratio | NA | 3.53 | 1.33 | 0.17 | 0.00 | NA | NA | … | … | 5.55 | 3.32 | -0.55 | 0.87 | -0.78 | -0.67 | -0.88 | 0.64 | -0.04 | -0.51 | 1.36 | 1.21 | 0.43 | -1.12 | -0.53 | -0.27 | -0.50 | 1.03 |
| Standard Deviation(%) | NA | 38.19 | 46.27 | 69.21 | 55.91 | NA | NA | … | … | 45.28 | 44.92 | 42.32 | 81.83 | 93.50 | 66.47 | 22.83 | 24.73 | 24.48 | 20.10 | 27.85 | 30.61 | 52.36 | 41.53 | 35.24 | 45.11 | 31.88 | 20.21 |
| Draw Down(%) | NA | 25.96 | 41.89 | 83.86 | 90.13 | NA | NA | … | … | 9.81 | 25.96 | 38.91 | 47.34 | 78.79 | 51.18 | 19.48 | 15.93 | 12.41 | 20.15 | 16.32 | 17.15 | 27.02 | 45.62 | 22.46 | 35.02 | 13.79 | 3.70 |
| Yield(%) | 0.00 | 0.58 | 1.02 | 1.09 | 0.87 | 1.05 | 1.15 | … | … | 0.29 | 1.43 | 1.08 | 1.63 | 1.79 | 3.29 | 2.69 | 1.53 | 1.54 | 1.30 | 1.79 | 2.28 | 2.78 | 1.77 | 1.39 | 1.20 | 1.17 | 0.00 |
Data as of 09/03/2013, Common starting date is 09/03/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMFC (First M & F Corp) |
-50.89%
Oct 2006 – Oct 2009 |
-32.49%
Oct 2004 – Oct 2009 |
-16.35%
Oct 1999 – Oct 2009 |
-8.42%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMFC (First M & F Corp) |
67.63%
Feb 2010 – Feb 2013 |
17.46%
Nov 2000 – Nov 2005 |
5.76%
Oct 1996 – Oct 2006 |
1.66%
Jul 1998 – Jul 2013 |
Annualized Rolling Returns Comparison Chart