Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMR (FIRST MERCURY FINANCIAL CORP) | NA | 61.47% | -0.15% | NA | NA | NA | NA | … | … |
Data as of 02/09/2011, Common starting date is 10/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMR (FIRST MERCURY FINANCIAL CORP) | 10/19/2006 | 02/09/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.18 | 61.47 | -0.15 | NA | NA | NA | NA | … | … | 0.61 | 38.95 | -3.34 | -41.56 | 3.74 | 20.86 |
| Sharpe Ratio | NA | 1.47 | -0.02 | NA | NA | NA | NA | … | … | 3.01 | 0.79 | -0.06 | -0.56 | 0.02 | 5.24 |
| Standard Deviation(%) | NA | 41.72 | 61.25 | NA | NA | NA | NA | … | … | 1.91 | 49.02 | 55.65 | 76.30 | 37.24 | 30.86 |
| Draw Down(%) | NA | 37.48 | 58.10 | NA | NA | NA | NA | … | … | 0.48 | 37.48 | 30.01 | 65.04 | 23.55 | 7.43 |
| Yield(%) | 0.00 | 17.48 | 3.70 | 2.21 | 1.10 | 0.74 | 0.55 | … | … | 0.00 | 14.98 | 0.55 | 0.00 | 0.00 | 0.00 |
Data as of 02/09/2011, Common starting date is 10/19/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMR (FIRST MERCURY FINANCIAL CORP) |
-19.55%
Aug 2007 – Aug 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMR (FIRST MERCURY FINANCIAL CORP) |
0.18%
Jan 2008 – Jan 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart