Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNDT (Fundtech Ltd) | NA | 47.12% | 45.77% | 14.28% | 17.89% | NA | NA | … | … |
Data as of 11/30/2011, Common starting date is 03/16/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNDT (Fundtech Ltd) | 03/16/1998 | 11/30/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.52 | 47.12 | 45.77 | 14.28 | 17.89 | NA | NA | … | … | 44.02 | 31.46 | 76.80 | -48.05 | 22.12 | 6.94 | 20.78 | -1.28 | 99.53 | -19.78 | -70.02 | -12.78 | -0.58 | 18.64 |
| Sharpe Ratio | NA | 1.34 | 1.10 | 0.32 | 0.41 | NA | NA | … | … | 1.19 | 1.06 | 1.58 | -0.83 | 0.65 | 0.10 | 0.81 | -0.06 | 2.35 | -0.48 | -0.82 | -0.22 | -0.04 | 0.29 |
| Standard Deviation(%) | NA | 35.00 | 41.09 | 42.07 | 40.40 | NA | NA | … | … | 40.95 | 29.73 | 48.47 | 58.96 | 29.56 | 37.77 | 23.08 | 36.50 | 42.06 | 43.81 | 88.60 | 77.94 | 100.63 | 70.80 |
| Draw Down(%) | NA | 28.87 | 44.52 | 71.26 | 71.26 | NA | NA | … | … | 28.87 | 28.29 | 28.83 | 58.42 | 26.60 | 32.61 | 14.43 | 36.77 | 23.26 | 38.81 | 81.13 | 63.96 | 76.14 | 64.46 |
| 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 |
Data as of 11/30/2011, Common starting date is 03/16/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNDT (Fundtech Ltd) |
-54.02%
Feb 2000 – Feb 2003 |
-28.75%
Apr 1998 – Apr 2003 |
-13.23%
Apr 1999 – Apr 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNDT (Fundtech Ltd) |
47.34%
Apr 2003 – Apr 2006 |
38.11%
Sep 2002 – Sep 2007 |
16.98%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart