Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNSAX (Formula Investing US Value Select A) | NA | 22.61% | 16.14% | NA | NA | NA | NA | … | … |
Data as of 03/21/2014, Common starting date is 11/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNSAX (Formula Investing US Value Select A) | 11/05/2010 | 03/21/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.61 | 16.14 | NA | NA | NA | NA | … | … | -8.73 | 47.62 | 12.88 | 7.69 | 3.94 |
| Sharpe Ratio | NA | 1.65 | 0.88 | NA | NA | NA | NA | … | … | -1.95 | 3.99 | 0.89 | 0.31 | 2.80 |
| Standard Deviation(%) | NA | 13.67 | 18.21 | NA | NA | NA | NA | … | … | 17.53 | 11.92 | 14.49 | 24.70 | 10.38 |
| Draw Down(%) | NA | 11.64 | 20.95 | NA | NA | NA | NA | … | … | 11.64 | 4.38 | 13.46 | 20.95 | 2.84 |
| Yield(%) | 0.00 | 8.91 | 5.30 | 3.46 | 1.73 | 1.15 | 0.86 | … | … | 0.00 | 9.56 | 2.96 | 2.11 | 0.00 |
Data as of 03/21/2014, Common starting date is 11/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNSAX (Formula Investing US Value Select A) |
15.79%
Feb 2011 – Feb 2014 |
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 |
|---|---|---|---|---|
| FNSAX (Formula Investing US Value Select A) |
21.52%
Dec 2010 – Dec 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart