Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FO | NA | 10.35% | 2.95% | -4.29% | 7.06% | 15.22% | 15.49% | … | … |
Data as of 10/03/2011, Common starting date is 01/03/1977
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FO | 01/03/1977 | 10/03/2011 |
| 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 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.16 | 10.35 | 2.95 | -4.29 | 7.06 | 15.22 | 15.49 | … | … | -9.16 | 40.12 | 7.53 | -41.11 | -13.59 | 11.59 | 9.10 | 9.86 | 57.06 | 19.90 | 35.72 | -5.13 | 9.76 | -10.42 | 215.87 | 29.93 | 37.01 | 33.91 | -1.52 | 2.15 | 22.97 | 33.39 | 20.99 | 69.88 | 21.08 | 53.65 | 28.32 | 47.12 | 78.42 | 94.26 | 31.65 | 124.35 | 57.94 | 106.07 | -3.53 |
| Sharpe Ratio | NA | 0.39 | 0.07 | -0.15 | 0.20 | NA | NA | … | … | -0.46 | 1.50 | 0.15 | -0.94 | -0.91 | 0.53 | 0.35 | 0.50 | 2.69 | 0.64 | 1.38 | -0.24 | 0.22 | -0.46 | 1.69 | 1.21 | 1.94 | 1.30 | -0.14 | -0.01 | 0.72 | 1.32 | 0.74 | 2.02 | 0.42 | 1.36 | 0.92 | 1.48 | 2.07 | 1.49 | 0.32 | 1.54 | 1.24 | 0.84 | -1.53 |
| Standard Deviation(%) | NA | 26.76 | 40.10 | 35.46 | 29.59 | NA | NA | … | … | 26.24 | 26.68 | 49.19 | 44.66 | 18.39 | 15.80 | 20.05 | 17.88 | 20.93 | 29.34 | 24.63 | 38.08 | 30.39 | 29.87 | 94.55 | 21.72 | 17.10 | 23.79 | 25.97 | 23.09 | 26.49 | 21.18 | 20.62 | 32.17 | 40.44 | 36.20 | 25.18 | 27.15 | 34.72 | 57.75 | 67.72 | 74.97 | 40.68 | 120.29 | 4.70 |
| Draw Down(%) | NA | 20.51 | 65.06 | 78.88 | 78.88 | NA | NA | … | … | 20.51 | 29.39 | 57.74 | 56.47 | 18.16 | 16.25 | 17.63 | 11.94 | 15.45 | 20.96 | 20.00 | 39.62 | 29.18 | 35.89 | 13.24 | 15.66 | 7.48 | 15.80 | 23.98 | 14.66 | 15.96 | 10.71 | 13.62 | 10.77 | 35.82 | 17.22 | 16.90 | 9.79 | 14.48 | 17.92 | 14.94 | 26.36 | 2.72 | 50.63 | 7.34 |
| Yield(%) | 0.00 | 1.53 | 1.77 | 1.63 | 4.97 | 10.83 | 12.84 | … | … | 0.94 | 1.75 | 2.36 | 2.39 | 1.89 | 1.91 | 8.78 | 1.78 | 2.40 | 2.57 | 3.18 | 2.91 | 2.94 | 2.42 | 65.65 | 10.02 | 10.08 | 11.77 | 10.55 | 9.01 | 9.11 | 4.65 | 5.01 | 6.06 | 6.78 | 4.44 | 4.65 | 5.06 | 6.71 | 8.98 | 3.66 | 4.81 | 4.31 | 5.37 | 4.42 |
Data as of 10/03/2011, Common starting date is 01/03/1977
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FO (FO) |
-30.93%
Mar 2006 – Mar 2009 |
-17.56%
Mar 2004 – Mar 2009 |
-1.23%
Mar 1999 – Mar 2009 |
13.68%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FO (FO) |
113.41%
Oct 1978 – Oct 1981 |
99.11%
Oct 1978 – Oct 1983 |
67.34%
Oct 1978 – Oct 1988 |
50.49%
Jul 1977 – Jul 1992 |
Annualized Rolling Returns Comparison Chart