Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOEDMX | NA | 25.72% | 8.45% | 3.50% | NA | NA | NA | … | … |
Data as of 10/07/2021, Common starting date is 05/13/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOEDMX | 05/13/2013 | 10/07/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.84 | 25.72 | 8.45 | 3.50 | NA | NA | NA | … | … | 10.64 | 5.89 | 16.75 | -24.19 | 15.12 | 8.89 | -15.10 | -0.85 | 2.52 |
| Sharpe Ratio | NA | 1.42 | 0.32 | 0.13 | NA | NA | NA | … | … | 0.89 | 0.16 | 1.17 | -1.24 | 1.75 | 0.39 | -0.80 | -0.05 | 0.29 |
| Standard Deviation(%) | NA | 18.08 | 23.81 | 20.75 | NA | NA | NA | … | … | 15.83 | 36.05 | 13.06 | 20.52 | 8.32 | 22.24 | 18.85 | 16.12 | 13.70 |
| Draw Down(%) | NA | 10.42 | 32.15 | 40.96 | NA | NA | NA | … | … | 10.42 | 32.10 | 14.88 | 28.01 | 5.24 | 12.86 | 29.92 | 13.71 | 11.44 |
| 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 |
Data as of 10/07/2021, Common starting date is 05/13/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOEDMX (FOEDMX) |
-9.29%
Mar 2017 – Mar 2020 |
-7.38%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOEDMX (FOEDMX) |
8.78%
May 2018 – May 2021 |
7.02%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart