Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FPU (FLORIDA PUBLIC UTILITIES CO) | NA | 22.42% | 1.37% | 5.25% | 6.28% | 12.55% | NA | … | … |
Data as of 11/06/2009, Common starting date is 09/18/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FPU (FLORIDA PUBLIC UTILITIES CO) | 09/18/1990 | 11/06/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.42 | 1.37 | 5.25 | 6.28 | 12.55 | NA | … | … | 23.88 | -6.49 | -7.99 | 0.27 | 9.52 | 23.88 | 9.11 | 17.18 | 14.70 | 0.99 | 2.47 | 47.73 | 25.36 | 16.94 | 23.75 | -9.05 | 0.13 | 8.18 | 28.97 | -11.27 |
| Sharpe Ratio | NA | 0.49 | 0.00 | 0.12 | 0.17 | NA | NA | … | … | 0.68 | -0.20 | -0.57 | -0.16 | 0.32 | 1.14 | 0.51 | 0.63 | 0.72 | -0.09 | -0.04 | 1.70 | -1.94 | 0.89 | 1.10 | -0.90 | -0.12 | 0.39 | 1.45 | -2.22 |
| Standard Deviation(%) | NA | 45.72 | 33.17 | 29.26 | 27.08 | NA | NA | … | … | 41.93 | 36.31 | 19.50 | 19.26 | 23.29 | 20.19 | 16.61 | 25.48 | 17.54 | 35.69 | 20.82 | 26.14 | 15.35 | 14.90 | 18.02 | 13.38 | 15.99 | 14.73 | 17.28 | 17.60 |
| Draw Down(%) | NA | 21.30 | 34.77 | 43.05 | 43.05 | NA | NA | … | … | 18.50 | 34.77 | 13.82 | 16.94 | 17.12 | 27.04 | 15.29 | 25.27 | 11.72 | 22.06 | 16.40 | 16.02 | 4.93 | 7.36 | 15.09 | 11.74 | 13.12 | 11.47 | 8.49 | 16.67 |
| Yield(%) | 0.00 | 4.41 | 3.37 | 2.53 | 2.03 | 2.30 | 1.87 | … | … | 3.41 | 4.03 | 3.34 | 3.13 | 2.17 | 2.56 | 2.59 | 2.04 | 2.30 | 2.12 | 2.00 | 1.29 | 1.47 | 1.90 | 1.80 | 1.55 | 1.42 | 1.40 | 1.59 | 0.35 |
Data as of 11/06/2009, Common starting date is 09/18/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPU (FLORIDA PUBLIC UTILITIES CO) |
-9.71%
Nov 2005 – Nov 2008 |
-3.20%
Mar 2004 – Mar 2009 |
4.77%
Nov 1998 – Nov 2008 |
9.12%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPU (FLORIDA PUBLIC UTILITIES CO) |
30.94%
Oct 1996 – Oct 1999 |
25.55%
Oct 1994 – Oct 1999 |
19.39%
Aug 1995 – Aug 2005 |
14.57%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart