Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRDMMX | NA | 15.80% | 6.33% | 4.24% | NA | NA | NA | … | … |
Data as of 10/15/2021, Common starting date is 05/13/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRDMMX | 05/13/2013 | 10/15/2021 |
| 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 (%) | 1.82 | 15.80 | 6.33 | 4.24 | NA | NA | NA | … | … | 8.65 | 0.25 | 15.81 | -19.38 | 14.88 | 9.61 | -12.59 | -9.01 | 7.99 |
| Sharpe Ratio | NA | 1.23 | 0.23 | 0.16 | NA | NA | NA | … | … | 0.94 | 0.00 | 0.94 | -0.81 | 2.02 | 0.77 | -0.81 | -0.43 | 1.19 |
| Standard Deviation(%) | NA | 12.82 | 24.63 | 22.11 | NA | NA | NA | … | … | 11.79 | 37.67 | 15.39 | 25.41 | 7.07 | 12.24 | 15.52 | 21.13 | 10.76 |
| Draw Down(%) | NA | 6.56 | 35.93 | 39.65 | NA | NA | NA | … | … | 6.56 | 35.93 | 12.73 | 26.30 | 4.07 | 9.52 | 19.19 | 20.38 | 6.19 |
| 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 10/15/2021, 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 |
|---|---|---|---|---|
| FRDMMX (FRDMMX) |
-5.58%
Mar 2017 – Mar 2020 |
-4.19%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRDMMX (FRDMMX) |
7.03%
Apr 2018 – Apr 2021 |
3.64%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart