Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRLMEX | NA | 13.61% | 8.05% | 8.30% | 1.48% | NA | NA | … | … |
Data as of 05/15/2025, Common starting date is 05/13/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRLMEX | 05/13/2013 | 05/15/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.90 | 13.61 | 8.05 | 8.30 | 1.48 | NA | NA | … | … | 4.08 | 18.70 | 3.57 | -24.41 | 20.80 | -0.30 | 17.81 | -15.00 | 3.58 | 3.35 | -4.41 | 3.91 | -29.67 |
| Sharpe Ratio | NA | 0.38 | -0.17 | 0.29 | -0.01 | NA | NA | … | … | 0.32 | 1.02 | -0.05 | -0.90 | 1.69 | -0.01 | 1.43 | -1.07 | 0.39 | 0.24 | -0.32 | 0.39 | -0.66 |
| Standard Deviation(%) | NA | 19.09 | 20.75 | 19.22 | 19.46 | NA | NA | … | … | 26.65 | 12.06 | 13.30 | 28.61 | 12.33 | 38.85 | 11.47 | 15.18 | 7.69 | 13.02 | 13.80 | 9.91 | 64.45 |
| Draw Down(%) | NA | 17.50 | 29.28 | 34.62 | 41.12 | NA | NA | … | … | 17.50 | 5.49 | 13.69 | 34.62 | 5.15 | 40.36 | 6.19 | 22.73 | 7.24 | 8.99 | 13.89 | 6.65 | 37.78 |
| Yield(%) | 0.00 | 1.35 | 2.18 | 1.54 | 0.60 | 0.30 | 0.22 | … | … | 0.00 | 2.75 | 2.45 | 1.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/15/2025, 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 |
|---|---|---|---|---|
| FRLMEX (FRLMEX) |
-8.71%
Mar 2017 – Mar 2020 |
-5.94%
Mar 2015 – Mar 2020 |
-0.98%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRLMEX (FRLMEX) |
12.37%
Dec 2018 – Dec 2021 |
8.25%
Mar 2020 – Mar 2025 |
1.72%
Sep 2014 – Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart