Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FVVAX (Formula Investing US Value 1000 A) | NA | 14.74% | 12.90% | NA | NA | NA | NA | … | … |
Data as of 03/21/2014, Common starting date is 11/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FVVAX (Formula Investing US Value 1000 A) | 11/05/2010 | 03/21/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.74 | 12.90 | NA | NA | NA | NA | … | … | -9.90 | 41.19 | 15.71 | 2.07 | 4.00 |
| Sharpe Ratio | NA | 1.07 | 0.66 | NA | NA | NA | NA | … | … | -2.26 | 3.41 | 1.05 | 0.07 | 2.56 |
| Standard Deviation(%) | NA | 13.81 | 19.64 | NA | NA | NA | NA | … | … | 16.81 | 12.08 | 15.00 | 27.34 | 11.55 |
| Draw Down(%) | NA | 11.92 | 24.52 | NA | NA | NA | NA | … | … | 11.92 | 4.30 | 13.77 | 24.52 | 3.32 |
| Yield(%) | 0.00 | 8.71 | 4.11 | 2.68 | 1.34 | 0.89 | 0.67 | … | … | 0.00 | 9.43 | 1.22 | 0.36 | 0.00 |
Data as of 03/21/2014, Common starting date is 11/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVVAX (Formula Investing US Value 1000 A) |
12.43%
Feb 2011 – Feb 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVVAX (Formula Investing US Value 1000 A) |
18.58%
Dec 2010 – Dec 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart