Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FWLT (Foster Wheeler AG) | NA | -11.67% | 12.29% | -1.52% | 14.77% | -5.53% | -0.95% | … | … |
Data as of 12/03/2014, Common starting date is 04/07/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FWLT (Foster Wheeler AG) | 04/07/1983 | 12/03/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.52 | -11.67 | 12.29 | -1.52 | 14.77 | -5.53 | -0.95 | … | … | -15.61 | 35.69 | 27.06 | -44.55 | 17.26 | 25.92 | -69.84 | 181.14 | 49.92 | 131.76 | -22.96 | -11.21 | -77.25 | 5.63 | -16.22 | 5.65 | -20.81 | -6.02 | 10.50 | 87.59 | 12.56 | 52.08 | 42.42 | 52.94 | 42.40 | 99.68 | 62.75 | 52.41 | 71.45 | 91.67 | 21.24 | 56.33 |
| Sharpe Ratio | NA | -0.71 | 0.41 | -0.04 | 0.26 | NA | NA | … | … | -1.06 | 1.02 | 0.72 | -0.84 | 0.39 | 0.36 | -0.76 | 3.76 | 1.15 | 3.04 | -0.22 | -0.11 | -0.59 | 0.04 | -0.27 | 0.05 | -0.49 | -2.06 | 0.26 | 2.96 | 0.26 | 1.72 | 1.09 | 1.13 | 0.82 | 2.89 | 1.43 | 0.64 | 1.59 | 2.29 | 0.32 | 1.86 |
| Standard Deviation(%) | NA | 16.38 | 32.62 | 40.37 | 53.94 | NA | NA | … | … | 15.78 | 35.07 | 38.07 | 52.83 | 44.28 | 70.98 | 92.92 | 47.64 | 40.60 | 42.57 | 107.56 | 104.46 | 132.29 | 92.84 | 75.71 | 48.69 | 49.08 | 29.63 | 27.13 | 28.29 | 36.30 | 28.92 | 36.42 | 43.29 | 44.81 | 32.55 | 40.46 | 75.16 | 42.13 | 37.78 | 45.00 | 41.43 |
| Draw Down(%) | NA | 21.19 | 39.23 | 60.64 | 84.77 | NA | NA | … | … | 21.19 | 27.58 | 39.23 | 56.93 | 41.04 | 53.33 | 83.41 | 26.13 | 34.35 | 32.26 | 76.84 | 71.38 | 78.32 | 77.35 | 45.52 | 38.14 | 52.57 | 40.27 | 23.95 | 14.34 | 29.94 | 14.39 | 18.74 | 23.47 | 30.72 | 25.00 | 20.05 | 56.61 | 23.67 | 21.10 | 22.22 | 13.17 |
| Yield(%) | 0.00 | 1.27 | 0.68 | 0.27 | 0.28 | 2.67 | 8.67 | … | … | 1.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 20.20 | 26.20 | 41.76 | 33.16 | 25.38 | 21.99 | 29.97 | 26.38 | 27.63 | 25.60 | 30.81 | 28.63 | 39.68 | 41.98 | 46.32 | 50.87 | 57.82 | 44.44 | 37.71 |
Data as of 12/03/2014, Common starting date is 04/07/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FWLT (Foster Wheeler AG) |
-55.06%
Jul 2001 – Jul 2004 |
-42.31%
Sep 1999 – Sep 2004 |
-18.92%
Sep 1994 – Sep 2004 |
-10.74%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FWLT (Foster Wheeler AG) |
140.82%
Sep 2004 – Sep 2007 |
82.32%
Jul 1984 – Jul 1989 |
65.20%
Jul 1984 – Jul 1994 |
46.51%
May 1983 – May 1998 |
Annualized Rolling Returns Comparison Chart