Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXCAIX | NA | 24.70% | 5.64% | 2.40% | NA | NA | NA | … | … |
Data as of 09/08/2021, Common starting date is 05/13/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXCAIX | 05/13/2013 | 09/08/2021 |
| 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 (%) | -0.46 | 24.70 | 5.64 | 2.40 | NA | NA | NA | … | … | 15.19 | 2.08 | 5.42 | -8.71 | -3.29 | 11.89 | -8.71 | -13.57 | 9.23 |
| Sharpe Ratio | NA | 1.35 | 0.18 | 0.07 | NA | NA | NA | … | … | 1.53 | 0.04 | 0.23 | -0.62 | -0.26 | 0.83 | -0.51 | -0.58 | 1.29 |
| Standard Deviation(%) | NA | 18.31 | 27.43 | 23.21 | NA | NA | NA | … | … | 15.07 | 41.43 | 17.51 | 16.25 | 15.21 | 14.11 | 17.02 | 23.39 | 11.50 |
| Draw Down(%) | NA | 9.25 | 42.95 | 44.32 | NA | NA | NA | … | … | 9.25 | 37.22 | 19.70 | 18.18 | 17.00 | 7.47 | 20.43 | 21.61 | 8.16 |
| 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 09/08/2021, 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 |
|---|---|---|---|---|
| FXCAIX (FXCAIX) |
-12.98%
Mar 2017 – Mar 2020 |
-5.75%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXCAIX (FXCAIX) |
7.36%
Jun 2018 – Jun 2021 |
4.28%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart