Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXX (Foxby Corp) | NA | -68.23% | -19.91% | -15.95% | NA | NA | NA | … | … |
Data as of 10/23/2008, Common starting date is 07/12/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXX (Foxby Corp) | 07/12/2000 | 10/23/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -16.67 | -68.23 | -19.91 | -15.95 | NA | NA | NA | … | … | -66.22 | 23.68 | 17.56 | -7.66 | -7.50 | 15.94 | -33.65 | -33.86 | -44.65 |
| Sharpe Ratio | NA | -1.05 | -0.51 | -0.49 | NA | NA | NA | … | … | -1.08 | 0.58 | 0.64 | -0.50 | -0.36 | 0.45 | -0.63 | -0.52 | -1.50 |
| Standard Deviation(%) | NA | 66.05 | 44.19 | 36.96 | NA | NA | NA | … | … | 69.43 | 35.84 | 22.18 | 19.75 | 23.73 | 33.87 | 55.36 | 70.18 | 50.37 |
| Draw Down(%) | NA | 71.31 | 71.31 | 71.31 | NA | NA | NA | … | … | 68.75 | 22.79 | 11.72 | 14.91 | 21.56 | 19.67 | 42.69 | 63.65 | 54.35 |
| Yield(%) | 0.00 | 0.63 | 0.34 | 0.17 | 0.30 | 0.20 | 0.15 | … | … | 0.00 | 0.84 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.48 | 0.00 |
Data as of 10/23/2008, Common starting date is 07/12/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXX (Foxby Corp) |
-37.44%
Aug 2000 – Aug 2003 |
-25.51%
Aug 2000 – Aug 2005 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXX (Foxby Corp) |
17.82%
Oct 2004 – Oct 2007 |
9.63%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart