Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AFIIX (AMERICAFIRST QUANTITATIVE STRATEGIES FUND AMERICAFIRST QUANTITATIVE STRATEGIES FUND CLASS I) | NA | 9.43% | 6.12% | 5.06% | 5.54% | NA | NA | … | … |
Data as of 03/05/2010, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AFIIX (AMERICAFIRST QUANTITATIVE STRATEGIES FUND AMERICAFIRST QUANTITATIVE STRATEGIES FUND CLASS I) | 06/21/1996 | 03/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.43 | 6.12 | 5.06 | 5.54 | NA | NA | … | … | 1.35 | 8.67 | 3.28 | 6.67 | 3.81 | 1.36 | 2.73 | 3.49 | 9.81 | 8.02 | 6.83 | 0.02 | 7.96 | 6.97 | 5.25 |
| Sharpe Ratio | NA | 2.27 | 1.10 | 0.83 | 0.97 | NA | NA | … | … | 3.87 | 1.88 | 0.43 | 1.10 | 0.20 | -0.30 | 0.50 | 0.72 | 2.17 | 1.30 | 0.86 | -0.91 | 1.19 | -15.15 | 1.88 |
| Standard Deviation(%) | NA | 4.12 | 4.51 | 3.89 | 3.85 | NA | NA | … | … | 2.10 | 4.56 | 5.45 | 3.32 | 2.65 | 2.73 | 3.54 | 3.90 | 4.01 | 4.45 | 3.25 | 3.52 | 3.91 | 3.17 | 3.57 |
| Draw Down(%) | NA | 1.59 | 5.60 | 5.60 | 5.60 | NA | NA | … | … | 0.27 | 1.92 | 5.60 | 1.71 | 1.27 | 2.20 | 3.90 | 4.27 | 2.31 | 3.44 | 2.22 | 2.66 | 2.21 | 1.77 | 1.23 |
| Yield(%) | 0.00 | 2.98 | 3.96 | 3.91 | 4.44 | 4.39 | 3.29 | … | … | 0.00 | 3.64 | 4.46 | 4.40 | 4.07 | 3.72 | 3.33 | 2.99 | 4.64 | 5.72 | 6.64 | 5.57 | 6.00 | 5.79 | 3.42 |
Data as of 03/05/2010, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFIIX (AMERICAFIRST QUANTITATIVE STRATEGIES FUND AMERICAFIRST QUANTITATIVE STRATEGIES FUND CLASS I) |
1.19%
May 2003 – May 2006 |
2.64%
Oct 2003 – Oct 2008 |
4.00%
Oct 1998 – Oct 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFIIX (AMERICAFIRST QUANTITATIVE STRATEGIES FUND AMERICAFIRST QUANTITATIVE STRATEGIES FUND CLASS I) |
9.30%
May 2000 – May 2003 |
6.64%
May 1998 – May 2003 |
5.59%
Jan 2000 – Jan 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart