Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AFSI (AmTrust Financial Services Inc) | NA | 46.07% | 1.70% | 11.62% | NA | NA | NA | 19.94% |
Data as of 12/10/2018, AR inception is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AFSI (AmTrust Financial Services Inc) | 06/18/2012 | 12/10/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 46.07 | 1.70 | 11.62 | NA | NA | NA | 19.94 | 46.47 | -63.22 | -11.08 | 9.48 | 72.07 | 25.34 | 6.37 | 37.84 | 51.03 | 4.03 | -14.59 | 62.29 | 11.30 |
| Sharpe Ratio | NA | 0.82 | -1.11 | -0.72 | 0.30 | NA | NA | -0.50 | 0.89 | -1.35 | -1.73 | -0.34 | 1.50 | 0.20 | -0.20 | 1.27 | 1.96 | 0.08 | -0.24 | 1.28 | 5.89 |
| Standard Deviation(%) | NA | 30.10 | 42.10 | 39.55 | 48.82 | NA | NA | 36.95 | 30.14 | 61.17 | 25.96 | 26.99 | 35.81 | 34.75 | 25.26 | 29.68 | 26.00 | 48.89 | 65.47 | 46.53 | 40.28 |
| Draw Down(%) | NA | 10.80 | 72.23 | 75.07 | 67.85 | NA | NA | 75.07 | 10.80 | 68.22 | 23.30 | 21.16 | 16.82 | 31.55 | 13.17 | 16.06 | 17.35 | 42.62 | 63.02 | 42.35 | 6.81 |
| Yield(%) | 0.00 | 3.27 | 1.93 | 3.54 | 3.51 | 2.34 | 1.75 | 5.85 | 1.62 | 2.49 | 2.11 | 3.99 | 5.13 | 4.18 | 2.45 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/10/2018, AR inception is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFSI (AmTrust Financial Services Inc) |
-7.20%
Dec 2014 - Dec 2017 |
10.87%
Nov 2013 - Nov 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFSI (AmTrust Financial Services Inc) |
57.76%
May 2013 - May 2016 |
25.23%
Jul 2012 - Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart