Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AFSI (AmTrust Financial Services Inc) | NA | 46.07% | 1.70% | 11.62% | NA | NA | NA | … | … |
Data as of 12/10/2018, Common starting date 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 | Common | 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 | … | … | 48.50 | -61.36 | 82.28 | 13.47 | 79.02 | 29.58 | 8.12 | 37.84 | 51.03 | 4.03 | -14.59 | 62.29 | 11.30 |
| Sharpe Ratio | NA | 1.65 | 0.02 | 0.23 | 0.30 | NA | NA | … | … | 1.69 | -1.02 | 1.14 | 0.49 | 2.21 | 0.85 | 0.62 | 1.27 | 1.96 | 0.08 | -0.24 | 1.28 | 5.89 |
| Standard Deviation(%) | NA | 30.06 | 57.21 | 49.63 | 48.82 | NA | NA | … | … | 30.08 | 61.20 | 71.78 | 27.17 | 35.76 | 34.75 | 25.38 | 29.68 | 26.00 | 48.89 | 65.47 | 46.53 | 40.28 |
| Draw Down(%) | NA | 10.80 | 67.20 | 67.20 | 67.85 | NA | NA | … | … | 10.80 | 67.17 | 14.40 | 21.16 | 16.82 | 31.55 | 12.42 | 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 | … | … | 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, Common starting date 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