Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AFSS (AmTrust Financial Services Inc) | NA | -23.36% | -8.59% | NA | NA | NA | NA | … | … |
Data as of 03/05/2019, Common starting date is 06/23/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AFSS (AmTrust Financial Services Inc) | 06/23/2015 | 03/05/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -23.36 | -8.59 | NA | NA | NA | NA | … | … | -6.20 | -22.29 | 2.56 | 0.30 | 2.81 |
| Sharpe Ratio | NA | -0.24 | -0.05 | NA | NA | NA | NA | … | … | -0.26 | -0.79 | 0.11 | 0.01 | 0.63 |
| Standard Deviation(%) | NA | 103.77 | 199.98 | NA | NA | NA | NA | … | … | 125.49 | 30.05 | 17.84 | 10.99 | 8.54 |
| Draw Down(%) | NA | 43.66 | 43.66 | NA | NA | NA | NA | … | … | 37.00 | 31.57 | 12.10 | 7.33 | 4.56 |
| Yield(%) | 0.00 | 1.94 | 2.44 | 1.82 | 0.91 | 0.61 | 0.45 | … | … | 0.00 | 3.63 | 3.57 | 1.76 | 0.00 |
Data as of 03/05/2019, Common starting date is 06/23/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFSS (AmTrust Financial Services Inc) |
-11.85%
Jan 2016 – Jan 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFSS (AmTrust Financial Services Inc) |
2.53%
Aug 2015 – Aug 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart