Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FAC (First Acceptance Corporation) | NA | -37.21% | -31.32% | -8.75% | -12.89% | -10.39% | -7.32% | … | … |
Data as of 04/06/2018, Common starting date is 02/14/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FAC (First Acceptance Corporation) | 02/14/1985 | 04/06/2018 |
| 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 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.71 | -37.21 | -31.32 | -8.75 | -12.89 | -10.39 | -7.32 | … | … | -31.93 | 14.42 | -56.30 | -6.67 | 12.33 | 81.60 | -8.09 | -23.60 | -8.72 | -32.76 | -31.28 | -60.63 | 4.18 | 14.84 | 26.91 | 63.81 | 10.68 | 37.24 | -11.75 | 3.60 | -18.75 | -6.94 | 100.00 | 28.57 | 7.69 | 188.89 | -65.38 | -40.91 | -50.73 | -62.13 | 8.47 | -28.83 | 25.78 | 18.10 |
| Sharpe Ratio | NA | -0.85 | -0.75 | -0.48 | -0.48 | NA | NA | … | … | -1.26 | -0.07 | -0.98 | -0.49 | -0.15 | 1.26 | -0.48 | -0.70 | -0.58 | -0.61 | -0.52 | -1.28 | -0.62 | -0.19 | 0.18 | 1.57 | -0.20 | 0.34 | -1.07 | 0.01 | -0.63 | -0.26 | 1.30 | 0.38 | 0.06 | 1.30 | -0.57 | -0.57 | -0.88 | -1.34 | 0.17 | -0.93 | 1.03 | 0.77 |
| Standard Deviation(%) | NA | 66.71 | 73.84 | 64.01 | 67.65 | NA | NA | … | … | 76.00 | 64.47 | 91.61 | 51.19 | 41.65 | 50.07 | 55.80 | 60.34 | 47.09 | 83.82 | 96.99 | 64.56 | 29.57 | 32.41 | 40.61 | 28.36 | 45.19 | 48.57 | 32.75 | 45.07 | 34.79 | 40.82 | 73.37 | 65.46 | 73.20 | 142.48 | 117.71 | 78.47 | 63.12 | 50.46 | 22.82 | 35.26 | 20.88 | 20.39 |
| Draw Down(%) | NA | 44.14 | 76.35 | 76.35 | 81.59 | NA | NA | … | … | 33.61 | 50.31 | 66.81 | 34.13 | 21.88 | 20.94 | 28.75 | 49.50 | 33.61 | 48.01 | 48.43 | 70.43 | 27.74 | 21.08 | 34.57 | 11.33 | 28.02 | 27.90 | 20.69 | 16.95 | 36.80 | 22.37 | 21.43 | 18.75 | 45.00 | 64.29 | 81.25 | 67.86 | 60.79 | 68.96 | 18.77 | 42.59 | 11.17 | 12.89 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.39 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.16 | 4.17 | 2.84 | 1.85 | 0.76 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.57 | 9.73 | 12.66 | 10.13 | 10.16 | 4.33 |
Data as of 04/06/2018, Common starting date is 02/14/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAC (First Acceptance Corporation) |
-67.59%
Aug 1989 – Aug 1992 |
-50.25%
Aug 1987 – Aug 1992 |
-22.31%
Oct 2006 – Oct 2016 |
-11.12%
Mar 1986 – Mar 2001 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAC (First Acceptance Corporation) |
93.54%
Mar 1993 – Mar 1996 |
57.57%
Aug 1992 – Aug 1997 |
25.86%
Aug 1992 – Aug 2002 |
22.53%
Aug 1992 – Aug 2007 |
Annualized Rolling Returns Comparison Chart