Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FATBX (First American Large Cap Value B) | NA | -2.91% | 12.04% | -3.06% | 1.88% | 3.05% | NA | … | … |
Data as of 04/12/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FATBX (First American Large Cap Value B) | 06/21/1996 | 04/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.91 | 12.04 | -3.06 | 1.88 | 3.05 | NA | … | … | 5.93 | -4.07 | 10.28 | 16.89 | -36.30 | 3.61 | 17.43 | 6.17 | 12.31 | 24.56 | -21.42 | -8.57 | -0.42 | 7.33 | 8.99 | 21.52 | 16.78 |
| Sharpe Ratio | NA | -0.11 | 0.54 | -0.13 | 0.03 | NA | NA | … | … | 3.70 | -0.15 | 0.50 | 0.58 | -0.91 | 0.03 | 1.39 | 0.37 | 1.03 | 1.48 | -0.90 | -0.58 | -0.22 | 0.26 | 0.32 | -2.31 | 3.17 |
| Standard Deviation(%) | NA | 26.30 | 22.70 | 28.29 | 22.97 | NA | NA | … | … | 6.23 | 27.18 | 20.39 | 29.02 | 40.60 | 17.09 | 10.21 | 10.86 | 11.01 | 16.09 | 25.10 | 19.23 | 19.97 | 16.06 | 17.80 | 14.57 | 9.69 |
| Draw Down(%) | NA | 25.57 | 25.80 | 56.58 | 56.58 | NA | NA | … | … | 1.02 | 25.80 | 18.64 | 28.97 | 46.38 | 12.24 | 8.65 | 7.36 | 7.74 | 14.83 | 33.52 | 25.89 | 13.98 | 14.81 | 22.35 | 9.87 | 6.90 |
| Yield(%) | 0.00 | 0.00 | 0.38 | 2.98 | 3.49 | 5.51 | 4.79 | … | … | 0.00 | 0.00 | 0.45 | 0.52 | 0.76 | 13.89 | 9.37 | 4.21 | 0.35 | 0.57 | 0.47 | 0.17 | 9.74 | 12.55 | 15.91 | 17.13 | 8.92 |
Data as of 04/12/2012, 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 |
|---|---|---|---|---|
| FATBX (First American Large Cap Value B) |
-15.88%
Feb 2006 – Feb 2009 |
-6.63%
Mar 1998 – Mar 2003 |
-3.37%
Feb 1999 – Feb 2009 |
2.14%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FATBX (First American Large Cap Value B) |
20.99%
Jul 1996 – Jul 1999 |
14.60%
Sep 2002 – Sep 2007 |
6.84%
Jul 1996 – Jul 2006 |
4.04%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart