Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FAVLX (FALLEN ANGELS VALUE FUND FALLEN ANGELS VALUE FUND) | NA | -4.25% | 7.34% | 4.87% | NA | NA | NA | … | … |
Data as of 03/10/2016, Common starting date is 12/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FAVLX (FALLEN ANGELS VALUE FUND FALLEN ANGELS VALUE FUND) | 12/01/2006 | 03/10/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.25 | 7.34 | 4.87 | NA | NA | NA | … | … | 0.00 | -7.05 | 10.13 | 32.50 | 4.73 | -10.26 | 4.56 | 17.71 | -31.31 | 0.20 | -0.40 |
| Sharpe Ratio | NA | -0.43 | 0.70 | 0.31 | NA | NA | NA | … | … | 0.00 | -0.61 | 0.95 | 3.21 | 0.34 | -0.42 | 0.38 | 1.06 | -1.12 | -0.23 | -4.57 |
| Standard Deviation(%) | NA | 10.11 | 10.51 | 15.15 | NA | NA | NA | … | … | NA | 11.61 | 10.67 | 10.12 | 14.00 | 24.66 | 11.87 | 16.61 | 28.74 | 12.07 | 1.87 |
| Draw Down(%) | NA | 13.15 | 13.15 | 25.50 | NA | NA | NA | … | … | 0.00 | 13.15 | 7.78 | 4.22 | 13.36 | 25.50 | 12.35 | 15.73 | 40.64 | 9.33 | 0.50 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.12 | 0.05 | 0.03 | 0.02 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.26 | 0.35 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/10/2016, Common starting date is 12/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAVLX (FALLEN ANGELS VALUE FUND FALLEN ANGELS VALUE FUND) |
-10.92%
Jun 2007 – Jun 2010 |
-6.70%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAVLX (FALLEN ANGELS VALUE FUND FALLEN ANGELS VALUE FUND) |
18.14%
Sep 2011 – Sep 2014 |
11.53%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart