Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBHS (Fortune Brands Home & Security Inc) | NA | -22.75% | 2.04% | 1.20% | 6.90% | NA | NA | … | … |
Data as of 03/06/2023, Common starting date is 09/19/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBHS (Fortune Brands Home & Security Inc) | 09/19/2011 | 03/06/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.62 | -22.75 | 2.04 | 1.20 | 6.90 | NA | NA | … | … | 6.46 | -44.85 | 26.35 | 32.07 | 74.20 | -44.32 | 29.52 | -2.05 | 24.01 | 0.16 | 57.55 | 71.58 | 23.58 |
| Sharpe Ratio | NA | -0.67 | 0.02 | 0.00 | 0.19 | NA | NA | … | … | 1.14 | -1.06 | 1.00 | 0.55 | 2.91 | -1.48 | 2.04 | -0.10 | 0.93 | 0.01 | 1.95 | 2.08 | 2.38 |
| Standard Deviation(%) | NA | 43.43 | 44.31 | 39.33 | 32.54 | NA | NA | … | … | 33.03 | 43.75 | 26.29 | 57.64 | 25.29 | 30.89 | 14.26 | 23.54 | 25.77 | 25.57 | 29.55 | 34.71 | 46.19 |
| Draw Down(%) | NA | 37.59 | 50.74 | 52.10 | 52.10 | NA | NA | … | … | 9.62 | 49.11 | 19.73 | 52.10 | 14.66 | 50.67 | 7.70 | 18.43 | 11.77 | 22.69 | 15.24 | 16.18 | 11.47 |
| Yield(%) | 0.00 | 1.32 | 1.58 | 1.41 | 2.11 | 3.68 | 2.76 | … | … | 0.40 | 1.07 | 1.23 | 1.09 | 2.29 | 0.87 | 1.34 | 1.75 | 1.25 | 1.06 | 0.98 | 0.00 | 0.00 |
Data as of 03/06/2023, Common starting date is 09/19/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBHS (Fortune Brands Home & Security Inc) |
-8.84%
Dec 2015 – Dec 2018 |
-2.41%
Sep 2017 – Sep 2022 |
8.74%
Dec 2012 – Dec 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBHS (Fortune Brands Home & Security Inc) |
44.60%
Oct 2011 – Oct 2014 |
31.40%
Oct 2011 – Oct 2016 |
23.43%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart