Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBNK (Facebank Group Inc) | NA | 1.61% | -7.75% | NA | NA | NA | NA | … | … |
Data as of 10/16/2020, Common starting date is 06/09/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBNK (Facebank Group Inc) | 06/09/2017 | 10/16/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 19.27 | 1.61 | -7.75 | NA | NA | NA | NA | … | … | 34.87 | 31.92 | -27.42 | -74.17 | 32.37 | 8.15 | 2.36 | 18.20 | 6.66 | 15.82 |
| Sharpe Ratio | NA | 0.01 | -0.05 | -0.45 | NA | NA | NA | … | … | 0.39 | 0.06 | -0.23 | -11.87 | -0.07 | -0.48 | -0.68 | -0.02 | -0.70 | 0.73 |
| Standard Deviation(%) | NA | 108.17 | 166.54 | 70.65 | NA | NA | NA | … | … | 116.70 | 145.19 | 211.63 | 144.29 | 24.12 | 21.77 | 23.59 | 19.90 | 17.20 | 21.45 |
| Draw Down(%) | NA | 51.99 | 95.50 | 78.27 | NA | NA | NA | … | … | 51.99 | 83.16 | 91.44 | 74.17 | 10.86 | 10.05 | 11.94 | 11.48 | 8.06 | 8.17 |
| Yield(%) | 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 | 0.00 |
Data as of 10/16/2020, Common starting date is 06/09/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBNK (Facebank Group Inc) |
-26.47%
Jul 2017 – Jul 2020 |
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 |
|---|---|---|---|---|
| FBNK (Facebank Group Inc) |
-13.80%
Aug 2017 – Aug 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart