Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FBRFX (FBR Large Cap Financial Investor) | NA | 20.38% | 3.46% | 0.07% | 3.94% | 4.57% | NA | 5.60% |
Data as of 11/02/2012, AR inception is 06/17/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBRFX (FBR Large Cap Financial Investor) | 06/17/1997 | 11/02/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 20.38 | 3.46 | 0.07 | 3.94 | 4.57 | NA | 5.60 | 22.69 | -18.32 | 7.62 | 33.23 | -29.09 | -12.22 | 14.19 | -0.40 | 11.72 | 32.32 | -3.83 | -1.73 | 47.19 | -16.53 | 3.32 | 25.47 |
| Sharpe Ratio | NA | 0.88 | 0.13 | -0.01 | 0.10 | NA | NA | 0.15 | 1.42 | -0.56 | 0.30 | 0.65 | -0.74 | -0.91 | 0.97 | -0.27 | 0.89 | 2.20 | -0.26 | -0.20 | 1.42 | -1.01 | 0.00 | 2.92 |
| Standard Deviation(%) | NA | 23.06 | 26.51 | 35.86 | 27.16 | NA | NA | 25.25 | 19.45 | 32.56 | 25.19 | 50.94 | 40.64 | 16.82 | 11.28 | 9.70 | 12.09 | 14.39 | 19.05 | 20.28 | 30.43 | 19.60 | 21.13 | 16.56 |
| Draw Down(%) | NA | 17.39 | 34.81 | 49.86 | 56.47 | NA | NA | 56.47 | 17.39 | 32.65 | 23.51 | 27.98 | 35.57 | 18.49 | 7.39 | 8.16 | 12.00 | 9.73 | 20.39 | 19.27 | 16.13 | 24.75 | 29.76 | 6.86 |
| Yield(%) | 0.00 | 0.00 | 0.10 | 4.43 | 6.83 | 6.35 | 5.51 | 7.34 | 0.00 | 0.00 | 0.29 | 0.00 | 0.83 | 18.92 | 10.66 | 13.32 | 12.73 | 0.64 | 0.72 | 6.34 | 1.21 | 1.31 | 8.08 | 1.65 |
Data as of 11/02/2012, AR inception is 06/17/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBRFX (FBR Large Cap Financial Investor) |
-17.28%
Feb 2006 - Feb 2009 |
-9.53%
Feb 2004 - Feb 2009 |
0.21%
Feb 1999 - Feb 2009 |
4.47%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBRFX (FBR Large Cap Financial Investor) |
18.82%
Mar 2009 - Mar 2012 |
17.95%
Feb 2000 - Feb 2005 |
8.75%
Apr 2000 - Apr 2010 |
4.99%
Aug 1997 - Aug 2012 |
Annualized Rolling Returns Comparison Chart