Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FBRSX (FBR Small Cap Financial Investor) | NA | 22.07% | 8.60% | 5.39% | 6.19% | 7.77% | NA | 8.76% |
Data as of 11/02/2012, AR inception is 08/19/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBRSX (FBR Small Cap Financial Investor) | 08/19/1997 | 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 | 22.07 | 8.60 | 5.39 | 6.19 | 7.77 | NA | 8.76 | 18.00 | -15.63 | 17.49 | 20.13 | -8.72 | -22.58 | 11.85 | -1.59 | 16.14 | 41.06 | 18.66 | 23.85 | 32.42 | -5.43 | -13.63 | 23.84 |
| Sharpe Ratio | NA | 1.22 | 0.36 | 0.18 | 0.23 | NA | NA | 0.37 | 1.38 | -0.55 | 0.74 | 0.56 | -0.30 | -1.41 | 0.69 | -0.35 | 1.41 | 4.23 | 1.58 | 2.56 | 3.08 | -1.04 | -1.03 | 7.67 |
| Standard Deviation(%) | NA | 18.12 | 23.65 | 28.28 | 21.82 | NA | NA | 18.77 | 15.79 | 28.64 | 23.41 | 35.68 | 32.05 | 18.16 | 12.49 | 10.67 | 10.79 | 9.54 | 11.11 | 8.57 | 9.22 | 8.36 | 16.48 | 9.79 |
| Draw Down(%) | NA | 12.78 | 36.32 | 36.32 | 43.24 | NA | NA | 43.24 | 12.78 | 32.45 | 26.10 | 18.60 | 24.83 | 26.54 | 7.15 | 11.53 | 11.68 | 3.10 | 10.63 | 11.68 | 11.61 | 13.44 | 35.26 | 4.08 |
| Yield(%) | 0.00 | 1.79 | 1.16 | 6.56 | 8.82 | 9.40 | 8.09 | 10.79 | 0.00 | 1.43 | 1.07 | 0.47 | 1.18 | 22.50 | 14.92 | 11.29 | 13.69 | 2.98 | 3.65 | 4.63 | 0.77 | 0.12 | 10.76 | 1.19 |
Data as of 11/02/2012, AR inception is 08/19/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBRSX (FBR Small Cap Financial Investor) |
-12.47%
Feb 2006 - Feb 2009 |
-5.92%
Feb 2004 - Feb 2009 |
4.71%
May 2002 - May 2012 |
7.79%
Oct 1997 - Oct 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBRSX (FBR Small Cap Financial Investor) |
31.20%
Nov 2000 - Nov 2003 |
27.18%
Feb 2000 - Feb 2005 |
15.08%
Apr 2000 - Apr 2010 |
7.91%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison Chart