Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCH (FelCor Lodging Trust Inc) | NA | 6.17% | -8.41% | 11.37% | -8.22% | -2.34% | -4.27% | … | … |
Data as of 08/31/2017, Common starting date is 07/22/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCH (FelCor Lodging Trust Inc) | 07/22/1994 | 08/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.84 | 6.17 | -8.41 | 11.37 | -8.22 | -2.34 | -4.27 | … | … | -6.62 | 13.79 | -31.44 | 33.77 | 74.73 | 53.11 | -56.68 | 95.56 | 95.65 | -86.67 | -24.49 | 31.79 | 18.61 | 32.22 | -3.15 | -28.52 | -23.40 | 51.67 | -14.88 | -28.37 | 6.13 | 35.46 | 51.12 | -9.56 |
| Sharpe Ratio | NA | -0.43 | -0.98 | -0.32 | -0.35 | NA | NA | … | … | -0.82 | -0.53 | -1.61 | 0.57 | 1.67 | 0.73 | -1.04 | 1.17 | 0.53 | -0.64 | -1.21 | 0.36 | -0.09 | 0.42 | -0.50 | -1.38 | -1.16 | 1.28 | -0.73 | -0.93 | 0.15 | 1.57 | 1.72 | -0.83 |
| Standard Deviation(%) | NA | 29.59 | 32.70 | 32.26 | 81.34 | NA | NA | … | … | 29.32 | 38.09 | 30.99 | 26.86 | 33.59 | 48.07 | 72.12 | 65.50 | 146.13 | 165.46 | 38.70 | 26.08 | 27.35 | 30.32 | 44.62 | 35.04 | 38.95 | 22.26 | 24.66 | 34.23 | 17.87 | 20.20 | 27.44 | 28.53 |
| Draw Down(%) | NA | 16.20 | 51.47 | 51.47 | 96.60 | NA | NA | … | … | 15.38 | 28.52 | 42.84 | 16.01 | 12.50 | 25.75 | 75.00 | 55.53 | 65.71 | 95.36 | 42.23 | 13.09 | 17.78 | 22.55 | 49.28 | 50.37 | 48.69 | 10.47 | 32.16 | 50.93 | 15.97 | 10.51 | 10.08 | 27.55 |
| Yield(%) | 0.00 | 3.38 | 1.95 | 2.84 | 0.98 | 1.81 | 1.82 | … | … | 2.21 | 3.42 | 1.46 | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.54 | 5.59 | 4.59 | 1.04 | 0.00 | 0.00 | 3.68 | 7.23 | 12.18 | 9.51 | 7.12 | 5.98 | 7.05 | 8.53 | 2.94 |
Data as of 08/31/2017, Common starting date is 07/22/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCH (FelCor Lodging Trust Inc) |
-63.00%
Feb 2006 – Feb 2009 |
-37.61%
Feb 2004 – Feb 2009 |
-24.39%
Feb 1999 – Feb 2009 |
-11.69%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCH (FelCor Lodging Trust Inc) |
67.99%
Feb 2009 – Feb 2012 |
60.88%
Feb 2009 – Feb 2014 |
3.48%
Dec 1994 – Dec 2004 |
0.30%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison Chart