Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCS (Fairchild Semiconductor Intl Inc) | NA | 43.08% | 12.10% | 7.51% | 0.54% | 1.16% | NA | … | … |
Data as of 09/19/2016, Common starting date is 08/04/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCS (Fairchild Semiconductor Intl Inc) | 08/04/1999 | 09/19/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.25 | 43.08 | 12.10 | 7.51 | 0.54 | 1.16 | NA | … | … | -4.10 | 22.69 | 26.44 | -7.29 | 19.60 | -22.87 | 56.26 | 104.29 | -66.11 | -14.16 | -0.59 | 4.00 | -34.88 | 133.15 | -62.02 | 95.32 | -51.47 | 58.67 |
| Sharpe Ratio | NA | 1.93 | 0.38 | 0.21 | 0.00 | NA | NA | … | … | -0.72 | 0.61 | 0.74 | -0.22 | 0.51 | -0.46 | 1.27 | 1.51 | -0.94 | -0.54 | -0.10 | 0.06 | -0.75 | 2.49 | -0.85 | 1.38 | -0.68 | 2.34 |
| Standard Deviation(%) | NA | 23.04 | 31.48 | 35.82 | 46.67 | NA | NA | … | … | 8.15 | 36.90 | 35.61 | 32.89 | 38.62 | 49.72 | 44.14 | 69.01 | 70.79 | 31.79 | 38.00 | 33.13 | 47.72 | 53.17 | 73.85 | 68.99 | 82.12 | 86.78 |
| Draw Down(%) | NA | 7.41 | 38.96 | 38.96 | 85.95 | NA | NA | … | … | 7.41 | 38.96 | 31.65 | 25.59 | 28.84 | 50.41 | 37.96 | 51.85 | 78.76 | 29.61 | 31.02 | 23.83 | 57.18 | 17.80 | 78.21 | 38.30 | 75.61 | 33.87 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/19/2016, Common starting date is 08/04/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCS (Fairchild Semiconductor Intl Inc) |
-41.95%
Mar 2006 – Mar 2009 |
-32.94%
Feb 2004 – Feb 2009 |
-15.10%
Aug 2000 – Aug 2010 |
-6.90%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCS (Fairchild Semiconductor Intl Inc) |
60.94%
Feb 2009 – Feb 2012 |
32.10%
Feb 2009 – Feb 2014 |
3.59%
Aug 2004 – Aug 2014 |
2.75%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison Chart