Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/02/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FCYIX (INDUSTRIALS PORTFOLIO INDUSTRIALS PORTFOLIO) | 3.06% | 9.36% | 13.87% | 9.82% | 5.65% | 8.22% | 8.50% | 8.35% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCYIX (INDUSTRIALS PORTFOLIO INDUSTRIALS PORTFOLIO) | 07/07/1999 | 05/02/2025 |
The return data shown below all have the same latest date: 05/02/2025.
AR inception is since 07/07/1999.
AR inception is since 07/07/1999.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.30 | 9.36 | 13.87 | 9.82 | 5.65 | 8.22 | 8.50 | 8.35 | 3.06 | 18.33 | 16.37 | -13.70 | -9.50 | 7.58 | 28.02 | -15.34 | 20.09 | 15.52 | -2.04 | 6.10 | 39.90 | 19.60 | -4.88 | 30.95 | 38.91 | -40.10 | 17.62 | 14.79 | 12.36 | 23.49 | 37.62 | -19.96 | 2.27 | 9.83 | -0.89 |
| Sharpe Ratio | NA | 0.12 | 0.44 | 0.30 | 0.18 | NA | NA | 0.30 | 0.20 | 0.64 | 0.68 | -0.62 | -0.35 | 0.19 | 1.77 | -0.90 | 2.00 | 0.98 | -0.13 | 0.37 | 3.01 | 1.21 | -0.17 | 1.31 | 1.11 | -0.99 | 0.84 | 0.82 | 0.72 | 1.64 | 2.19 | -0.83 | 0.00 | 0.28 | -0.34 |
| Standard Deviation(%) | NA | 25.09 | 21.84 | 23.39 | 22.22 | NA | NA | 22.38 | 33.49 | 18.20 | 17.99 | 24.56 | 26.88 | 38.61 | 15.05 | 18.64 | 9.77 | 15.63 | 15.86 | 16.60 | 13.27 | 16.27 | 29.26 | 23.64 | 34.91 | 41.15 | 17.47 | 14.12 | 14.07 | 13.74 | 16.84 | 25.51 | 22.90 | 20.50 | 15.03 |
| Draw Down(%) | NA | 24.50 | 24.50 | 39.57 | 42.58 | NA | NA | 60.64 | 21.31 | 12.53 | 14.89 | 27.49 | 21.77 | 42.58 | 7.95 | 26.08 | 4.77 | 11.54 | 15.06 | 12.87 | 5.42 | 12.64 | 28.64 | 18.87 | 35.63 | 53.14 | 12.01 | 14.39 | 11.12 | 7.73 | 15.88 | 34.43 | 29.43 | 16.26 | 13.06 |
| Yield(%) | 0.00 | 0.00 | 0.14 | 0.11 | 2.92 | 5.12 | 6.14 | 6.93 | 0.00 | 0.00 | 0.29 | 0.10 | 0.00 | 0.25 | 5.10 | 7.40 | 5.90 | 4.86 | 6.09 | 11.01 | 7.40 | 2.10 | 3.13 | 0.43 | 0.80 | 0.96 | 8.32 | 9.93 | 7.40 | 6.59 | 2.54 | 0.00 | 0.07 | 1.29 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCYIX (INDUSTRIALS PORTFOLIO INDUSTRIALS PORTFOLIO) |
-16.54%
Feb 2006 - Feb 2009 |
-3.29%
Sep 2017 - Sep 2022 |
3.55%
Oct 2013 - Oct 2023 |
4.47%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCYIX (INDUSTRIALS PORTFOLIO INDUSTRIALS PORTFOLIO) |
36.50%
Feb 2009 - Feb 2012 |
30.34%
Feb 2009 - Feb 2014 |
18.41%
Feb 2009 - Feb 2019 |
13.91%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart