Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDEF (Premier Financial Corp) | NA | -12.40% | 2.86% | 10.41% | 17.86% | 7.39% | 10.82% | … | … |
Data as of 01/22/2021, Common starting date is 07/20/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDEF (Premier Financial Corp) | 07/20/1993 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.62 | -12.40 | 2.86 | 10.41 | 17.86 | 7.39 | 10.82 | … | … | 15.83 | -25.22 | 28.48 | -5.68 | 2.42 | 34.30 | 10.92 | 31.15 | 35.33 | 31.53 | 22.61 | 5.40 | 46.05 | -64.90 | -27.21 | 11.66 | -6.10 | 11.39 | 37.04 | 24.34 | 39.77 | 3.57 | -26.32 | -10.94 | 29.29 | 22.22 | -25.00 | -2.70 | 0.91 |
| Sharpe Ratio | NA | -0.19 | 0.02 | 0.23 | 0.50 | NA | NA | … | … | 32.87 | -0.34 | 0.24 | -1.19 | -0.74 | 0.01 | -0.30 | 0.61 | 0.53 | 0.43 | 0.12 | -0.31 | 0.38 | -1.29 | -1.64 | -0.48 | -0.87 | -0.37 | 0.67 | 0.15 | 0.53 | -1.33 | -0.04 | 0.64 | -0.56 | 0.97 | -1.08 | -0.04 | 0.06 |
| Standard Deviation(%) | NA | 75.64 | 47.28 | 39.34 | 34.54 | NA | NA | … | … | 39.78 | 75.06 | 21.48 | 22.85 | 22.76 | 22.90 | 25.03 | 20.76 | 31.45 | 30.40 | 35.23 | 42.94 | 72.55 | 65.23 | 30.10 | 22.38 | 31.33 | 22.46 | 26.41 | 30.87 | 36.05 | 48.97 | 34.52 | 34.93 | 31.02 | 24.84 | 80.90 | 26.86 | 30.92 |
| Draw Down(%) | NA | 63.57 | 64.82 | 64.82 | 64.82 | NA | NA | … | … | 2.53 | 63.73 | 17.50 | 31.66 | 15.77 | 16.18 | 10.57 | 7.13 | 16.94 | 14.11 | 16.00 | 39.28 | 54.29 | 72.25 | 31.40 | 15.36 | 17.62 | 23.48 | 13.67 | 23.93 | 26.22 | 31.91 | 31.90 | 31.25 | 12.00 | 10.23 | 54.55 | 15.63 | 15.32 |
| Yield(%) | 0.00 | 2.77 | 2.86 | 3.69 | 6.99 | 2.97 | 6.54 | … | … | 0.00 | 2.77 | 3.16 | 2.46 | 1.97 | 3.57 | 2.30 | 2.43 | 2.04 | 1.33 | 0.42 | 0.00 | 6.00 | 4.90 | 3.31 | 3.47 | 3.02 | 2.98 | 3.09 | 3.44 | 4.47 | 4.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/22/2021, Common starting date is 07/20/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDEF (Premier Financial Corp) |
-39.77%
Feb 2006 – Feb 2009 |
-25.41%
Feb 2004 – Feb 2009 |
-5.53%
Feb 1999 – Feb 2009 |
-3.99%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDEF (Premier Financial Corp) |
46.31%
Feb 2009 – Feb 2012 |
41.72%
Feb 2009 – Feb 2014 |
30.56%
Feb 2009 – Feb 2019 |
14.08%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison Chart