Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDI (Fort Dearborn Income Securities Inc) | NA | -21.82% | -68.36% | -50.12% | NA | NA | NA | … | … |
Data as of 01/22/2018, Common starting date is 12/17/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDI (Fort Dearborn Income Securities Inc) | 12/17/2010 | 01/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -21.82 | -68.36 | -50.12 | NA | NA | NA | … | … | 2.57 | 7.37 | 7.28 | -10.41 | 13.57 | 13.37 | 6.47 |
| Sharpe Ratio | NA | 0.87 | 0.47 | 0.78 | NA | NA | NA | … | … | 1.63 | 1.04 | 1.48 | -1.30 | 1.27 | 1.16 | 28.57 |
| Standard Deviation(%) | NA | 6.72 | 6.42 | 8.46 | NA | NA | NA | … | … | 4.21 | 7.06 | 4.92 | 8.02 | 10.73 | 11.54 | 16.77 |
| Draw Down(%) | NA | 4.78 | 12.27 | 16.09 | NA | NA | NA | … | … | 2.96 | 5.43 | 4.23 | 16.09 | 4.69 | 5.74 | 1.12 |
| Yield(%) | 0.00 | 0.00 | 1.80 | 2.97 | 3.76 | 2.50 | 1.88 | … | … | 0.89 | 4.54 | 4.80 | 6.16 | 9.43 | 9.63 | 0.00 |
Data as of 01/22/2018, Common starting date is 12/17/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDI (Fort Dearborn Income Securities Inc) |
-65.51%
Oct 2014 – Oct 2017 |
-46.75%
Oct 2012 – Oct 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDI (Fort Dearborn Income Securities Inc) |
8.33%
Mar 2011 – Mar 2014 |
7.00%
Apr 2011 – Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart