Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDML (Federal-Mogul Corp) | NA | 13.93% | -16.88% | -3.15% | NA | NA | NA | … | … |
Data as of 05/12/2017, Common starting date is 01/03/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDML (Federal-Mogul Corp) | 01/03/2008 | 05/12/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.93 | -16.88 | -3.15 | NA | NA | NA | … | … | -3.20 | 50.51 | -57.43 | -18.24 | 145.39 | -45.63 | -28.57 | 19.36 | 308.98 | -83.89 |
| Sharpe Ratio | NA | 0.50 | -0.36 | -0.06 | NA | NA | NA | … | … | -1.95 | 0.79 | -1.29 | -0.42 | 2.26 | -1.05 | -0.58 | 0.37 | 3.27 | -0.90 |
| Standard Deviation(%) | NA | 27.39 | 47.85 | 52.07 | NA | NA | NA | … | … | 4.65 | 63.45 | 44.46 | 43.60 | 64.26 | 43.94 | 49.02 | 52.61 | 94.32 | 93.89 |
| Draw Down(%) | NA | 11.92 | 81.27 | 83.02 | NA | NA | NA | … | … | 4.27 | 43.07 | 59.42 | 38.44 | 51.01 | 60.64 | 50.62 | 43.30 | 65.78 | 87.96 |
| 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 |
Data as of 05/12/2017, Common starting date is 01/03/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDML (Federal-Mogul Corp) |
-31.01%
Mar 2010 – Mar 2013 |
-27.34%
Jan 2011 – Jan 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDML (Federal-Mogul Corp) |
51.64%
Dec 2008 – Dec 2011 |
36.00%
Dec 2008 – Dec 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart