Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDS (FactSet Research Systems Inc.) | -10.81% | -39.92% | -12.64% | -3.66% | 5.95% | 7.27% | 10.33% | … | … |
Data as of 06/04/2026, Common starting date is 06/28/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDS (FactSet Research Systems Inc.) | 06/28/1996 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 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 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.78 | -39.92 | -12.64 | -3.66 | 5.95 | 7.27 | 10.33 | … | … | -10.81 | -38.88 | 1.62 | 19.99 | -16.75 | 47.49 | 25.13 | 35.51 | 5.02 | 19.44 | 2.06 | 16.72 | 31.31 | 24.94 | 2.17 | -5.90 | 44.07 | 51.07 | -19.56 | -0.70 | 37.91 | 59.41 | 55.37 | 37.08 | -17.93 | -4.69 | -6.14 | 93.42 | 100.81 | 46.43 | 5.00 |
| Sharpe Ratio | NA | -1.22 | -0.57 | -0.27 | 0.14 | NA | NA | … | … | -0.69 | -1.45 | -0.09 | 0.81 | -0.62 | 2.29 | 0.55 | 1.51 | 0.17 | 1.02 | 0.09 | 0.89 | 1.62 | 1.31 | 0.08 | -0.20 | 1.94 | 1.44 | -0.39 | -0.12 | 1.32 | 1.13 | 1.91 | 1.05 | -0.36 | -0.12 | -0.19 | 1.78 | 2.56 | 1.19 | 0.18 |
| Standard Deviation(%) | NA | 39.97 | 28.87 | 27.38 | 27.46 | NA | NA | … | … | 49.70 | 28.95 | 21.40 | 20.43 | 29.36 | 20.74 | 44.83 | 22.49 | 21.30 | 18.53 | 21.56 | 18.77 | 19.31 | 18.98 | 25.82 | 30.30 | 22.72 | 35.51 | 52.89 | 31.49 | 26.26 | 50.79 | 28.50 | 34.53 | 53.27 | 59.48 | 54.81 | 50.67 | 38.03 | 35.67 | 35.97 |
| Draw Down(%) | NA | 58.80 | 61.13 | 61.13 | 61.13 | NA | NA | … | … | 35.99 | 46.79 | 18.86 | 11.46 | 27.93 | 12.02 | 33.56 | 22.23 | 19.66 | 14.25 | 16.44 | 11.46 | 10.61 | 11.12 | 18.64 | 29.63 | 14.21 | 21.72 | 49.96 | 24.11 | 10.88 | 24.09 | 19.20 | 28.78 | 46.78 | 58.87 | 45.62 | 30.35 | 34.22 | 30.35 | 23.17 |
| Yield(%) | 0.49 | 1.03 | 1.06 | 1.21 | 2.04 | 2.54 | 4.88 | … | … | 0.79 | 0.91 | 0.89 | 0.94 | 0.73 | 0.98 | 1.13 | 1.40 | 1.29 | 1.32 | 1.56 | 1.22 | 1.40 | 1.52 | 1.36 | 1.09 | 1.33 | 1.71 | 1.20 | 0.75 | 0.56 | 0.53 | 1.88 | 1.79 | 1.19 | 0.95 | 0.60 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 06/28/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDS (FactSet Research Systems Inc.) |
-18.55%
Mar 2023 – Mar 2026 |
-6.58%
Apr 2021 – Apr 2026 |
4.79%
Mar 2016 – Mar 2026 |
6.15%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDS (FactSet Research Systems Inc.) |
78.50%
Dec 1996 – Dec 1999 |
44.88%
Mar 1997 – Mar 2002 |
37.66%
Feb 1997 – Feb 2007 |
28.27%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison Chart