Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FEDEX (Federated Capital Appreciation A) | NA | -2.42% | 2.14% | -1.34% | 4.89% | 3.97% | 6.85% | 6.95% |
Data as of 04/19/2013, AR inception is 01/03/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDEX (Federated Capital Appreciation A) | 01/03/1986 | 04/19/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -12.02 | -2.42 | 2.14 | -1.34 | 4.89 | 3.97 | 6.85 | 6.95 | -2.68 | 9.95 | -5.24 | 12.52 | 14.15 | -28.95 | 10.79 | 16.01 | 1.91 | 7.35 | 23.81 | -18.32 | -6.19 | -3.91 | 43.37 | 20.00 | 30.19 | 10.44 | 28.76 | -3.48 | 8.52 | 6.90 | 22.08 | -7.88 | 10.00 | 9.59 | -4.42 | 12.03 |
| Sharpe Ratio | NA | -0.13 | 0.10 | -0.06 | 0.19 | NA | NA | 0.15 | -0.35 | 0.68 | -0.23 | 0.75 | 0.59 | -0.87 | 0.52 | 1.26 | -0.03 | 0.57 | 1.43 | -0.87 | -0.49 | -0.34 | 2.33 | 0.84 | -0.89 | 0.53 | 2.59 | -0.67 | 0.71 | 0.50 | 1.33 | -0.92 | 0.36 | 0.32 | -0.29 | 0.62 |
| Standard Deviation(%) | NA | 19.80 | 20.08 | 24.26 | 19.59 | NA | NA | 18.20 | 25.08 | 14.59 | 22.73 | 16.61 | 23.89 | 34.10 | 15.13 | 10.16 | 10.00 | 11.30 | 16.12 | 22.26 | 17.75 | 23.61 | 17.24 | 19.91 | 27.94 | 12.89 | 9.62 | 9.58 | 9.08 | 9.03 | 13.74 | 14.17 | 12.03 | 15.49 | 28.92 | 12.85 |
| Draw Down(%) | NA | 13.07 | 19.20 | 44.52 | 46.69 | NA | NA | 46.69 | 13.07 | 13.45 | 19.20 | 16.28 | 23.73 | 39.31 | 9.42 | 9.59 | 7.26 | 9.19 | 13.80 | 29.65 | 21.32 | 18.46 | 9.51 | 27.41 | 20.51 | 12.08 | 6.25 | 8.05 | 4.94 | 4.85 | 6.52 | 23.98 | 10.00 | 7.95 | 31.62 | 8.91 |
| Yield(%) | 0.00 | 1.48 | 0.93 | 0.75 | 6.28 | 5.33 | 1.41 | 1.72 | 0.00 | 1.60 | 0.57 | 0.63 | 0.80 | 0.74 | 23.37 | 17.79 | 2.98 | 1.14 | 0.56 | 0.86 | 0.79 | 6.18 | 6.59 | 4.87 | 2.55 | 0.25 | 0.27 | 0.09 | 0.08 | 0.12 | 0.15 | 0.10 | 0.21 | 0.15 | 0.17 | 0.15 |
Data as of 04/19/2013, AR inception is 01/03/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDEX (Federated Capital Appreciation A) |
-13.51%
Mar 2000 - Mar 2003 |
-4.31%
Feb 2004 - Feb 2009 |
-1.17%
Aug 2000 - Aug 2010 |
4.95%
Mar 1998 - Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDEX (Federated Capital Appreciation A) |
34.52%
Mar 1997 - Mar 2000 |
26.13%
Mar 1995 - Mar 2000 |
17.42%
Sep 1990 - Sep 2000 |
10.86%
Oct 1990 - Oct 2005 |
Annualized Rolling Returns Comparison Chart