Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEIC (FEI Company) | NA | 38.55% | 7.12% | 27.13% | 17.33% | 11.44% | 11.73% | … | … |
Data as of 09/20/2016, Common starting date is 06/01/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEIC (FEI Company) | 06/01/1995 | 09/20/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.99 | 38.55 | 7.12 | 27.13 | 17.33 | 11.44 | 11.73 | … | … | 29.86 | -10.48 | 1.98 | 62.02 | 36.46 | 54.41 | 13.06 | 23.86 | -24.04 | -5.84 | 37.56 | -8.71 | -6.67 | 47.16 | -51.48 | 38.51 | 46.77 | 103.28 | -38.69 | 32.67 | -12.79 | 1.83 |
| Sharpe Ratio | NA | 1.34 | 0.25 | 0.88 | 0.45 | NA | NA | … | … | 1.55 | -0.38 | 0.06 | 2.93 | 1.16 | 1.16 | 0.39 | 0.50 | -0.47 | -0.22 | 0.85 | -0.32 | -0.19 | 0.96 | -0.72 | 0.43 | 0.43 | 1.49 | -0.48 | -0.35 | -0.22 | -0.01 |
| Standard Deviation(%) | NA | 28.66 | 28.33 | 30.74 | 37.26 | NA | NA | … | … | 28.24 | 27.66 | 30.65 | 21.16 | 31.78 | 46.69 | 33.24 | 47.44 | 53.38 | 39.99 | 40.71 | 34.41 | 40.33 | 48.55 | 72.72 | 86.46 | 98.64 | 67.36 | 87.85 | 64.22 | 74.08 | 62.09 |
| Draw Down(%) | NA | 17.04 | 34.89 | 34.89 | 70.76 | NA | NA | … | … | 14.88 | 21.25 | 30.95 | 5.78 | 18.05 | 33.60 | 31.64 | 43.70 | 43.44 | 38.00 | 25.17 | 28.82 | 39.99 | 26.87 | 66.68 | 54.87 | 53.31 | 42.22 | 64.44 | 49.47 | 57.89 | 37.93 |
| Yield(%) | 0.00 | 1.60 | 1.10 | 2.05 | 1.53 | 1.05 | 1.42 | … | … | 1.18 | 1.23 | 0.84 | 0.69 | 0.39 | 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 09/20/2016, Common starting date is 06/01/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEIC (FEI Company) |
-24.42%
Apr 1996 – Apr 1999 |
-11.17%
Jun 2001 – Jun 2006 |
-5.75%
Aug 2000 – Aug 2010 |
1.54%
Aug 1995 – Aug 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEIC (FEI Company) |
77.29%
Aug 1998 – Aug 2001 |
48.61%
Feb 2009 – Feb 2014 |
18.24%
Aug 2006 – Aug 2016 |
18.41%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart