Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FFG (FBL Financial Group Inc) | NA | -99.78% | -89.48% | -72.26% | -42.10% | -30.51% | -20.67% | … | … |
Data as of 06/04/2021, Common starting date is 07/19/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FFG (FBL Financial Group Inc) | 07/19/1996 | 06/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.00 | -99.78 | -89.48 | -72.26 | -42.10 | -30.51 | -20.67 | … | … | -99.85 | -2.96 | -10.24 | -5.74 | -10.88 | 22.80 | 9.67 | 29.56 | 30.93 | 0.56 | 18.66 | 54.81 | 19.87 | -55.26 | -11.64 | 19.11 | 14.92 | 10.66 | 32.51 | 16.73 | -4.00 | -13.12 | -17.53 | 20.87 | 61.31 | 34.46 |
| Sharpe Ratio | NA | -0.15 | -0.23 | -0.24 | -0.20 | NA | NA | … | … | -0.10 | -0.04 | -1.49 | -1.08 | -1.15 | -0.43 | -0.38 | 0.54 | 0.65 | -0.76 | 0.00 | 0.80 | 0.01 | -0.88 | -0.88 | -0.11 | -0.22 | -0.36 | 0.52 | -0.10 | -0.87 | -1.62 | 0.17 | 1.18 | 0.59 | 4.54 |
| Standard Deviation(%) | NA | 678.73 | 393.86 | 305.70 | 217.02 | NA | NA | … | … | 1,045.04 | 75.01 | 22.51 | 25.30 | 26.30 | 26.28 | 23.33 | 20.42 | 18.99 | 23.99 | 41.20 | 45.35 | 116.33 | 84.54 | 38.29 | 28.86 | 28.32 | 25.16 | 25.51 | 29.03 | 29.62 | 50.53 | 42.78 | 45.84 | 24.72 | 17.46 |
| Draw Down(%) | NA | 99.89 | 99.90 | 99.90 | 99.90 | NA | NA | … | … | 99.89 | 48.34 | 25.61 | 23.94 | 23.03 | 11.85 | 12.27 | 17.86 | 7.28 | 31.63 | 24.62 | 25.68 | 87.04 | 77.21 | 23.89 | 15.05 | 11.91 | 17.38 | 11.13 | 30.43 | 20.51 | 37.81 | 47.18 | 38.34 | 18.42 | 3.59 |
| Yield(%) | 0.00 | 5.40 | 3.63 | 4.85 | 8.57 | 5.48 | 9.28 | … | … | 1.01 | 5.92 | 5.03 | 4.75 | 4.20 | 6.03 | 6.30 | 3.14 | 7.22 | 1.16 | 0.98 | 1.28 | 2.09 | 1.48 | 1.22 | 1.40 | 1.48 | 1.54 | 2.02 | 2.47 | 1.75 | 1.90 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2021, Common starting date is 07/19/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFG (FBL Financial Group Inc) |
-89.37%
May 2018 – May 2021 |
-72.24%
May 2016 – May 2021 |
-42.40%
May 2011 – May 2021 |
-30.77%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFG (FBL Financial Group Inc) |
129.69%
Feb 2009 – Feb 2012 |
74.12%
Feb 2009 – Feb 2014 |
42.33%
Feb 2009 – Feb 2019 |
13.98%
Dec 2001 – Dec 2016 |
Annualized Rolling Returns Comparison Chart