Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FFIOX (FORMULAFOLIOS US EQUITY FUND FORMULAFOLIOS US EQUITY FUND INVESTOR CLASS) | NA | -15.12% | -0.41% | -0.57% | NA | NA | NA | … | … |
Data as of 11/22/2022, Common starting date is 12/18/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FFIOX (FORMULAFOLIOS US EQUITY FUND FORMULAFOLIOS US EQUITY FUND INVESTOR CLASS) | 12/18/2015 | 11/22/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.12 | -0.41 | -0.57 | NA | NA | NA | … | … | -14.37 | 23.62 | -9.33 | 15.16 | -13.60 | 15.43 | 4.68 | 1.00 |
| Sharpe Ratio | NA | -0.80 | -0.04 | -0.07 | NA | NA | NA | … | … | -0.83 | 1.72 | -0.29 | 1.12 | -0.99 | 2.07 | 0.53 | 3.08 |
| Standard Deviation(%) | NA | 20.29 | 23.27 | 20.02 | NA | NA | NA | … | … | 20.59 | 13.76 | 32.35 | 12.26 | 15.15 | 7.17 | 8.43 | 11.92 |
| Draw Down(%) | NA | 21.37 | 35.74 | 37.12 | NA | NA | NA | … | … | 20.89 | 6.85 | 35.74 | 9.41 | 22.98 | 3.23 | 6.53 | 1.56 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.25 | 1.86 | 1.24 | 0.93 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 3.37 | 9.17 | 5.83 | 0.00 |
Data as of 11/22/2022, Common starting date is 12/18/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFIOX (FORMULAFOLIOS US EQUITY FUND FORMULAFOLIOS US EQUITY FUND INVESTOR CLASS) |
-5.95%
Mar 2017 – Mar 2020 |
-1.05%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFIOX (FORMULAFOLIOS US EQUITY FUND FORMULAFOLIOS US EQUITY FUND INVESTOR CLASS) |
8.88%
Dec 2018 – Dec 2021 |
5.21%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart