Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FG (F&G Annuities & Life, Inc.) | NA | 3.25% | -9.25% | NA | NA | NA | NA | … | … |
Data as of 06/01/2020, Common starting date is 07/21/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FG (F&G Annuities & Life, Inc.) | 07/21/2016 | 06/01/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.93 | 3.25 | -9.25 | NA | NA | NA | NA | … | … | -21.07 | 58.32 | -33.86 | 1.51 | 3.33 |
| Sharpe Ratio | NA | 0.10 | -0.30 | NA | NA | NA | NA | … | … | -0.63 | 2.09 | -1.37 | 0.05 | 2.26 |
| Standard Deviation(%) | NA | 50.07 | 35.16 | NA | NA | NA | NA | … | … | 69.77 | 27.51 | 25.60 | 18.33 | 3.23 |
| Draw Down(%) | NA | 36.18 | 49.29 | NA | NA | NA | NA | … | … | 36.18 | 21.19 | 41.94 | 22.73 | 0.61 |
| Yield(%) | 0.00 | 0.49 | 0.18 | 0.13 | 0.06 | 0.04 | 0.03 | … | … | 0.19 | 0.59 | 0.00 | 0.00 | 0.00 |
Data as of 06/01/2020, Common starting date is 07/21/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FG (F&G Annuities & Life, Inc.) |
-8.95%
May 2017 – May 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FG (F&G Annuities & Life, Inc.) |
4.40%
Feb 2017 – Feb 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart