Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FIVEX (Giant 5 Total Invmt System Investor) | NA | 3.91% | 1.66% | 13.88% | NA | NA | NA | 1.79% |
Data as of 03/20/2014, AR inception is 05/25/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIVEX (Giant 5 Total Invmt System Investor) | 05/25/2006 | 03/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.43 | 3.91 | 1.66 | 13.88 | NA | NA | NA | 1.79 | 3.38 | 2.69 | 11.12 | -8.64 | 16.72 | 38.30 | -42.75 | 5.46 | 7.83 |
| Sharpe Ratio | NA | 0.43 | 0.15 | 0.37 | NA | NA | NA | 0.03 | 1.98 | 0.30 | 1.01 | -0.44 | 0.26 | 1.51 | -1.34 | 0.14 | 0.82 |
| Standard Deviation(%) | NA | 9.06 | 13.81 | 37.44 | NA | NA | NA | 30.57 | 8.45 | 8.86 | 11.05 | 19.71 | 64.79 | 25.22 | 32.46 | 17.20 | 12.23 |
| Draw Down(%) | NA | 9.41 | 22.19 | 29.70 | NA | NA | NA | 58.99 | 3.52 | 9.41 | 10.63 | 22.19 | 29.70 | 21.13 | 51.98 | 12.43 | 8.01 |
| Yield(%) | 0.00 | 0.00 | 0.15 | 0.32 | 0.10 | 0.06 | 0.05 | 0.14 | 0.00 | 0.00 | 0.37 | 0.11 | 0.53 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/20/2014, AR inception is 05/25/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIVEX (Giant 5 Total Invmt System Investor) |
-11.05%
Jun 2007 - Jun 2010 |
-4.42%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIVEX (Giant 5 Total Invmt System Investor) |
22.85%
Feb 2009 - Feb 2012 |
14.97%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart