Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 02/01/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FKMOX (STRATEGIC ADVISERS VALUE MULTI-MANAGER FUND STRATEGIC ADVISERS VALUE MULTI-MANAGER FUND) | NA | -7.24% | 12.30% | 8.73% | NA | NA | NA | 12.90% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FKMOX (STRATEGIC ADVISERS VALUE MULTI-MANAGER FUND STRATEGIC ADVISERS VALUE MULTI-MANAGER FUND) | 11/29/2011 | 02/01/2019 |
The return data shown below all have the same latest date: 02/01/2019.
AR inception is since 11/29/2011.
AR inception is since 11/29/2011.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.24 | 12.30 | 8.73 | NA | NA | NA | 12.90 | 0.00 | -2.37 | 17.62 | 15.24 | -3.36 | 11.91 | 32.52 | 16.04 | 6.21 |
| Sharpe Ratio | NA | -0.60 | 0.95 | 0.59 | NA | NA | NA | 0.93 | 0.00 | -0.25 | 2.15 | 1.03 | -0.21 | 1.03 | 2.83 | 1.25 | 4.12 |
| Standard Deviation(%) | NA | 14.40 | 12.18 | 13.17 | NA | NA | NA | 13.09 | NA | 14.72 | 7.94 | 14.55 | 16.07 | 11.55 | 11.46 | 12.86 | 24.14 |
| Draw Down(%) | NA | 10.30 | 12.11 | 18.19 | NA | NA | NA | 18.19 | 0.00 | 12.11 | 4.51 | 11.94 | 13.20 | 8.50 | 5.53 | 10.37 | 4.39 |
| Yield(%) | 0.00 | 30.13 | 17.62 | 13.04 | 10.42 | 6.95 | 5.21 | 14.89 | 0.00 | 31.46 | 3.27 | 6.65 | 5.03 | 10.58 | 7.68 | 3.99 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FKMOX (STRATEGIC ADVISERS VALUE MULTI-MANAGER FUND STRATEGIC ADVISERS VALUE MULTI-MANAGER FUND) |
6.64%
Oct 2013 - Oct 2016 |
7.43%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FKMOX (STRATEGIC ADVISERS VALUE MULTI-MANAGER FUND STRATEGIC ADVISERS VALUE MULTI-MANAGER FUND) |
19.84%
Dec 2011 - Dec 2014 |
14.31%
Nov 2012 - Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart