Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLKDF (FIH group plc) | NA | 0.45% | -8.92% | -2.40% | NA | NA | NA | … | … |
Data as of 07/18/2022, Common starting date is 08/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLKDF (FIH group plc) | 08/06/2012 | 07/18/2022 |
| 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 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.45 | -8.92 | -2.40 | NA | NA | NA | … | … | 0.00 | 4.33 | -27.04 | -7.66 | 18.90 | 60.09 | -34.37 | -29.42 | -8.56 | 10.44 | -0.32 |
| Sharpe Ratio | NA | 0.34 | -0.40 | -0.16 | NA | NA | NA | … | … | 0.00 | 1.13 | -0.69 | -0.86 | 1.74 | 1.32 | -0.91 | -1.29 | -0.46 | 0.51 | -0.02 |
| Standard Deviation(%) | NA | 0.45 | 23.46 | 19.39 | NA | NA | NA | … | … | NA | 3.81 | 39.61 | 10.59 | 10.08 | 45.36 | 37.81 | 22.76 | 18.79 | 20.43 | 35.34 |
| Draw Down(%) | NA | 0.00 | 35.08 | 35.08 | NA | NA | NA | … | … | 0.00 | 0.00 | 35.08 | 12.79 | 0.00 | 3.68 | 34.37 | 29.42 | 15.89 | 8.49 | 15.39 |
| Yield(%) | 0.00 | 0.45 | 0.65 | 1.14 | 1.20 | 0.80 | 0.60 | … | … | 0.00 | 0.47 | 0.00 | 1.49 | 1.39 | 3.08 | 0.00 | 0.00 | 3.52 | 2.65 | 2.03 |
Data as of 07/18/2022, Common starting date is 08/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLKDF (FIH group plc) |
-24.90%
Dec 2013 – Dec 2016 |
-8.71%
Oct 2012 – Oct 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLKDF (FIH group plc) |
20.68%
Dec 2016 – Dec 2019 |
5.99%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart