Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLY (Fly Leasing Limited) | NA | 150.81% | 7.71% | 7.50% | 1.09% | NA | NA | … | … |
Data as of 08/02/2021, Common starting date is 09/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLY (Fly Leasing Limited) | 09/27/2007 | 08/02/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 150.81 | 7.71 | 7.50 | 1.09 | NA | NA | … | … | 72.89 | -49.74 | 85.61 | -18.20 | -2.93 | -2.56 | -3.30 | -23.82 | 22.66 | -7.76 | -13.75 | 41.90 | 17.75 | -69.05 | -19.89 |
| Sharpe Ratio | NA | 2.36 | 0.09 | 0.11 | 0.01 | NA | NA | … | … | 2.95 | -0.42 | 2.81 | -0.70 | -0.19 | -0.09 | -0.12 | -1.03 | 0.82 | -0.33 | -0.44 | 1.15 | 0.24 | -0.94 | -1.52 |
| Standard Deviation(%) | NA | 68.87 | 75.60 | 60.32 | 46.92 | NA | NA | … | … | 53.26 | 119.23 | 29.91 | 28.00 | 18.60 | 29.20 | 27.00 | 23.20 | 27.57 | 23.74 | 31.21 | 36.37 | 73.22 | 74.61 | 39.45 |
| Draw Down(%) | NA | 37.08 | 81.77 | 81.77 | 81.77 | NA | NA | … | … | 20.30 | 79.59 | 12.86 | 30.66 | 12.93 | 28.35 | 25.53 | 34.43 | 27.86 | 19.76 | 30.26 | 24.35 | 64.98 | 76.87 | 28.09 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 3.41 | 2.38 | 1.79 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 7.61 | 6.26 | 6.73 | 6.73 | 5.89 | 8.71 | 11.24 | 11.02 | 0.00 |
Data as of 08/02/2021, Common starting date is 09/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLY (Fly Leasing Limited) |
-26.13%
Oct 2007 – Oct 2010 |
-18.21%
Oct 2007 – Oct 2012 |
-11.03%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLY (Fly Leasing Limited) |
48.25%
Feb 2009 – Feb 2012 |
27.52%
Feb 2009 – Feb 2014 |
8.48%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart