Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FMD (The First Marblehead Corp) | NA | 46.38% | 73.32% | 33.08% | -20.63% | NA | NA | -11.27% |
Data as of 08/22/2016, AR inception is 10/31/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMD (The First Marblehead Corp) | 10/31/2003 | 08/22/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.20 | 46.38 | 73.32 | 33.08 | -20.63 | NA | NA | -11.27 | 19.95 | -29.24 | -19.49 | 847.44 | -33.33 | -46.08 | 1.88 | 65.12 | -91.57 | -71.29 | 67.95 | -41.07 | 157.08 | -1.22 |
| Sharpe Ratio | NA | 0.00 | 0.33 | 0.09 | -0.36 | NA | NA | -0.30 | -0.10 | -0.96 | -0.34 | 3.50 | -0.91 | -1.01 | -0.30 | 0.42 | -0.67 | -1.21 | 0.83 | -0.74 | 3.70 | -1.04 |
| Standard Deviation(%) | NA | 52.68 | 150.98 | 124.91 | 114.49 | NA | NA | 104.87 | 54.49 | 49.69 | 110.75 | 236.75 | 57.57 | 64.14 | 55.83 | 110.66 | 165.84 | 77.42 | 55.01 | 83.42 | 37.14 | 36.34 |
| Draw Down(%) | NA | 32.76 | 83.18 | 83.18 | 99.20 | NA | NA | 99.20 | 32.76 | 54.93 | 83.18 | 63.83 | 57.14 | 66.54 | 48.59 | 53.59 | 96.77 | 79.66 | 33.42 | 70.30 | 15.54 | 12.69 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.20 | 0.47 | 0.35 | 0.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.42 | 1.55 | 0.43 | 0.00 | 0.00 |
Data as of 08/22/2016, AR inception is 10/31/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMD (The First Marblehead Corp) |
-69.93%
Feb 2006 - Feb 2009 |
-57.05%
Oct 2006 - Oct 2011 |
-29.80%
Nov 2004 - Nov 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMD (The First Marblehead Corp) |
82.19%
Apr 2012 - Apr 2015 |
49.14%
Feb 2009 - Feb 2014 |
-9.89%
Dec 2003 - Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart