Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
FMJDX (STRATEGIC ADVISERS INTERNATIONAL MULTI-MANAGER FUND STRATEGIC ADVISERS INTERNATIONAL MULTI-MANAGER FUND) | NA | -13.96% | 6.36% | 3.13% | NA | NA | NA | 7.64% |
Data as of 02/01/2019, AR inception is 05/15/2012
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
FMJDX (STRATEGIC ADVISERS INTERNATIONAL MULTI-MANAGER FUND STRATEGIC ADVISERS INTERNATIONAL MULTI-MANAGER FUND) | 05/15/2012 | 02/01/2019 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -13.96 | 6.36 | 3.13 | NA | NA | NA | 7.64 | 0.00 | -9.84 | 26.24 | -0.13 | 0.43 | -4.33 | 22.22 | 16.53 |
Sharpe Ratio | NA | -1.22 | 0.46 | 0.18 | NA | NA | NA | 0.51 | 0.00 | -0.87 | 3.67 | -0.02 | 0.03 | -0.41 | 1.95 | 1.90 |
Standard Deviation(%) | NA | 12.61 | 12.25 | 12.71 | NA | NA | NA | 12.71 | NA | 12.85 | 7.01 | 16.60 | 14.68 | 10.64 | 11.40 | 14.63 |
Draw Down(%) | NA | 16.03 | 17.25 | 21.31 | NA | NA | NA | 21.31 | 0.00 | 17.25 | 2.27 | 12.22 | 15.39 | 12.02 | 8.67 | 5.36 |
Yield(%) | 0.00 | 16.47 | 8.96 | 6.52 | 4.72 | 3.15 | 2.36 | 7.87 | 0.00 | 17.18 | 2.68 | 1.91 | 2.20 | 6.28 | 3.67 | 1.27 |
Data as of 02/01/2019, AR inception is 05/15/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FMJDX (STRATEGIC ADVISERS INTERNATIONAL MULTI-MANAGER FUND STRATEGIC ADVISERS INTERNATIONAL MULTI-MANAGER FUND) |
-1.45%
Nov 2013 - Nov 2016 |
1.78%
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 |
---|---|---|---|---|
FMJDX (STRATEGIC ADVISERS INTERNATIONAL MULTI-MANAGER FUND STRATEGIC ADVISERS INTERNATIONAL MULTI-MANAGER FUND) |
12.52%
Jul 2012 - Jul 2015 |
9.07%
Jul 2012 - Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart