Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNGN (Financial Engines Inc) | NA | 0.00% | 6.18% | 4.39% | NA | NA | NA | … | … |
Data as of 01/21/2020, Common starting date is 03/17/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNGN (Financial Engines Inc) | 03/17/2010 | 01/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 6.18 | 4.39 | NA | NA | NA | … | … | 0.00 | 48.35 | -17.55 | 9.15 | -7.88 | -47.39 | 150.47 | 24.23 | 12.61 | 18.81 |
| Sharpe Ratio | NA | 0.27 | 0.11 | 0.09 | NA | NA | NA | … | … | NA | 1.51 | -0.46 | 0.22 | -0.22 | -0.96 | 4.68 | 0.75 | 0.24 | 0.57 |
| Standard Deviation(%) | NA | 0.00 | 48.20 | 42.15 | NA | NA | NA | … | … | 0.00 | 64.92 | 39.45 | 40.45 | 35.62 | 49.29 | 32.17 | 32.32 | 52.17 | 42.31 |
| Draw Down(%) | NA | 0.00 | 41.41 | 47.34 | NA | NA | NA | … | … | 0.00 | 15.80 | 41.41 | 28.30 | 37.42 | 54.88 | 16.75 | 27.36 | 44.84 | 33.42 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/21/2020, Common starting date is 03/17/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNGN (Financial Engines Inc) |
-20.90%
Oct 2013 – Oct 2016 |
-3.08%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNGN (Financial Engines Inc) |
64.80%
Sep 2010 – Sep 2013 |
25.64%
Jul 2010 – Jul 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart