Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNHCQ (FedNat Holding Company) | NA | -99.87% | -97.39% | -91.40% | -68.53% | -50.26% | -44.17% | … | … |
Data as of 11/08/2023, Common starting date is 11/05/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNHCQ (FedNat Holding Company) | 11/05/1998 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -99.87 | -97.39 | -91.40 | -68.53 | -50.26 | -44.17 | … | … | -93.75 | -99.89 | -76.18 | -64.40 | -16.52 | 20.22 | -11.34 | -36.77 | 22.35 | 64.71 | 174.17 | 80.74 | -6.92 | -20.90 | -13.17 | -65.55 | -43.41 | 38.81 | 17.19 | -35.17 | 65.46 | 331.92 | 5.03 | -27.27 | -41.08 | -6.66 |
| Sharpe Ratio | NA | -0.18 | -0.27 | -0.33 | -0.34 | NA | NA | … | … | -0.29 | -0.19 | -0.98 | -1.17 | -0.52 | 0.58 | -0.27 | -0.80 | 0.61 | 1.29 | 4.01 | 1.79 | -0.19 | -0.63 | -0.13 | -0.97 | -0.61 | 0.91 | 0.40 | -0.54 | 1.31 | 3.04 | 0.02 | -0.27 | -0.63 | -0.78 |
| Standard Deviation(%) | NA | 581.47 | 364.83 | 284.11 | 203.21 | NA | NA | … | … | 342.96 | 541.59 | 77.40 | 55.29 | 34.34 | 32.66 | 44.88 | 45.99 | 36.76 | 50.10 | 43.41 | 45.63 | 37.38 | 33.36 | 102.47 | 68.05 | 76.41 | 39.30 | 37.61 | 66.51 | 49.38 | 108.95 | 135.83 | 116.76 | 70.47 | 50.72 |
| Draw Down(%) | NA | 99.87 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 93.75 | 99.99 | 83.83 | 69.51 | 42.32 | 27.42 | 49.83 | 51.39 | 33.18 | 32.94 | 22.59 | 23.65 | 33.53 | 31.74 | 67.85 | 74.49 | 58.53 | 33.39 | 26.01 | 62.86 | 33.19 | 65.04 | 70.96 | 64.57 | 46.77 | 18.03 |
| Yield(%) | 0.00 | 0.00 | 0.53 | 0.61 | 1.58 | 3.62 | 2.06 | … | … | 0.00 | 0.00 | 0.00 | 2.19 | 1.69 | 1.94 | 1.69 | 0.87 | 0.72 | 0.86 | 2.01 | 0.66 | 0.00 | 2.95 | 7.61 | 5.07 | 3.13 | 2.70 | 2.36 | 2.13 | 2.37 | 3.60 | 2.78 | 0.51 | 0.00 | 0.00 |
Data as of 11/08/2023, Common starting date is 11/05/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNHCQ (FedNat Holding Company) |
-97.48%
Sep 2020 – Sep 2023 |
-91.60%
Sep 2018 – Sep 2023 |
-68.07%
Oct 2013 – Oct 2023 |
-50.82%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNHCQ (FedNat Holding Company) |
140.55%
Oct 2011 – Oct 2014 |
72.68%
Sep 2001 – Sep 2006 |
20.71%
Nov 2008 – Nov 2018 |
22.43%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart