Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOE (Ferro Corporation) | NA | 27.74% | 6.89% | 7.39% | 16.00% | 0.66% | -0.27% | … | … |
Data as of 04/21/2022, Common starting date is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOE (Ferro Corporation) | 03/17/1980 | 04/21/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.24 | 27.74 | 6.89 | 7.39 | 16.00 | 0.66 | -0.27 | … | … | 0.82 | 49.21 | -1.35 | -5.42 | -33.53 | 64.62 | 28.87 | -14.20 | 1.01 | 206.94 | -14.52 | -66.60 | 77.67 | 16.88 | -65.99 | 0.19 | 10.29 | -19.10 | -14.77 | 11.38 | -5.31 | 12.17 | 4.55 | -15.38 | 6.94 | 28.52 | 21.39 | -2.09 | -25.39 | 17.97 | 7.07 | 111.11 | -30.10 | 15.30 | 48.07 | 16.03 | 21.40 | 31.79 | -26.69 | 26.07 | -5.80 | 32.54 | 16.55 |
| Sharpe Ratio | NA | 1.22 | 0.13 | 0.17 | 0.36 | NA | NA | … | … | 0.51 | 1.64 | -0.03 | -0.67 | -1.79 | 1.87 | -0.12 | -1.01 | -0.51 | 3.75 | -0.49 | -1.23 | 1.09 | -0.01 | -1.18 | -0.63 | -0.43 | -1.19 | -1.12 | -0.30 | -0.82 | -0.34 | -1.78 | 0.29 | 1.22 | -0.78 | 1.22 | -2.25 | -0.84 | 0.60 | 0.25 | 3.44 | -0.71 | 0.36 | 1.45 | 0.33 | 0.84 | 0.88 | -0.87 | 0.91 | -0.19 | 1.05 | 0.74 |
| Standard Deviation(%) | NA | 22.71 | 43.68 | 38.99 | 42.13 | NA | NA | … | … | 4.95 | 29.96 | 59.15 | 42.48 | 30.83 | 24.38 | 42.69 | 32.31 | 34.29 | 50.22 | 68.12 | 69.35 | 54.43 | 156.92 | 72.32 | 34.53 | 27.86 | 33.78 | 30.61 | 26.23 | 30.53 | 27.16 | 36.05 | 32.72 | 33.01 | 23.28 | 19.13 | 28.49 | 28.07 | 30.00 | 28.55 | 32.10 | 42.47 | 42.25 | 32.99 | 48.52 | 25.22 | 36.21 | 30.61 | 28.59 | 30.38 | 30.84 | 28.60 |
| Draw Down(%) | NA | 8.17 | 58.02 | 69.66 | 69.66 | NA | NA | … | … | 1.60 | 15.40 | 48.94 | 52.86 | 39.30 | 8.72 | 22.48 | 38.49 | 20.00 | 15.32 | 66.12 | 75.47 | 40.52 | 88.67 | 76.32 | 31.17 | 31.90 | 30.51 | 32.65 | 21.27 | 29.72 | 18.89 | 24.35 | 35.63 | 38.49 | 13.47 | 9.69 | 27.73 | 39.51 | 22.63 | 19.51 | 13.58 | 38.94 | 40.79 | 22.29 | 42.11 | 17.24 | 18.09 | 39.60 | 23.08 | 38.33 | 20.82 | 14.29 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.32 | 0.69 | … | … | 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 | 0.14 | 2.86 | 2.75 | 3.08 | 2.47 | 2.14 | 2.38 | 2.26 | 2.58 | 2.70 | 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 | 0.00 | 0.00 | 0.00 |
Data as of 04/21/2022, Common starting date is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOE (Ferro Corporation) |
-57.18%
Mar 2006 – Mar 2009 |
-42.35%
Mar 2004 – Mar 2009 |
-22.83%
Mar 1999 – Mar 2009 |
-15.36%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOE (Ferro Corporation) |
68.09%
Oct 2012 – Oct 2015 |
57.04%
Mar 2009 – Mar 2014 |
29.47%
Mar 2009 – Mar 2019 |
15.14%
Jul 1982 – Jul 1997 |
Annualized Rolling Returns Comparison Chart