Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOFI (First Opportunity Fund) | NA | 1.17% | 12.34% | 11.49% | -0.59% | 10.41% | 18.47% | … | … |
Data as of 07/01/2015, Common starting date is 11/06/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOFI (First Opportunity Fund) | 11/06/1987 | 07/01/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.17 | 12.34 | 11.49 | -0.59 | 10.41 | 18.47 | … | … | 1.10 | 8.57 | 19.58 | 24.84 | -17.09 | 23.42 | 19.45 | -52.30 | -13.50 | -2.51 | -1.52 | 54.30 | 54.55 | 31.64 | 47.44 | 28.06 | -11.03 | -17.06 | 77.97 | 158.61 | 163.53 | -28.02 | 39.29 | 84.91 | 78.15 | -39.59 | 28.76 | 24.39 | 7.89 |
| Sharpe Ratio | NA | -1.47 | -0.14 | -0.24 | -0.55 | NA | NA | … | … | -1.66 | -0.82 | 0.09 | 0.10 | -1.87 | 0.24 | 0.02 | -0.99 | -1.73 | -1.51 | -1.18 | 2.02 | 2.14 | 0.41 | 1.29 | 0.20 | -0.55 | -0.38 | 2.18 | 2.81 | 2.74 | -0.64 | 1.73 | 3.39 | 1.83 | -0.93 | 0.73 | 0.74 | 1.23 |
| Standard Deviation(%) | NA | 11.82 | 36.17 | 30.10 | 36.38 | NA | NA | … | … | 9.87 | 12.19 | 12.05 | 60.92 | 19.01 | 20.16 | 47.45 | 72.69 | 20.68 | 16.54 | 19.17 | 17.16 | 16.45 | 29.15 | 20.82 | 24.43 | 25.99 | 53.47 | 34.01 | 54.58 | 58.37 | 48.62 | 21.36 | 24.07 | 40.51 | 48.15 | 31.50 | 26.48 | 52.02 |
| Draw Down(%) | NA | 9.26 | 24.66 | 28.57 | 75.14 | NA | NA | … | … | 4.71 | 9.26 | 4.68 | 25.37 | 25.06 | 19.84 | 36.57 | 64.86 | 25.18 | 12.29 | 19.60 | 14.41 | 7.99 | 33.20 | 18.84 | 13.10 | 31.91 | 58.82 | 23.82 | 8.51 | 12.06 | 38.22 | 12.89 | 7.99 | 14.13 | 46.70 | 26.23 | 13.10 | 18.90 |
| Yield(%) | 0.00 | 2.36 | 2.27 | 1.66 | 0.27 | 0.39 | 0.44 | … | … | 0.79 | 1.73 | 3.28 | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/01/2015, Common starting date is 11/06/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOFI (First Opportunity Fund) |
-29.34%
Mar 2006 – Mar 2009 |
-13.90%
Dec 2004 – Dec 2009 |
-2.39%
Dec 2004 – Dec 2014 |
5.95%
Nov 1997 – Nov 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOFI (First Opportunity Fund) |
133.23%
Nov 1994 – Nov 1997 |
72.60%
Nov 1992 – Nov 1997 |
48.75%
Dec 1994 – Dec 2004 |
41.58%
Nov 1990 – Nov 2005 |
Annualized Rolling Returns Comparison Chart