Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOFN (Four Oaks Fincorp Inc) | NA | 65.64% | 34.36% | 18.64% | -13.76% | -5.15% | NA | … | … |
Data as of 11/03/2017, Common starting date is 03/15/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOFN (Four Oaks Fincorp Inc) | 03/15/2000 | 11/03/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.19 | 65.64 | 34.36 | 18.64 | -13.76 | -5.15 | NA | … | … | 41.89 | 51.43 | 15.13 | -5.00 | 77.78 | -5.26 | -68.12 | -42.89 | -21.06 | -55.12 | -40.22 | 49.58 | 30.27 | 33.19 | 13.81 | 17.25 | -9.89 | 2.99 |
| Sharpe Ratio | NA | 1.31 | 0.31 | -0.04 | -0.50 | NA | NA | … | … | 1.01 | 0.54 | -0.09 | -0.30 | 0.93 | -0.23 | -0.90 | -0.88 | -0.57 | -1.18 | -2.01 | 0.72 | 0.24 | 0.41 | -0.15 | -0.09 | -0.88 | -0.30 |
| Standard Deviation(%) | NA | 35.47 | 34.11 | 54.93 | 68.71 | NA | NA | … | … | 33.96 | 31.92 | 37.14 | 78.04 | 64.01 | 102.24 | 96.16 | 70.24 | 69.12 | 63.24 | 31.04 | 38.18 | 39.37 | 32.83 | 36.47 | 27.41 | 36.01 | 60.12 |
| Draw Down(%) | NA | 26.67 | 26.67 | 60.34 | 95.13 | NA | NA | … | … | 26.67 | 9.28 | 14.11 | 60.34 | 30.56 | 59.09 | 82.29 | 56.26 | 46.92 | 58.42 | 42.40 | 22.38 | 16.56 | 12.83 | 19.23 | 12.50 | 17.76 | 21.74 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.39 | 0.70 | 0.47 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.57 | 3.03 | 1.97 | 1.19 | 1.41 | 1.59 | 1.81 | 1.83 | 1.74 | 1.57 | 0.00 |
Data as of 11/03/2017, Common starting date is 03/15/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOFN (Four Oaks Fincorp Inc) |
-48.56%
May 2008 – May 2011 |
-47.85%
Dec 2006 – Dec 2011 |
-21.07%
Nov 2005 – Nov 2015 |
-10.90%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOFN (Four Oaks Fincorp Inc) |
44.38%
Jul 2014 – Jul 2017 |
28.20%
Dec 2001 – Dec 2006 |
-3.65%
Apr 2000 – Apr 2010 |
-4.80%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart