Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FOREX (The Currency Strategies Fund) | NA | -9.83% | -3.72% | NA | NA | NA | NA | -2.08% |
Data as of 04/08/2013, AR inception is 05/04/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOREX (The Currency Strategies Fund) | 05/04/2009 | 04/08/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.83 | -3.72 | NA | NA | NA | NA | -2.08 | -8.92 | 0.69 | -5.89 | 3.92 | 4.70 |
| Sharpe Ratio | NA | -1.13 | -0.58 | NA | NA | NA | NA | -0.28 | -2.09 | 0.16 | -1.14 | 0.96 | 1.56 |
| Standard Deviation(%) | NA | 8.81 | 6.52 | NA | NA | NA | NA | 5.82 | 14.38 | 3.91 | 5.18 | 3.99 | 4.51 |
| Draw Down(%) | NA | 10.10 | 14.56 | NA | NA | NA | NA | 14.56 | 9.30 | 5.80 | 7.06 | 2.18 | 2.24 |
| Yield(%) | 0.00 | 1.16 | 2.43 | 1.53 | 0.77 | 0.51 | 0.38 | 2.55 | 0.00 | 4.10 | 0.00 | 3.43 | 0.00 |
Data as of 04/08/2013, AR inception is 05/04/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOREX (The Currency Strategies Fund) |
-3.63%
Mar 2010 - Mar 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOREX (The Currency Strategies Fund) |
0.12%
Aug 2009 - Aug 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart