Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 06/24/2013.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FORTX (Abraham Fortress Fund Class I) | NA | 32.57% | 12.85% | -2.71% | NA | NA | NA | -2.50% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FORTX (Abraham Fortress Fund Class I) | 04/10/2008 | 06/24/2013 |
The return data shown below all have the same latest date: 06/24/2013.
AR inception is since 04/10/2008.
AR inception is since 04/10/2008.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.80 | 32.57 | 12.85 | -2.71 | NA | NA | NA | -2.50 | 15.62 | 13.33 | -4.03 | 8.93 | 3.23 | -37.69 |
| Sharpe Ratio | NA | 2.18 | 0.62 | -0.11 | NA | NA | NA | -0.10 | 2.47 | 0.94 | -0.15 | 0.40 | 0.13 | -1.13 |
| Standard Deviation(%) | NA | 14.03 | 20.57 | 26.61 | NA | NA | NA | 26.02 | 14.41 | 14.18 | 27.67 | 22.26 | 24.00 | 43.03 |
| Draw Down(%) | NA | 6.35 | 25.58 | 53.33 | NA | NA | NA | 55.12 | 4.45 | 12.78 | 25.58 | 18.40 | 26.72 | 50.91 |
| Yield(%) | 0.00 | 0.31 | 0.11 | 0.11 | 0.06 | 0.04 | 0.03 | 0.11 | 0.00 | 0.30 | 0.00 | 0.00 | 0.41 | 0.11 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FORTX (Abraham Fortress Fund Class I) |
-10.52%
Aug 2008 - Aug 2011 |
-2.98%
May 2008 - May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FORTX (Abraham Fortress Fund Class I) |
13.25%
May 2010 - May 2013 |
-2.98%
May 2008 - May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart