Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FPIVX (FPA Int’l Val Fd) | NA | 21.81% | 13.84% | 12.67% | NA | NA | NA | … | … |
Data as of 09/28/2021, Common starting date is 12/13/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FPIVX (FPA Int’l Val Fd) | 12/13/2011 | 09/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.37 | 21.81 | 13.84 | 12.67 | NA | NA | NA | … | … | 18.66 | 7.41 | 24.06 | -10.81 | 27.12 | 9.05 | -6.34 | -9.19 | 18.00 | 24.04 | 2.64 |
| Sharpe Ratio | NA | 0.49 | 0.46 | 0.53 | NA | NA | NA | … | … | 0.50 | 0.35 | 2.50 | -1.23 | 4.82 | 0.58 | -0.61 | -1.18 | 2.47 | 1.94 | 5.35 |
| Standard Deviation(%) | NA | 44.82 | 28.81 | 22.70 | NA | NA | NA | … | … | 51.98 | 20.38 | 9.05 | 9.89 | 5.51 | 15.25 | 10.48 | 7.80 | 7.26 | 12.45 | 13.62 |
| Draw Down(%) | NA | 11.98 | 25.54 | 25.54 | NA | NA | NA | … | … | 11.98 | 25.54 | 5.30 | 17.46 | 1.69 | 11.17 | 17.79 | 15.88 | 3.94 | 11.03 | 1.19 |
| Yield(%) | 0.00 | 0.00 | 2.62 | 2.52 | 2.77 | 1.85 | 1.38 | … | … | 0.00 | 1.31 | 5.24 | 1.55 | 0.53 | 3.07 | 4.38 | 1.88 | 2.55 | 0.00 | 0.00 |
Data as of 09/28/2021, Common starting date is 12/13/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPIVX (FPA Int'l Val Fd) |
-2.84%
Oct 2013 – Oct 2016 |
1.01%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPIVX (FPA Int'l Val Fd) |
14.60%
Aug 2018 – Aug 2021 |
14.50%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart