Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRTD (Fortitude Group Inc.) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 05/17/2021, Common starting date is 07/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRTD (Fortitude Group Inc.) | 07/08/2002 | 05/17/2021 |
| 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 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 50.00 | 1,900.00 | -90.00 | 0.00 | 0.00 | 0.00 | -92.86 | -56.25 | -89.00 | -38.46 | -99.88 | -78.18 | -84.72 | -88.00 | 81.82 | -65.62 | -86.67 | 107.61 | -89.47 |
| Sharpe Ratio | NA | 0.27 | 0.08 | 0.17 | -0.07 | NA | NA | … | … | 0.00 | 0.07 | 6.28 | -0.23 | 0.00 | 0.00 | 0.00 | -0.23 | -0.30 | -0.21 | -0.09 | -0.19 | -0.31 | -0.28 | -0.58 | 0.38 | -0.25 | -0.31 | 0.46 | -0.25 |
| Standard Deviation(%) | NA | 743.00 | 556.11 | 566.58 | 567.76 | NA | NA | … | … | 604.31 | 748.07 | 302.30 | 400.15 | 653.35 | 855.84 | 761.73 | 409.22 | 190.76 | 424.72 | 442.40 | 533.65 | 255.58 | 305.00 | 156.61 | 208.19 | 275.33 | 287.20 | 230.24 | 404.01 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 96.67 | 80.00 | 90.00 | 95.00 | 99.00 | 99.00 | 99.84 | 91.54 | 99.75 | 79.33 | 99.92 | 91.60 | 95.00 | 89.62 | 90.00 | 88.00 | 95.91 | 70.00 | 96.84 |
| Yield(%) | 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 | 0.00 |
Data as of 05/17/2021, Common starting date is 07/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRTD (Fortitude Group Inc.) |
-97.42%
Aug 2009 – Aug 2012 |
-95.24%
Aug 2007 – Aug 2012 |
-87.69%
Dec 2004 – Dec 2014 |
-79.71%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRTD (Fortitude Group Inc.) |
115.44%
Oct 2017 – Oct 2020 |
145.95%
Mar 2016 – Mar 2021 |
-44.06%
Apr 2011 – Apr 2021 |
-65.70%
Mar 2006 – Mar 2021 |
Annualized Rolling Returns Comparison Chart