Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSC (Fifth Street Finance Corp) | NA | 10.34% | -4.07% | -2.62% | NA | NA | NA | … | … |
Data as of 10/17/2017, Common starting date is 06/12/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSC (Fifth Street Finance Corp) | 06/12/2008 | 10/17/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.44 | 10.34 | -4.07 | -2.62 | NA | NA | NA | … | … | 9.80 | -3.70 | -11.77 | -3.25 | -1.41 | 21.94 | -12.62 | 24.85 | 54.17 | -30.03 |
| Sharpe Ratio | NA | -0.23 | -0.89 | -0.93 | NA | NA | NA | … | … | -0.14 | -1.23 | -1.12 | -1.56 | -1.27 | 0.19 | -0.94 | 0.21 | 0.71 | -0.81 |
| Standard Deviation(%) | NA | 37.00 | 31.21 | 26.06 | NA | NA | NA | … | … | 38.74 | 30.63 | 26.97 | 13.94 | 15.71 | 18.17 | 32.98 | 30.20 | 49.84 | 80.10 |
| Draw Down(%) | NA | 31.25 | 42.02 | 46.64 | NA | NA | NA | … | … | 29.36 | 28.14 | 29.79 | 17.94 | 14.24 | 11.19 | 35.61 | 24.65 | 20.66 | 53.81 |
| Yield(%) | 0.00 | 7.42 | 7.25 | 7.46 | 7.50 | 5.00 | 3.75 | … | … | 5.20 | 11.23 | 8.56 | 11.18 | 10.32 | 11.76 | 9.70 | 10.34 | 10.27 | 8.33 |
Data as of 10/17/2017, Common starting date is 06/12/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSC (Fifth Street Finance Corp) |
-15.02%
May 2014 – May 2017 |
-9.17%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSC (Fifth Street Finance Corp) |
27.15%
Oct 2008 – Oct 2011 |
21.66%
Oct 2008 – Oct 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart