Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FSDCX (COMMUNICATIONS EQUIPMENT PORTFOLIO COMMUNICATIONS EQUIPMENT PORTFOLIO) | NA | 33.94% | 12.39% | 12.16% | 11.06% | 7.94% | 6.17% | 9.46% |
Data as of 12/06/2021, AR inception is 03/23/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSDCX (COMMUNICATIONS EQUIPMENT PORTFOLIO COMMUNICATIONS EQUIPMENT PORTFOLIO) | 03/23/1993 | 12/06/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 33.94 | 12.39 | 12.16 | 11.06 | 7.94 | 6.17 | 9.46 | 31.50 | 8.36 | 6.11 | 3.95 | 11.65 | 19.89 | -10.13 | 15.00 | 28.17 | 5.97 | -16.68 | 27.94 | 80.71 | -48.48 | 9.78 | 2.25 | 3.52 | 16.52 | 68.09 | -47.78 | -36.13 | -26.62 | 123.42 | 67.01 | 5.40 | 14.55 | 17.32 | 15.11 | 26.41 |
| Sharpe Ratio | NA | 1.94 | 0.46 | 0.52 | 0.54 | NA | NA | 0.28 | 1.86 | 0.23 | 0.25 | 0.13 | 0.93 | 1.05 | -0.58 | 1.04 | 1.88 | 0.29 | -0.51 | 1.18 | 2.62 | -1.16 | 0.31 | -0.06 | 0.08 | 0.56 | 2.77 | -1.28 | -0.91 | -0.52 | 3.88 | 2.00 | 0.07 | 0.68 | 0.87 | 0.79 | 2.38 |
| Standard Deviation(%) | NA | 18.07 | 25.39 | 21.95 | 19.90 | NA | NA | 27.14 | 18.39 | 34.61 | 18.79 | 19.81 | 11.93 | 18.75 | 17.47 | 14.45 | 15.00 | 20.30 | 32.98 | 23.69 | 30.74 | 42.53 | 21.49 | 19.67 | 16.44 | 27.68 | 24.28 | 38.32 | 43.15 | 59.21 | 30.97 | 31.85 | 25.56 | 15.86 | 15.41 | 15.28 | 13.78 |
| Draw Down(%) | NA | 8.18 | 39.04 | 39.04 | 39.04 | NA | NA | 85.99 | 8.18 | 31.06 | 19.15 | 19.63 | 6.08 | 15.93 | 17.19 | 11.70 | 8.62 | 24.97 | 34.64 | 16.64 | 17.15 | 58.38 | 16.39 | 25.87 | 18.68 | 32.52 | 15.07 | 58.87 | 50.18 | 53.49 | 16.35 | 28.11 | 21.87 | 16.04 | 21.21 | 19.06 | 10.42 |
| Yield(%) | 0.00 | 12.72 | 6.29 | 6.19 | 6.05 | 4.45 | 3.51 | 9.71 | 12.27 | 0.44 | 5.45 | 7.62 | 1.87 | 1.32 | 2.97 | 7.03 | 0.83 | 0.86 | 0.10 | 0.21 | 0.46 | 0.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 23.79 | 10.08 | 0.38 | 20.74 | 0.00 | 25.03 | 8.80 | 8.87 |
Data as of 12/06/2021, AR inception is 03/23/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSDCX (COMMUNICATIONS EQUIPMENT PORTFOLIO COMMUNICATIONS EQUIPMENT PORTFOLIO) |
-42.39%
Feb 2000 - Feb 2003 |
-19.67%
Mar 2000 - Mar 2005 |
-8.77%
Feb 2000 - Feb 2010 |
-2.93%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSDCX (COMMUNICATIONS EQUIPMENT PORTFOLIO COMMUNICATIONS EQUIPMENT PORTFOLIO) |
80.70%
Mar 1997 - Mar 2000 |
46.80%
Feb 1995 - Feb 2000 |
16.73%
Feb 2009 - Feb 2019 |
10.80%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart