Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSIC (FS Investment Corporation) | NA | -25.49% | -9.05% | NA | NA | NA | NA | … | … |
Data as of 12/21/2018, Common starting date is 04/17/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSIC (FS Investment Corporation) | 04/17/2014 | 12/21/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.35 | -25.49 | -9.05 | NA | NA | NA | NA | … | … | -23.97 | -21.26 | 25.92 | -0.97 | 6.44 |
| Sharpe Ratio | NA | -1.26 | -0.50 | NA | NA | NA | NA | … | … | -1.22 | -1.22 | 1.38 | -0.05 | 0.73 |
| Standard Deviation(%) | NA | 21.20 | 19.59 | NA | NA | NA | NA | … | … | 20.99 | 17.94 | 18.61 | 18.70 | 12.73 |
| Draw Down(%) | NA | 37.20 | 44.62 | NA | NA | NA | NA | … | … | 37.20 | 24.90 | 15.15 | 11.29 | 6.50 |
| Yield(%) | 0.00 | 5.07 | 7.88 | 7.76 | 3.88 | 2.59 | 1.94 | … | … | 5.03 | 8.37 | 10.00 | 9.04 | 9.22 |
Data as of 12/21/2018, Common starting date is 04/17/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSIC (FS Investment Corporation) |
-7.86%
Nov 2015 – Nov 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSIC (FS Investment Corporation) |
4.79%
Jun 2014 – Jun 2017 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart