Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FSLEX (ENVIRONMENT AND ALTERNATIVE ENERGY PORTFOLIO ENVIRONMENT AND ALTERNATIVE ENERGY PORTFOLIO) | 7.92% | 18.78% | 17.37% | 17.14% | 11.48% | 11.36% | 8.47% | 5.86% |
Data as of 07/01/2025, AR inception is 09/28/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSLEX (ENVIRONMENT AND ALTERNATIVE ENERGY PORTFOLIO ENVIRONMENT AND ALTERNATIVE ENERGY PORTFOLIO) | 09/28/1989 | 07/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 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 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.54 | 18.78 | 17.37 | 17.14 | 11.48 | 11.36 | 8.47 | 5.86 | 7.92 | 20.01 | 26.29 | -26.05 | 30.30 | 21.56 | 26.83 | -13.43 | 25.25 | 20.72 | -4.59 | 1.86 | 34.99 | 14.15 | -14.30 | 14.93 | 17.16 | -30.45 | 12.44 | 10.49 | 9.37 | 7.44 | 28.97 | -16.37 | -9.33 | 34.49 | -25.78 | -16.97 | 17.87 | 15.61 | 26.05 | -9.55 | -0.62 | -1.37 | 7.67 | -2.48 | 1.39 |
| Sharpe Ratio | NA | 0.59 | 0.64 | 0.75 | 0.46 | NA | NA | 0.19 | 0.49 | 0.97 | 1.42 | -0.98 | 1.80 | 0.53 | 1.58 | -0.88 | 2.99 | 1.28 | -0.30 | 0.14 | 2.57 | 0.92 | -0.52 | 0.71 | 0.63 | -0.79 | 0.57 | 0.51 | 0.55 | 0.45 | 1.72 | -0.83 | -0.58 | 1.44 | -1.59 | -0.89 | 1.04 | 0.99 | 1.96 | -1.00 | -0.29 | -0.32 | 0.25 | -0.47 | 0.00 |
| Standard Deviation(%) | NA | 24.54 | 20.80 | 21.21 | 21.62 | NA | NA | 19.42 | 29.04 | 16.82 | 16.09 | 28.26 | 16.81 | 40.02 | 16.02 | 16.88 | 8.26 | 16.08 | 15.58 | 13.02 | 13.59 | 15.45 | 27.45 | 20.91 | 26.93 | 39.46 | 16.45 | 14.04 | 12.82 | 14.26 | 16.39 | 21.02 | 20.57 | 21.01 | 18.31 | 23.02 | 13.59 | 12.01 | 11.26 | 12.57 | 9.65 | 11.99 | 15.02 | 16.75 | 13.85 |
| Draw Down(%) | NA | 24.04 | 24.04 | 32.67 | 39.77 | NA | NA | 50.16 | 24.04 | 9.51 | 14.06 | 31.50 | 8.35 | 39.77 | 11.76 | 23.35 | 5.28 | 10.83 | 16.56 | 14.21 | 6.49 | 12.98 | 31.36 | 14.82 | 27.23 | 43.61 | 9.59 | 16.86 | 10.35 | 13.59 | 10.93 | 28.99 | 31.22 | 9.57 | 39.03 | 39.22 | 11.24 | 16.02 | 9.40 | 21.08 | 9.88 | 23.23 | 18.36 | 26.79 | 5.61 |
| Yield(%) | 0.00 | 0.43 | 0.59 | 3.20 | 4.49 | 6.01 | 4.57 | 3.69 | 0.00 | 0.50 | 0.50 | 0.51 | 9.37 | 7.00 | 2.69 | 5.19 | 7.39 | 1.55 | 2.79 | 12.77 | 0.99 | 0.96 | 1.05 | 0.44 | 1.00 | 0.36 | 0.41 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.15 | 0.18 | 0.00 | 0.17 | 6.55 | 0.00 | 0.00 | 3.29 | 3.72 | 0.00 | 0.09 |
Data as of 07/01/2025, AR inception is 09/28/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSLEX (ENVIRONMENT AND ALTERNATIVE ENERGY PORTFOLIO ENVIRONMENT AND ALTERNATIVE ENERGY PORTFOLIO) |
-15.45%
Mar 2006 - Mar 2009 |
-10.65%
Sep 1997 - Sep 2002 |
-1.43%
Feb 1999 - Feb 2009 |
-0.21%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSLEX (ENVIRONMENT AND ALTERNATIVE ENERGY PORTFOLIO ENVIRONMENT AND ALTERNATIVE ENERGY PORTFOLIO) |
26.18%
Dec 2018 - Dec 2021 |
18.83%
Oct 2016 - Oct 2021 |
14.69%
Dec 2011 - Dec 2021 |
12.09%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart