Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FTEZX | NA | -0.42% | -2.81% | -5.55% | NA | NA | NA | … | … |
Data as of 12/27/2016, Common starting date is 01/03/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTEZX | 01/03/2011 | 12/27/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.42 | -2.81 | -5.55 | NA | NA | NA | … | … | 1.48 | -11.31 | 0.66 | 9.41 | -24.86 | 9.74 |
| Sharpe Ratio | NA | -0.14 | -0.28 | -0.52 | NA | NA | NA | … | … | 0.96 | -0.74 | 0.07 | 0.83 | -2.18 | 0.52 |
| Standard Deviation(%) | NA | 2.63 | 10.38 | 10.89 | NA | NA | NA | … | … | 1.35 | 15.31 | 9.06 | 11.34 | 11.51 | 18.71 |
| Draw Down(%) | NA | 2.34 | 20.93 | 33.05 | NA | NA | NA | … | … | 0.48 | 20.93 | 10.09 | 8.69 | 25.17 | 15.05 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.05 | 0.58 | 0.38 | 0.29 | … | … | 0.00 | 0.00 | 0.00 | 5.12 | 0.00 | 1.60 |
Data as of 12/27/2016, Common starting date is 01/03/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTEZX (FTEZX) |
-8.69%
Apr 2012 – Apr 2015 |
-7.20%
Apr 2011 – Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTEZX (FTEZX) |
0.17%
Mar 2013 – Mar 2016 |
-4.34%
Oct 2011 – Oct 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart