Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FXFAX (THE FX STRATEGY FUND THE FX STRATEGY FUND CLASS A SHARES) | NA | -18.44% | -1.84% | 3.20% | NA | NA | NA | 2.04% |
Data as of 01/05/2018, AR inception is 08/10/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXFAX (THE FX STRATEGY FUND THE FX STRATEGY FUND CLASS A SHARES) | 08/10/2011 | 01/05/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.61 | -18.44 | -1.84 | 3.20 | NA | NA | NA | 2.04 | -0.61 | -19.52 | 10.24 | 10.09 | 30.32 | -10.15 | -5.72 | 5.31 |
| Sharpe Ratio | NA | -1.09 | -0.10 | 0.15 | NA | NA | NA | 0.10 | -6.78 | -1.13 | 0.47 | 0.40 | 2.02 | -0.74 | -0.53 | 0.98 |
| Standard Deviation(%) | NA | 17.53 | 21.56 | 19.01 | NA | NA | NA | 17.77 | 4.88 | 17.87 | 21.40 | 25.01 | 15.04 | 13.82 | 11.04 | 14.40 |
| Draw Down(%) | NA | 22.20 | 24.41 | 24.41 | NA | NA | NA | 27.12 | 0.61 | 23.05 | 17.35 | 18.11 | 11.40 | 16.24 | 16.21 | 7.27 |
| Yield(%) | 0.00 | 5.72 | 8.26 | 6.13 | 3.09 | 2.06 | 1.54 | 5.15 | 0.00 | 5.54 | 0.00 | 19.72 | 0.00 | 0.00 | 1.79 | 0.00 |
Data as of 01/05/2018, AR inception is 08/10/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXFAX (THE FX STRATEGY FUND THE FX STRATEGY FUND CLASS A SHARES) |
-0.78%
Dec 2014 - Dec 2017 |
1.09%
Sep 2011 - Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXFAX (THE FX STRATEGY FUND THE FX STRATEGY FUND CLASS A SHARES) |
16.51%
Dec 2013 - Dec 2016 |
6.03%
Dec 2011 - Dec 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart