Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXMAX (PSI ALL ASSET FUND PSI ALL ASSET FUND CLASS A SHARES) | NA | 13.01% | -2.38% | -1.58% | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 08/24/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXMAX (PSI ALL ASSET FUND PSI ALL ASSET FUND CLASS A SHARES) | 08/24/2010 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.01 | -2.38 | -1.58 | NA | NA | NA | … | … | 13.01 | -22.45 | 6.14 | 7.64 | -7.77 | -2.45 | -2.94 | -3.91 | -8.73 | 0.80 |
| Sharpe Ratio | NA | 0.89 | -0.23 | -0.16 | NA | NA | NA | … | … | 0.85 | -1.07 | 1.15 | 0.60 | -0.57 | -0.81 | -0.89 | -1.02 | -1.26 | 0.50 |
| Standard Deviation(%) | NA | 13.63 | 15.35 | 14.46 | NA | NA | NA | … | … | 13.66 | 22.27 | 4.81 | 12.43 | 13.63 | 3.05 | 3.36 | 3.93 | 6.98 | 4.30 |
| Draw Down(%) | NA | 7.71 | 24.21 | 24.21 | NA | NA | NA | … | … | 7.71 | 23.56 | 2.18 | 9.46 | 14.10 | 5.05 | 4.82 | 5.17 | 13.62 | 1.85 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/30/2019, Common starting date is 08/24/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXMAX (PSI ALL ASSET FUND PSI ALL ASSET FUND CLASS A SHARES) |
-6.59%
May 2011 – May 2014 |
-7.28%
May 2011 – May 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXMAX (PSI ALL ASSET FUND PSI ALL ASSET FUND CLASS A SHARES) |
2.07%
Sep 2014 – Sep 2017 |
-0.05%
Dec 2012 – Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart