Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MADDX (Marisico Gwth FDP of FDP Srs Inc Cl I) | NA | 8.28% | 12.90% | 8.79% | 11.56% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 10/11/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MADDX (Marisico Gwth FDP of FDP Srs Inc Cl I) | 10/11/2005 | 03/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.28 | 12.90 | 8.79 | 11.56 | NA | NA | … | … | 0.00 | 23.16 | 1.94 | 24.25 | 0.65 | 0.76 | 8.66 | 34.57 | 12.05 | -1.76 | 19.58 | 29.52 | -41.79 | 14.37 | 8.96 | 7.29 |
| Sharpe Ratio | NA | 0.59 | 0.72 | 0.51 | 0.66 | NA | NA | … | … | 0.00 | 1.53 | 0.03 | 2.86 | 0.03 | 0.04 | 0.59 | 2.70 | 0.88 | -0.07 | 0.96 | 1.11 | -1.16 | 0.67 | 0.45 | 2.88 |
| Standard Deviation(%) | NA | 11.80 | 16.14 | 15.82 | 16.98 | NA | NA | … | … | NA | 14.23 | 22.82 | 8.30 | 14.45 | 16.87 | 14.67 | 12.79 | 13.80 | 25.98 | 20.25 | 26.40 | 36.73 | 16.96 | 12.66 | 12.02 |
| Draw Down(%) | NA | 8.08 | 22.41 | 22.41 | 22.41 | NA | NA | … | … | 0.00 | 8.08 | 22.41 | 3.13 | 13.96 | 14.04 | 9.89 | 7.76 | 10.93 | 21.25 | 16.83 | 24.13 | 49.36 | 9.15 | 11.88 | 2.38 |
| Yield(%) | 0.00 | 4.76 | 13.60 | 10.65 | 11.15 | 7.65 | 5.73 | … | … | 0.00 | 5.42 | 22.85 | 13.71 | 6.00 | 13.16 | 6.13 | 5.76 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/05/2020, Common starting date is 10/11/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MADDX (Marisico Gwth FDP of FDP Srs Inc Cl I) |
-15.69%
Feb 2006 – Feb 2009 |
-1.78%
Oct 2007 – Oct 2012 |
4.91%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MADDX (Marisico Gwth FDP of FDP Srs Inc Cl I) |
25.61%
Feb 2009 – Feb 2012 |
22.66%
Feb 2009 – Feb 2014 |
15.58%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart