Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
FINNEGAN HENDERSON FARABOW GARRETT and DUNNER L.L.P. PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 6.20% | 1.78% | 5.15% | 2.83% | 3.88% | NA | 3.16% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
FINNEGAN HENDERSON FARABOW GARRETT and DUNNER L.L.P. PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/30/2016 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 1.95 | 6.20 | 1.78 | 5.15 | 2.83 | 3.88 | NA | 3.16 | 4.03 | -9.48 | 4.36 | 16.20 | 7.55 | 2.03 | 7.47 | 13.13 | -22.38 | 6.31 | 11.86 | 4.41 | 8.41 | 15.44 | -8.05 | -5.58 |
Sharpe Ratio | NA | 0.34 | -0.06 | 0.52 | 0.18 | NA | NA | 0.20 | 0.41 | -0.95 | 0.60 | 2.67 | 1.19 | 0.20 | 0.94 | 1.04 | -1.15 | 0.39 | 1.43 | 0.46 | 1.20 | 1.65 | -0.69 | -0.69 |
Standard Deviation(%) | NA | 9.38 | 8.93 | 7.96 | 10.60 | NA | NA | 10.01 | 9.38 | 9.96 | 7.25 | 6.06 | 6.29 | 10.01 | 7.86 | 12.54 | 20.33 | 8.48 | 5.98 | 4.84 | 6.23 | 8.93 | 13.24 | 11.35 |
Draw Down(%) | NA | 8.20 | 17.05 | 17.05 | 32.69 | NA | NA | 32.69 | 7.60 | 12.50 | 5.46 | 4.28 | 5.37 | 8.00 | 6.69 | 13.11 | 27.80 | 4.79 | 5.30 | 3.21 | 3.63 | 8.82 | 17.05 | 16.28 |
Yield(%) | NA | 4.04 | 1.71 | 1.33 | 1.72 | NA | NA | 1.85 | 4.07 | 0.61 | 0.50 | 0.30 | 1.19 | 1.31 | 1.30 | 1.06 | 1.23 | 5.65 | 3.99 | 2.61 | 1.20 | 1.05 | 1.25 | 2.26 |
Data as of 09/30/2016, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FINNEGAN HENDERSON FARABOW GARRETT and DUNNER L.L.P. PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.98%
Feb 2006 - Feb 2009 |
-1.27%
Feb 2004 - Feb 2009 |
2.42%
Jan 2006 - Jan 2016 |
2.64%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FINNEGAN HENDERSON FARABOW GARRETT and DUNNER L.L.P. PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
12.30%
Feb 2009 - Feb 2012 |
10.80%
Feb 2009 - Feb 2014 |
5.71%
Mar 2003 - Mar 2013 |
3.89%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison Chart