Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Composite Momentum Market Utility FSUTX | 1.34% | 10.12% | 6.85% | 10.05% | 8.47% | 10.77% | 11.19% | 12.23% |
Data as of 05/30/2025, AR inception is 06/30/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Composite Momentum Market Utility FSUTX | 06/30/1987 | 08/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 10.12 | 6.85 | 10.05 | 8.47 | 10.77 | 11.19 | 12.23 | 1.34 | 24.71 | -2.51 | 2.26 | 16.44 | -6.07 | 22.66 | 8.58 | 17.96 | 14.00 | -10.89 | 21.66 | 20.61 | 7.03 | 13.09 | 10.94 | 22.99 | -5.20 | 18.13 | 30.08 | 9.36 | 24.22 | 22.18 | -12.93 | 4.61 | -13.48 | 25.95 | 43.14 | 30.38 | 11.39 | 34.38 | -7.42 | 12.44 | 10.58 | 18.56 | -3.43 | 39.01 | 6.94 | 2.11 |
| Sharpe Ratio | NA | 0.90 | 0.30 | 0.53 | 0.43 | NA | NA | 0.67 | 0.36 | 1.29 | -0.37 | 0.04 | 1.09 | -0.16 | 1.95 | 0.52 | 1.91 | 0.89 | -0.65 | 1.68 | 1.73 | 0.70 | 0.71 | 0.70 | 1.67 | -0.54 | 0.82 | 2.71 | 0.63 | 2.05 | 1.81 | -1.17 | 0.18 | -0.67 | 1.32 | 2.33 | 1.87 | 0.66 | 3.54 | -1.05 | 1.34 | 1.45 | 2.18 | -1.25 | 4.28 | 0.41 | -3.53 |
| Standard Deviation(%) | NA | 16.59 | 17.76 | 17.47 | 19.17 | NA | NA | 14.77 | 17.08 | 16.30 | 16.76 | 21.55 | 15.12 | 38.62 | 10.86 | 13.89 | 9.06 | 15.51 | 16.76 | 12.89 | 11.89 | 9.91 | 18.35 | 15.57 | 13.74 | 11.39 | 18.32 | 9.84 | 11.31 | 11.32 | 11.83 | 12.02 | 12.08 | 26.51 | 17.11 | 17.05 | 14.25 | 11.74 | 8.59 | 10.03 | 7.69 | 5.58 | 6.73 | 7.14 | 7.72 | 4.97 | 0.02 |
| Draw Down(%) | NA | 12.01 | 21.94 | 21.94 | 37.61 | NA | NA | 37.61 | 9.46 | 9.52 | 17.03 | 18.48 | 8.21 | 37.61 | 4.42 | 8.69 | 5.59 | 12.13 | 18.55 | 8.49 | 11.09 | 8.12 | 14.63 | 9.13 | 7.80 | 13.40 | 13.47 | 5.66 | 9.49 | 6.17 | 9.26 | 18.70 | 12.80 | 27.49 | 8.75 | 12.56 | 9.30 | 9.41 | 2.96 | 10.44 | 8.28 | 6.50 | 3.61 | 10.68 | 4.04 | 3.48 | 0.00 |
| Yield(%) | NA | 5.52 | 3.23 | 2.84 | 3.54 | NA | NA | 0.00 | 1.81 | 4.51 | 2.04 | 1.69 | 1.91 | 2.31 | 2.79 | 8.61 | 6.30 | 2.80 | 3.82 | 8.70 | 2.93 | 1.19 | 2.34 | 2.66 | 4.71 | 3.67 | 2.18 | 1.47 | 2.33 | 1.89 | 2.94 | 4.76 | 5.35 | 10.51 | 16.63 | 17.07 | 18.37 | 9.89 | 2.54 | 4.66 | 15.82 | 8.16 | 4.73 | 7.45 | 3.15 | 7.71 | 2.11 |
Data as of 05/30/2025, AR inception is 06/30/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Market Utility FSUTX |
-10.88%
Mar 2000 - Mar 2003 |
1.05%
Mar 2000 - Mar 2005 |
6.68%
Jun 2014 - Jun 2024 |
9.32%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Market Utility FSUTX |
38.80%
Mar 1997 - Mar 2000 |
30.25%
Mar 1995 - Mar 2000 |
18.64%
Aug 1990 - Aug 2000 |
15.10%
Dec 1994 - Dec 2009 |
Annualized Rolling Returns Comparison Chart