Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XFSLX | NA | -93.63% | -60.99% | -43.93% | NA | NA | NA | … | … |
Data as of 12/23/2021, Common starting date is 09/23/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XFSLX | 09/23/2013 | 12/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.96 | -93.63 | -60.99 | -43.93 | NA | NA | NA | … | … | -93.64 | -7.76 | -2.37 | -5.88 | -1.40 | 7.87 | -7.89 | -3.45 | 1.89 |
| Sharpe Ratio | NA | -0.36 | -0.41 | -0.38 | NA | NA | NA | … | … | -0.36 | -0.70 | -1.28 | -3.03 | -0.96 | 2.48 | -3.07 | -0.91 | 3.48 |
| Standard Deviation(%) | NA | 261.64 | 150.72 | 116.87 | NA | NA | NA | … | … | 264.29 | 11.30 | 2.96 | 2.37 | 2.13 | 3.08 | 2.58 | 3.82 | 2.03 |
| Draw Down(%) | NA | 93.78 | 94.19 | 94.54 | NA | NA | NA | … | … | 93.78 | 26.82 | 7.38 | 7.29 | 3.18 | 4.74 | 9.32 | 5.66 | 0.62 |
| Yield(%) | 0.00 | 0.00 | 1.13 | 0.63 | 0.31 | 0.21 | 0.15 | … | … | 0.00 | 2.90 | 0.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/23/2021, Common starting date is 09/23/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XFSLX (XFSLX) |
-61.44%
Oct 2018 – Oct 2021 |
-43.66%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XFSLX (XFSLX) |
2.18%
Feb 2016 – Feb 2019 |
-0.09%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart