Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBPIX (FBR Large Cap I) | NA | 8.30% | 7.99% | NA | NA | NA | NA | … | … |
Data as of 11/02/2012, Common starting date is 06/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBPIX (FBR Large Cap I) | 06/04/2008 | 11/02/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | 8.30 | 7.99 | NA | NA | NA | NA | … | … | 9.41 | -3.49 | 11.31 | 34.02 | -30.66 |
| Sharpe Ratio | NA | 0.51 | 0.41 | NA | NA | NA | NA | … | … | 0.82 | -0.14 | 0.61 | 1.26 | -1.06 |
| Standard Deviation(%) | NA | 16.05 | 19.47 | NA | NA | NA | NA | … | … | 13.71 | 24.56 | 18.38 | 27.03 | 44.90 |
| Draw Down(%) | NA | 11.43 | 20.20 | NA | NA | NA | NA | … | … | 11.43 | 20.20 | 16.40 | 23.15 | 41.11 |
| Yield(%) | 0.00 | 0.83 | 0.78 | 0.53 | 0.26 | 0.18 | 0.13 | … | … | 0.00 | 0.80 | 0.55 | 0.96 | 0.64 |
Data as of 11/02/2012, Common starting date is 06/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPIX (FBR Large Cap I) |
1.58%
Aug 2008 – Aug 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPIX (FBR Large Cap I) |
22.10%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart