Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCIEX (FCI Value Equity) | NA | -4.14% | 5.68% | 4.19% | NA | NA | NA | … | … |
Data as of 10/04/2013, Common starting date is 11/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCIEX (FCI Value Equity) | 11/07/2005 | 10/04/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.14 | 5.68 | 4.19 | NA | NA | NA | … | … | -3.05 | 7.83 | -0.06 | 12.33 | 19.37 | -35.23 | 16.05 | 7.11 | 2.50 |
| Sharpe Ratio | NA | -0.18 | 0.27 | 0.12 | NA | NA | NA | … | … | -0.19 | 0.65 | 0.00 | 0.70 | 0.82 | -0.94 | 0.82 | 0.39 | 2.35 |
| Standard Deviation(%) | NA | 22.63 | 20.61 | 25.60 | NA | NA | NA | … | … | 21.42 | 12.07 | 22.56 | 17.46 | 23.48 | 38.23 | 16.01 | 9.78 | 6.67 |
| Draw Down(%) | NA | 16.73 | 16.93 | 33.53 | NA | NA | NA | … | … | 16.73 | 9.71 | 16.93 | 14.91 | 23.53 | 45.65 | 7.88 | 9.03 | 1.53 |
| Yield(%) | 0.00 | 14.73 | 6.64 | 4.34 | 2.72 | 1.81 | 1.36 | … | … | 0.00 | 15.80 | 1.36 | 0.59 | 0.74 | 0.46 | 7.32 | 0.00 | 0.00 |
Data as of 10/04/2013, Common starting date is 11/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCIEX (FCI Value Equity) |
-12.10%
Feb 2006 – Feb 2009 |
-2.19%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCIEX (FCI Value Equity) |
19.35%
Feb 2009 – Feb 2012 |
4.18%
Jul 2008 – Jul 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart