Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FFCH (First Financial Holdings Inc) | NA | 103.96% | 23.37% | 4.32% | -0.40% | 3.47% | 11.01% | … | … |
Data as of 07/29/2013, Common starting date is 03/27/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FFCH (First Financial Holdings Inc) | 03/27/1990 | 07/29/2013 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.51 | 103.96 | 23.37 | 4.32 | -0.40 | 3.47 | 11.01 | … | … | 75.81 | 49.01 | -20.48 | -11.06 | -34.60 | -22.73 | -27.67 | 31.42 | -3.16 | 7.89 | 29.92 | 5.09 | 26.37 | 29.44 | -11.11 | -25.73 | 145.45 | 22.88 | 27.77 | 3.82 | 73.24 | 65.86 | 48.27 | 14.78 |
| Sharpe Ratio | NA | 3.44 | 0.45 | 0.06 | -0.03 | NA | NA | … | … | 6.00 | 1.14 | -0.29 | -0.24 | -0.39 | -0.29 | -0.76 | 1.01 | -0.19 | 0.22 | 1.07 | 0.12 | 0.76 | 0.63 | -0.35 | -0.76 | 2.32 | 0.38 | 0.46 | 0.01 | 1.10 | 1.17 | 0.69 | 0.23 |
| Standard Deviation(%) | NA | 32.08 | 51.99 | 67.04 | 55.21 | NA | NA | … | … | 28.05 | 43.46 | 70.06 | 46.96 | 88.45 | 81.35 | 40.36 | 27.84 | 27.44 | 31.45 | 27.23 | 33.51 | 32.13 | 40.04 | 41.52 | 38.08 | 38.61 | 50.06 | 51.61 | 63.96 | 64.11 | 53.76 | 64.62 | 63.35 |
| Draw Down(%) | NA | 11.51 | 72.64 | 87.27 | 90.44 | NA | NA | … | … | 8.42 | 28.32 | 72.64 | 42.42 | 76.91 | 42.37 | 35.30 | 7.24 | 21.87 | 15.59 | 10.39 | 25.02 | 19.04 | 17.83 | 24.18 | 45.27 | 15.94 | 18.56 | 17.98 | 22.78 | 30.93 | 18.97 | 21.22 | 32.03 |
| Yield(%) | 0.00 | 1.76 | 1.57 | 1.39 | 2.00 | 2.97 | 2.74 | … | … | 0.73 | 2.14 | 1.55 | 1.49 | 0.95 | 3.93 | 2.52 | 3.12 | 2.82 | 2.82 | 3.14 | 2.88 | 3.34 | 3.69 | 2.58 | 0.86 | 1.81 | 1.86 | 2.20 | 1.73 | 1.09 | 1.35 | 1.75 | 0.90 |
Data as of 07/29/2013, Common starting date is 03/27/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFCH (First Financial Holdings Inc) |
-45.54%
Sep 2008 – Sep 2011 |
-33.20%
Sep 2006 – Sep 2011 |
-13.69%
Sep 2001 – Sep 2011 |
-2.80%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFCH (First Financial Holdings Inc) |
70.60%
Oct 1990 – Oct 1993 |
48.14%
Oct 1990 – Oct 1995 |
32.67%
Jun 1991 – Jun 2001 |
26.19%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart