Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLIVF (F&C Investment Trust PLC) | NA | 0.00% | 4.30% | 3.02% | 6.22% | 8.29% | 6.15% | … | … |
Data as of 07/28/2023, Common starting date is 07/24/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLIVF (F&C Investment Trust PLC) | 07/24/2001 | 07/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 4.30 | 3.02 | 6.22 | 8.29 | 6.15 | … | … | 0.46 | -10.00 | 15.94 | 4.02 | 22.84 | 1.25 | 29.03 | -3.43 | 4.05 | 1.98 | 14.37 | 17.56 | 8.43 | 23.88 | -42.24 | -3.33 | 14.94 | 38.90 | 17.44 | 4.92 |
| Sharpe Ratio | NA | -0.01 | 0.02 | 0.03 | 0.08 | NA | NA | … | … | -0.02 | -0.13 | 0.18 | 0.03 | 0.25 | 0.00 | 0.47 | -0.05 | 0.06 | 0.04 | 0.12 | 0.12 | 0.04 | NA | -0.07 | NA | 0.39 | 0.26 | 0.12 | 0.01 |
| Standard Deviation(%) | NA | 104.34 | 106.06 | 96.88 | 86.34 | NA | NA | … | … | 164.32 | 93.24 | 84.48 | 118.70 | 80.96 | 95.90 | 76.24 | 61.46 | 72.43 | 51.23 | 117.04 | 169.86 | 123.65 | 0.00 | 649.90 | 0.00 | 80.21 | 88.83 | 184.19 | 104.28 |
| Draw Down(%) | NA | 9.67 | 10.75 | 16.49 | 16.49 | NA | NA | … | … | 9.67 | 10.75 | 3.17 | 7.89 | 2.99 | 16.49 | 1.89 | 8.88 | 8.29 | 2.31 | 0.00 | 2.47 | 10.28 | 0.00 | 43.10 | 3.33 | 0.00 | 0.00 | 0.16 | 9.09 |
| Yield(%) | 0.00 | 0.00 | 0.13 | 0.08 | 0.06 | 0.08 | 0.06 | … | … | 0.00 | 0.00 | 0.00 | 0.39 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/28/2023, Common starting date is 07/24/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLIVF (F&C Investment Trust PLC) |
15.00%
Oct 2017 – Oct 2020 |
23.69%
Feb 2018 – Feb 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLIVF (F&C Investment Trust PLC) |
36.98%
Nov 2015 – Nov 2018 |
31.62%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart