Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCOX (FIMCO Select ) | NA | 10.06% | -2.20% | 0.02% | NA | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 01/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCOX (FIMCO Select ) | 01/06/2006 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.06 | -2.20 | 0.02 | NA | NA | NA | … | … | 3.49 | 11.07 | 14.89 | -30.28 | -2.55 | 17.48 |
| Sharpe Ratio | NA | 0.61 | -0.10 | -0.06 | NA | NA | NA | … | … | 1.36 | 0.59 | 0.65 | -1.02 | -0.36 | 1.33 |
| Standard Deviation(%) | NA | 16.36 | 23.57 | 20.85 | NA | NA | NA | … | … | 6.95 | 18.61 | 22.90 | 30.62 | 15.51 | 10.95 |
| Draw Down(%) | NA | 12.32 | 45.64 | 52.26 | NA | NA | NA | … | … | 3.10 | 19.25 | 25.63 | 36.76 | 14.23 | 8.34 |
| Yield(%) | 0.00 | 0.54 | 0.18 | 0.11 | 0.06 | 0.04 | 0.03 | … | … | 0.14 | 0.49 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/18/2011, Common starting date is 01/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCOX (FIMCO Select ) |
-13.45%
Feb 2006 – Feb 2009 |
-0.32%
Mar 2006 – Mar 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCOX (FIMCO Select ) |
0.58%
Feb 2008 – Feb 2011 |
0.31%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart