Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMFN (First Montauk Financial Corp) | NA | NA | NA | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 01/07/2022, Common starting date is 04/04/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMFN (First Montauk Financial Corp) | 04/04/1994 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2019 | 2018 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | NA | -100.00 | -100.00 | -100.00 | -100.00 | … | … | 0.00 | -100.00 | -95.00 | 81.82 | -92.67 | 0.00 | 50.00 | 1,900.00 | -97.50 | -57.45 | -41.25 | 45.45 | 57.14 | 75.00 | -54.55 | -38.03 | -44.75 | -10.61 | -50.00 | 199.48 | -4.00 | 166.67 | -66.67 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | NA | NA | 0.03 | -0.09 | 0.00 | 0.04 | 2.09 | -0.26 | -0.44 | -0.46 | 0.50 | 0.43 | 0.45 | -0.58 | -0.44 | -0.65 | -0.13 | -0.52 | 2.54 | -0.06 | 1.01 | -0.47 |
| Standard Deviation(%) | NA | 0.00 | NA | NA | NA | NA | NA | … | … | 0.00 | 0.00 | 0.00 | 2,624.78 | 895.97 | 1,365.65 | 1,286.74 | 1,005.46 | 380.70 | 137.34 | 97.31 | 86.21 | 131.57 | 164.23 | 95.40 | 92.47 | 74.64 | 109.18 | 102.48 | 76.57 | 117.23 | 164.40 | 171.03 |
| Draw Down(%) | NA | NA | 100.00 | 100.00 | 100.00 | NA | NA | … | … | NA | 100.00 | 95.00 | 94.01 | 94.50 | 80.00 | 83.33 | 93.33 | 98.00 | 77.14 | 66.94 | 31.62 | 46.67 | 53.33 | 66.67 | 59.77 | 70.00 | 62.00 | 69.79 | 32.35 | 64.44 | 35.71 | 68.42 |
| Yield(%) | NA | NA | NA | 0.00 | 0.00 | 0.00 | 0.00 | … | … | NA | NA | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/07/2022, Common starting date is 04/04/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMFN (First Montauk Financial Corp) |
-100.00%
Nov 2016 – Nov 2019 |
-100.00%
Nov 2014 – Nov 2019 |
-100.00%
Nov 2009 – Nov 2019 |
-100.00%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMFN (First Montauk Financial Corp) |
97.18%
Dec 1994 – Dec 1997 |
28.69%
Mar 1995 – Mar 2000 |
7.39%
Apr 1995 – Apr 2005 |
2.46%
Feb 1995 – Feb 2010 |
Annualized Rolling Returns Comparison Chart