Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMSVX (FMC STRATEGIC VALUE FUND FMC STRATEGIC VALUE FUND) | NA | -7.93% | -5.78% | -0.58% | 2.14% | 5.42% | NA | … | … |
Data as of 02/16/2018, Common starting date is 09/30/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMSVX (FMC STRATEGIC VALUE FUND FMC STRATEGIC VALUE FUND) | 09/30/1998 | 02/16/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.93 | -5.78 | -0.58 | 2.14 | 5.42 | NA | … | … | -7.56 | 1.74 | 7.60 | -16.45 | -7.33 | 37.86 | 13.59 | -8.55 | 17.45 | 48.88 | -37.07 | -8.51 | 17.16 | 7.24 | 14.16 | 28.55 | 1.04 | 9.67 | 11.29 | 1.85 | 9.16 |
| Sharpe Ratio | NA | -0.71 | -0.42 | -0.04 | 0.08 | NA | NA | … | … | -1.87 | 0.13 | 0.48 | -0.94 | -0.46 | 2.71 | 0.72 | -0.26 | 0.71 | 1.40 | -0.99 | -0.72 | 1.03 | 0.38 | 1.02 | 2.24 | 0.00 | 0.50 | 0.31 | -0.11 | 2.69 |
| Standard Deviation(%) | NA | 12.12 | 14.52 | 14.96 | 24.15 | NA | NA | … | … | 24.62 | 8.77 | 15.23 | 17.47 | 15.82 | 13.94 | 18.83 | 33.57 | 24.45 | 34.95 | 38.13 | 16.16 | 13.52 | 13.24 | 12.95 | 12.42 | 17.11 | 15.06 | 23.09 | 12.98 | 14.22 |
| Draw Down(%) | NA | 9.48 | 30.00 | 34.96 | 59.49 | NA | NA | … | … | 9.48 | 5.78 | 12.58 | 22.60 | 17.24 | 5.96 | 17.05 | 33.80 | 23.24 | 32.10 | 52.77 | 24.16 | 11.00 | 7.82 | 7.10 | 13.26 | 23.16 | 14.43 | 17.15 | 18.64 | 6.92 |
| Yield(%) | 0.00 | 37.60 | 13.42 | 10.11 | 6.48 | 7.82 | 7.55 | … | … | 25.67 | 16.20 | 11.74 | 0.48 | 4.67 | 0.79 | 0.08 | 0.52 | 0.35 | 0.22 | 0.25 | 0.74 | 0.73 | 0.48 | 0.71 | 0.00 | 0.02 | 0.62 | 0.59 | 0.91 | 0.24 |
Data as of 02/16/2018, Common starting date is 09/30/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMSVX (FMC STRATEGIC VALUE FUND FMC STRATEGIC VALUE FUND) |
-19.35%
Feb 2006 – Feb 2009 |
-8.48%
Feb 2004 – Feb 2009 |
0.32%
May 2007 – May 2017 |
4.55%
Apr 2002 – Apr 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMSVX (FMC STRATEGIC VALUE FUND FMC STRATEGIC VALUE FUND) |
30.78%
Feb 2009 – Feb 2012 |
24.93%
Feb 2009 – Feb 2014 |
8.93%
Mar 2003 – Mar 2013 |
8.62%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart