Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMXLQ (Foamex International Inc) | NA | -99.39% | -74.46% | -76.08% | -54.49% | -43.88% | NA | … | … |
Data as of 03/30/2009, Common starting date is 12/08/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMXLQ (Foamex International Inc) | 12/08/1993 | 03/30/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -99.39 | -74.46 | -76.08 | -54.49 | -43.88 | NA | … | … | -87.50 | -97.26 | -80.79 | 12,566.67 | -99.20 | -24.80 | 58.23 | -60.99 | 50.56 | -35.26 | -32.88 | 13.79 | -34.06 | 123.88 | -26.30 | -41.18 | 10.53 |
| Sharpe Ratio | NA | -0.41 | -0.42 | -0.38 | -0.36 | NA | NA | … | … | -0.28 | -0.54 | -0.96 | 43.09 | -0.48 | -0.50 | 0.62 | -0.45 | 0.74 | -0.53 | -0.37 | 0.23 | -0.60 | 2.43 | -0.62 | -0.82 | 13.06 |
| Standard Deviation(%) | NA | 242.06 | 182.63 | 204.12 | 159.62 | NA | NA | … | … | 360.28 | 180.22 | 88.00 | 297.26 | 212.41 | 51.67 | 92.84 | 137.31 | 66.57 | 74.95 | 98.75 | 44.48 | 62.39 | 48.91 | 48.69 | 54.22 | 29.25 |
| Draw Down(%) | NA | 99.40 | 99.96 | 99.96 | 99.98 | NA | NA | … | … | 87.50 | 98.56 | 90.56 | 66.67 | 99.20 | 43.00 | 70.25 | 89.83 | 27.22 | 54.43 | 65.54 | 43.20 | 54.76 | 24.29 | 40.26 | 63.60 | 4.55 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 |
Data as of 03/30/2009, Common starting date is 12/08/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMXLQ (Foamex International Inc) |
-79.13%
Sep 2002 – Sep 2005 |
-76.80%
Feb 2004 – Feb 2009 |
-56.20%
Feb 1999 – Feb 2009 |
-44.84%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMXLQ (Foamex International Inc) |
49.08%
Apr 2003 – Apr 2006 |
9.04%
Oct 2002 – Oct 2007 |
-6.74%
Nov 1994 – Nov 2004 |
-42.52%
Jan 1994 – Jan 2009 |
Annualized Rolling Returns Comparison Chart
