Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOH (Frederick’s of Hollywood Group, Inc.) | NA | -64.60% | -46.19% | -43.09% | -21.74% | -13.43% | -11.78% | … | … |
Data as of 02/21/2013, Common starting date is 03/18/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOH (Frederick’s of Hollywood Group, Inc.) | 03/18/1992 | 02/21/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.74 | -64.60 | -46.19 | -43.09 | -21.74 | -13.43 | -11.78 | … | … | -9.09 | -38.89 | -60.00 | -42.31 | 524.00 | -92.19 | 1.91 | 185.45 | -58.65 | -11.33 | 188.46 | -3.70 | -13.80 | -33.58 | -41.82 | 159.36 | 11.52 | 47.91 | -70.55 | -34.37 | 21.42 | -36.10 |
| Sharpe Ratio | NA | -0.59 | -0.51 | -0.29 | NA | NA | NA | … | … | -0.38 | -0.39 | -0.80 | -0.63 | 3.85 | -0.69 | -0.02 | 3.03 | -0.72 | -0.20 | 2.05 | -0.05 | -0.14 | -0.33 | -0.47 | 1.17 | -0.30 | 0.30 | -0.47 | -0.38 | 0.24 | -0.44 |
| Standard Deviation(%) | NA | 109.84 | 89.87 | 149.37 | NA | NA | NA | … | … | 132.19 | 100.47 | 75.21 | 67.08 | 135.92 | 134.19 | 71.11 | 60.56 | 84.10 | 60.80 | 91.46 | 103.12 | 116.48 | 113.83 | 95.62 | 133.24 | 144.37 | 148.83 | 158.39 | 98.66 | 80.18 | 104.17 |
| Draw Down(%) | NA | 69.45 | 86.47 | 96.15 | 97.96 | NA | NA | … | … | 25.93 | 68.75 | 60.87 | 52.56 | 68.89 | 95.61 | 56.27 | 25.32 | 67.09 | 37.22 | 48.33 | 49.23 | 43.18 | 52.50 | 64.48 | 56.90 | 50.07 | 53.76 | 80.29 | 46.50 | 46.01 | 55.65 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/21/2013, Common starting date is 03/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOH (Frederick's of Hollywood Group, Inc.) |
-47.95%
Dec 2009 – Dec 2012 |
-43.36%
Mar 2007 – Mar 2012 |
-22.61%
Dec 1998 – Dec 2008 |
-16.99%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOH (Frederick's of Hollywood Group, Inc.) |
68.97%
Feb 1996 – Feb 1999 |
48.89%
Feb 2002 – Feb 2007 |
18.62%
Jul 1997 – Jul 2007 |
3.99%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart