Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRED (Fred’s Inc) | NA | NA | NA | NA | NA | NA | NA | … | … |
Data as of 07/10/2020, Common starting date is 07/10/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRED (Fred’s Inc) | 07/10/2020 | 07/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | NA | NA | NA | NA | NA | … | … | 0.00 | -96.30 | -53.33 | -78.01 | 15.62 | -4.56 | -4.33 | 41.00 | -5.77 | 7.63 | 36.73 | -4.28 | 12.52 | -19.47 | -25.55 | -6.01 | -43.61 | 81.46 | -5.52 | 95.70 | 33.61 | 7.84 | -26.02 | 141.02 | 17.58 | -14.77 | -40.95 | -6.51 | 8.06 |
| Sharpe Ratio | NA | -0.75 | -0.84 | -0.91 | -0.84 | NA | NA | … | … | NA | -0.69 | -0.72 | -1.35 | -0.25 | -0.59 | -0.68 | 0.97 | -0.87 | -0.31 | 0.54 | -0.57 | -0.12 | -1.10 | -1.39 | -0.69 | -1.46 | 1.65 | -0.52 | 1.44 | 0.23 | 0.08 | -0.51 | 2.68 | 0.26 | -0.37 | -0.97 | -0.20 | 0.18 |
| Standard Deviation(%) | NA | 159.05 | 120.92 | 97.03 | 71.97 | NA | NA | … | … | 0.00 | 178.93 | 104.74 | 72.28 | 74.60 | 39.21 | 33.62 | 23.17 | 28.19 | 35.55 | 33.28 | 40.13 | 60.66 | 38.04 | 34.53 | 39.30 | 43.40 | 37.56 | 49.02 | 52.76 | 44.41 | 56.14 | 57.12 | 51.07 | 52.70 | 49.94 | 45.06 | 42.30 | 45.71 |
| Draw Down(%) | NA | 98.25 | 99.70 | 99.70 | 99.70 | NA | NA | … | … | 0.00 | 98.17 | 66.50 | 80.40 | 50.49 | 41.35 | 34.56 | 13.86 | 17.79 | 28.21 | 28.14 | 36.07 | 42.69 | 39.50 | 29.57 | 40.60 | 55.53 | 27.60 | 41.90 | 25.04 | 31.33 | 37.38 | 55.42 | 32.20 | 28.52 | 30.56 | 41.27 | 31.50 | 31.34 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/10/2020, Common starting date is 07/10/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRED (Fred's Inc) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRED (Fred's Inc) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart