Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSII (FS Development Corp. II) | NA | 209.45% | 50.08% | 24.26% | 9.72% | -7.90% | 4.66% | … | … |
Data as of 10/11/2012, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSII (FS Development Corp. II) | 03/26/1990 | 10/11/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 209.45 | 50.08 | 24.26 | 9.72 | -7.90 | 4.66 | … | … | 69.95 | -17.19 | 50.34 | 848.39 | -82.78 | -65.84 | 14.57 | -1.50 | -36.72 | 63.64 | -51.08 | 10.02 | -27.13 | 10.90 | -11.74 | -21.67 | -25.93 | 50.00 | 125.00 | 57.48 | 117.71 | 74.97 | -53.43 |
| Sharpe Ratio | NA | 2.97 | 0.65 | 0.24 | 0.10 | NA | NA | … | … | 1.32 | -0.22 | 0.56 | 6.58 | -0.85 | -1.52 | 0.25 | -0.08 | -0.61 | 1.00 | -0.56 | 0.10 | -0.40 | 0.10 | -0.20 | -1.33 | -0.45 | 0.80 | 2.08 | 0.85 | 1.25 | 0.57 | -0.45 |
| Standard Deviation(%) | NA | 70.48 | 83.31 | 97.90 | 84.17 | NA | NA | … | … | 73.32 | 79.09 | 89.42 | 128.96 | 98.71 | 45.35 | 45.42 | 43.57 | 61.80 | 62.82 | 92.58 | 78.25 | 78.69 | 73.12 | 76.18 | 57.40 | 64.62 | 57.68 | 58.54 | 64.71 | 91.37 | 125.18 | 151.56 |
| Draw Down(%) | NA | 41.92 | 67.05 | 90.45 | 97.64 | NA | NA | … | … | 41.92 | 67.05 | 49.09 | 57.14 | 85.05 | 68.87 | 26.35 | 30.38 | 55.06 | 58.75 | 81.22 | 54.44 | 64.88 | 60.62 | 72.40 | 52.57 | 50.62 | 49.35 | 28.00 | 34.29 | 51.35 | 35.71 | 67.01 |
| 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 |
Data as of 10/11/2012, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSII (FS Development Corp. II) |
-65.16%
Feb 2006 – Feb 2009 |
-49.94%
Feb 2004 – Feb 2009 |
-30.67%
Feb 1999 – Feb 2009 |
-19.82%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSII (FS Development Corp. II) |
151.56%
Feb 2009 – Feb 2012 |
94.99%
Aug 1990 – Aug 1995 |
30.38%
Aug 1990 – Aug 2000 |
10.71%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart