Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FAEQX | NA | 10.59% | 18.84% | 13.22% | 6.08% | 2.79% | NA | … | … |
Data as of 11/20/2014, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FAEQX | 11/12/1998 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.59 | 18.84 | 13.22 | 6.08 | 2.79 | NA | … | … | 6.49 | 30.50 | 14.48 | 0.74 | 13.53 | 25.13 | -37.68 | 4.17 | 14.37 | 3.65 | 9.45 | 26.87 | -22.82 | -12.98 | -10.48 | 19.21 | 10.13 |
| Sharpe Ratio | NA | 1.31 | 1.56 | 0.84 | 0.25 | NA | NA | … | … | 0.92 | 2.76 | 1.15 | 0.03 | 0.75 | 0.92 | -0.94 | 0.07 | 1.11 | 0.14 | 0.77 | 1.54 | -0.92 | -0.72 | -0.65 | 0.89 | 5.65 |
| Standard Deviation(%) | NA | 8.06 | 11.55 | 15.74 | 20.42 | NA | NA | … | … | 7.94 | 11.04 | 12.65 | 23.52 | 17.94 | 27.21 | 40.87 | 16.00 | 10.03 | 10.27 | 11.10 | 16.99 | 25.91 | 21.55 | 22.18 | 17.94 | 18.74 |
| Draw Down(%) | NA | 5.79 | 9.75 | 19.13 | 55.91 | NA | NA | … | … | 5.79 | 5.72 | 9.75 | 19.13 | 15.84 | 27.28 | 48.17 | 10.01 | 7.57 | 7.08 | 7.95 | 13.93 | 33.38 | 29.62 | 17.22 | 12.16 | 4.28 |
| Yield(%) | 0.00 | 7.79 | 7.63 | 6.38 | 3.69 | 2.24 | 2.30 | … | … | 0.15 | 9.92 | 3.78 | 7.97 | 7.41 | 1.33 | 0.96 | 2.73 | 1.97 | 0.65 | 0.77 | 0.50 | 0.43 | 0.14 | 3.00 | 2.98 | 2.05 |
Data as of 11/20/2014, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAEQX (FAEQX) |
-17.04%
Mar 2000 – Mar 2003 |
-7.75%
Feb 2004 – Feb 2009 |
-4.65%
Feb 1999 – Feb 2009 |
2.82%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAEQX (FAEQX) |
23.93%
Feb 2009 – Feb 2012 |
21.37%
Feb 2009 – Feb 2014 |
7.17%
Mar 2003 – Mar 2013 |
3.48%
Sep 1999 – Sep 2014 |
Annualized Rolling Returns Comparison Chart