Find A Portfolio/Ticker
Comparison Box
UMPQ: Umpqua Holdings Corporation (STOCK)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/03/1998 |
Last Dividend Date: | 01/20/2023 |
12-Mo. Yield | 4.74% |
Expenses | - |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/26/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -10.3 | 24.4 | 32.0 | 2.6 | 10.5 | 6.4 | 3.8 | 4.7 | 14.8 | 1.8 | 34.3 | -14.5 | 11.3 | -23.6 | 10.8 | 18.1 | -6.5 | -11.1 | 62.3 | -4.8 | 1.7 | -9.2 | -7.3 | -5.7 | -47.9 | 3.2 | 13.2 | 21.3 | 13.9 | 35.2 | 58.8 | -8.1 | -5.1 | -27.8 |
Sharpe Ratio | NA | 0.61 | 0.79 | 0.04 | 0.3 | NA | NA | 0.08 | 1.17 | 0.01 | 1.1 | -0.23 | -0.49 | -1.81 | -0.38 | -0.62 | -1.11 | -1.31 | 1.98 | -0.97 | -0.39 | -0.76 | -0.33 | -0.27 | -1.82 | -0.88 | -0.4 | 0.06 | -0.18 | 0.45 | 1.09 | -1.35 | 0.35 | 0.13 |
Draw Down(%) | NA | 21.6 | 26.9 | 59.5 | 59.5 | NA | NA | 75.3 | 10.7 | 25.1 | 16.6 | 49.6 | 18.0 | 38.7 | 13.6 | 15.2 | 16.8 | 18.4 | 13.1 | 18.0 | 36.3 | 34.3 | 52.2 | 47.2 | 52.2 | 18.0 | 13.9 | 15.2 | 16.5 | 24.8 | 19.7 | 32.0 | 24.1 | 50.8 |
Standard Deviation(%) | NA | 35.5 | 39.3 | 39.5 | 32.5 | NA | NA | 43.5 | 42.9 | 33.1 | 31.2 | 64.7 | 24.4 | 24.9 | 22.7 | 25.6 | 22.6 | 22.7 | 22.1 | 24.4 | 43.1 | 36.8 | 78.2 | 93.1 | 38.6 | 21.9 | 19.6 | 26.3 | 30.7 | 34.5 | 35.1 | 57.0 | 56.7 | 93.3 |
Treynor Ratio | NA | 0.25 | 0.28 | 0.01 | 0.09 | NA | NA | 0.03 | 0.57 | 0.01 | 0.28 | -0.11 | -0.11 | -0.53 | -0.05 | -0.12 | -0.24 | -0.25 | 0.4 | -0.19 | -0.11 | -0.2 | -0.12 | -0.16 | -0.42 | -0.15 | -0.06 | 0.01 | -0.05 | 0.28 | 1.03 | -35.08 | 3.83 | 0.07 |
Alpha | NA | 0.1 | 0.07 | -0.01 | 0.0 | NA | NA | 0.01 | 0.14 | 0.09 | 0.02 | -0.11 | -0.06 | -0.09 | 0.92 | 0.33 | 0.06 | -0.08 | 0.21 | -0.07 | 0.05 | 0.2 | -0.08 | 0.43 | -0.22 | -0.03 | 0.19 | 0.05 | -0.05 | 0.04 | 0.18 | -0.46 | 0.1 | -0.37 |
Beta | NA | 0.85 | 1.09 | 1.13 | 1.14 | NA | NA | 1.19 | 0.88 | 0.84 | 1.24 | 1.32 | 1.09 | 0.85 | 1.88 | 1.28 | 1.05 | 1.17 | 1.11 | 1.26 | 1.48 | 1.4 | 2.13 | 1.6 | 1.67 | 1.29 | 1.22 | 1.4 | 1.14 | 0.54 | 0.37 | 0.02 | 0.05 | 1.64 |
RSquared | NA | 0.3 | 0.29 | 0.4 | 0.4 | NA | NA | 0.3 | 0.1 | 0.4 | 0.3 | 0.51 | 0.32 | 0.34 | 0.34 | 0.46 | 0.5 | 0.37 | 0.32 | 0.47 | 0.7 | 0.51 | 0.57 | 0.49 | 0.48 | 0.4 | 0.44 | 0.37 | 0.37 | 0.15 | 0.06 | 0.0 | 0.0 | 0.17 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 3.9 | 3.6 | 4.1 | 3.7 | 3.2 | 4.8 | 2.7 | 1.9 | 1.5 | 1.4 | 4.0 | 2.5 | 2.1 | 1.3 | 1.1 | 0.9 | 1.2 | 1.9 | 1.8 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 20.6 | 6.2 | 3.2 | 3.3 | 0.0 | 76.5 | 41.7 | 20.0 | 0.0 | -67.7 | -16.2 | 23.3 | 87.5 | 45.5 | 37.5 | 0.0 | 0.0 | 0.0 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/08/1997
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |
Latest Articles Related to UMPQ
Related 401K Plans
1. Umpqua Bank 401(k) and Profit Sharing Plan | (Not Rated) |