Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 09/30/2011.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ABBC (ABINGTON BANCORP INC./PA) | NA | -30.07% | -11.46% | -13.34% | NA | NA | NA | -9.26% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ABBC (ABINGTON BANCORP INC./PA) | 12/17/2004 | 09/30/2011 |
The return data shown below all have the same latest date: 09/30/2011.
AR inception is since 12/17/2004.
AR inception is since 12/17/2004.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 1.27 | -30.07 | -11.46 | -13.34 | NA | NA | NA | -9.26 | -38.53 | 60.55 | -23.45 | 0.42 | -50.17 | 50.10 | -1.80 | 0.15 |
Sharpe Ratio | NA | -0.73 | -0.27 | -0.20 | NA | NA | NA | -0.22 | -1.07 | 2.24 | -0.48 | -0.01 | -0.94 | 1.80 | -0.18 | 0.31 |
Standard Deviation(%) | NA | 41.20 | 43.39 | 73.37 | NA | NA | NA | 44.54 | 44.73 | 26.94 | 49.47 | 39.66 | 56.57 | 26.07 | 22.19 | 9.07 |
Draw Down(%) | NA | 45.05 | 45.05 | 67.55 | NA | NA | NA | 67.55 | 45.05 | 13.66 | 31.46 | 19.02 | 56.43 | 9.69 | 21.91 | 0.97 |
Yield(%) | 0.00 | 2.28 | 2.11 | 1.44 | 1.04 | 0.69 | 0.52 | 1.74 | 1.51 | 3.05 | 2.17 | 2.21 | 1.15 | 1.75 | 1.15 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ABBC (ABINGTON BANCORP INC./PA) |
-28.06%
Nov 2006 - Nov 2009 |
-10.20%
Aug 2006 - Aug 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ABBC (ABINGTON BANCORP INC./PA) |
9.61%
Nov 2007 - Nov 2010 |
-1.19%
Feb 2006 - Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart