Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ABTX (Allegiance Bancshares Inc) | NA | 9.54% | 11.37% | 2.92% | NA | NA | NA | … | … |
Data as of 10/07/2022, Common starting date is 10/08/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABTX (Allegiance Bancshares Inc) | 10/08/2015 | 10/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.54 | 11.37 | 2.92 | NA | NA | NA | … | … | 0.63 | 25.55 | -7.99 | 16.16 | -14.02 | 4.15 | 52.85 | 2.29 |
| Sharpe Ratio | NA | 0.33 | 0.26 | 0.06 | NA | NA | NA | … | … | -0.01 | 0.86 | -0.13 | 0.61 | -0.64 | 0.15 | 1.31 | 0.29 |
| Standard Deviation(%) | NA | 26.87 | 42.84 | 36.48 | NA | NA | NA | … | … | 26.07 | 29.79 | 63.09 | 24.33 | 24.13 | 23.82 | 39.99 | 35.13 |
| Draw Down(%) | NA | 17.33 | 44.02 | 52.47 | NA | NA | NA | … | … | 17.33 | 18.69 | 44.02 | 20.28 | 35.66 | 20.28 | 30.82 | 13.25 |
| Yield(%) | 0.00 | 1.38 | 1.37 | 0.69 | 0.56 | 0.37 | 0.28 | … | … | 0.95 | 1.41 | 1.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/07/2022, Common starting date is 10/08/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABTX (Allegiance Bancshares Inc) |
-13.74%
Sep 2017 – Sep 2020 |
0.56%
Jun 2017 – Jun 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABTX (Allegiance Bancshares Inc) |
30.39%
Feb 2016 – Feb 2019 |
17.55%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart