Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AF (Astoria Financial Corp) | NA | -27.31% | 2.49% | 7.11% | -2.24% | 1.15% | 1.71% | … | … |
Data as of 01/22/2018, Common starting date is 11/18/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AF (Astoria Financial Corp) | 11/18/1993 | 01/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -27.31 | 2.49 | 7.11 | -2.24 | 1.15 | 1.71 | … | … | 33.40 | -45.57 | 18.96 | 19.95 | -2.22 | 49.87 | 13.41 | -35.99 | 16.34 | -20.07 | -25.74 | -19.75 | 6.02 | 13.67 | 10.33 | 41.24 | 5.32 | -0.44 | 84.51 | -31.89 | -16.66 | 53.08 | 64.17 | 73.81 | -5.41 | -3.06 |
| Sharpe Ratio | NA | -0.30 | 0.04 | 0.16 | -0.05 | NA | NA | … | … | NA | -0.56 | 0.81 | 0.86 | -0.11 | 2.44 | 0.46 | -0.84 | 0.47 | -0.26 | -0.41 | -0.81 | 0.15 | 0.55 | 0.48 | 1.81 | 0.13 | -0.11 | 1.95 | -1.17 | -0.49 | -0.09 | 2.63 | 4.12 | -0.38 | -1.75 |
| Standard Deviation(%) | NA | 95.77 | 54.79 | 43.95 | 48.65 | NA | NA | … | … | 0.00 | 87.65 | 23.07 | 23.25 | 20.43 | 20.41 | 28.97 | 42.95 | 34.46 | 76.84 | 65.56 | 28.16 | 18.09 | 20.83 | 19.59 | 22.34 | 33.48 | 26.55 | 41.31 | 30.06 | 40.72 | 24.25 | 22.85 | 16.99 | 22.06 | 14.76 |
| Draw Down(%) | NA | 53.35 | 53.35 | 53.35 | 78.01 | NA | NA | … | … | 0.00 | 53.35 | 11.53 | 14.42 | 15.41 | 9.70 | 17.40 | 54.23 | 32.02 | 63.69 | 48.07 | 22.42 | 9.92 | 15.36 | 19.30 | 16.91 | 37.28 | 21.43 | 26.65 | 43.16 | 51.43 | 19.42 | 12.44 | 7.00 | 26.71 | 4.76 |
| Yield(%) | 0.00 | 0.64 | 1.14 | 1.51 | 1.63 | 2.13 | 1.31 | … | … | 0.00 | 0.63 | 1.03 | 1.21 | 1.14 | 1.68 | 2.90 | 3.59 | 4.18 | 3.15 | 4.51 | 3.44 | 3.25 | 2.30 | 2.70 | 3.07 | 2.92 | 2.34 | 3.50 | 2.06 | 1.42 | 1.53 | 1.40 | 0.00 | 0.00 | 0.00 |
Data as of 01/22/2018, Common starting date is 11/18/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AF (Astoria Financial Corp) |
-34.31%
Feb 2006 – Feb 2009 |
-20.79%
Sep 2006 – Sep 2011 |
-6.40%
Oct 2007 – Oct 2017 |
-1.57%
Mar 1998 – Mar 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AF (Astoria Financial Corp) |
63.47%
Dec 1994 – Dec 1997 |
30.57%
Jun 2000 – Jun 2005 |
22.28%
Dec 1994 – Dec 2004 |
11.44%
Dec 1993 – Dec 2008 |
Annualized Rolling Returns Comparison Chart