Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BKJ (Bancorp Of New Jersey Inc) | NA | 36.98% | 11.58% | 10.78% | 8.26% | NA | NA | 2.22% |
Data as of 01/02/2020, AR inception is 06/03/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BKJ (Bancorp Of New Jersey Inc) | 06/03/2008 | 01/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.93 | 36.98 | 11.58 | 10.78 | 8.26 | NA | NA | 2.22 | 0.00 | 37.40 | -28.66 | 35.93 | 23.28 | -0.59 | -12.93 | -2.66 | 64.06 | -14.78 | 10.03 | -1.78 | -39.09 |
| Sharpe Ratio | NA | 1.31 | 0.33 | 0.39 | 0.25 | NA | NA | 0.05 | NA | 1.33 | -1.11 | 1.33 | 0.89 | -0.03 | -0.47 | -0.09 | 1.96 | -0.39 | 0.25 | -0.04 | -1.11 |
| Standard Deviation(%) | NA | 27.11 | 26.94 | 26.01 | 30.17 | NA | NA | 32.90 | 0.00 | 27.11 | 27.00 | 26.66 | 25.76 | 23.45 | 27.65 | 29.10 | 32.97 | 37.81 | 39.47 | 43.37 | 52.21 |
| Draw Down(%) | NA | 10.24 | 30.03 | 30.03 | 45.23 | NA | NA | 53.19 | 0.00 | 10.24 | 30.03 | 10.68 | 19.48 | 10.07 | 24.80 | 16.46 | 11.25 | 28.89 | 31.73 | 22.67 | 50.17 |
| Yield(%) | 0.00 | 0.00 | 0.26 | 0.93 | 2.48 | 1.04 | 0.78 | 1.41 | 0.00 | 0.00 | 0.00 | 0.77 | 1.64 | 2.14 | 1.78 | 1.72 | 8.48 | 3.65 | 3.26 | 2.73 | 0.00 |
Data as of 01/02/2020, AR inception is 06/03/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKJ (Bancorp Of New Jersey Inc) |
-11.68%
Jul 2008 - Jul 2011 |
0.09%
Mar 2010 - Mar 2015 |
4.29%
Dec 2008 - Dec 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKJ (Bancorp Of New Jersey Inc) |
19.66%
Jan 2015 - Jan 2018 |
16.30%
Aug 2012 - Aug 2017 |
9.70%
Oct 2009 - Oct 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart