Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BKMU (Bank Mutual Corp) | NA | 6.39% | 17.39% | 15.55% | 2.71% | 5.46% | NA | 10.67% |
Data as of 02/09/2018, AR inception is 03/06/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BKMU (Bank Mutual Corp) | 03/06/2001 | 02/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.39 | 17.39 | 15.55 | 2.71 | 5.46 | NA | 10.67 | -2.35 | 14.13 | 24.52 | 16.75 | 0.23 | 65.78 | 38.59 | -32.00 | -26.43 | -35.05 | 16.36 | -7.50 | 19.99 | -10.36 | 8.58 | 49.76 | 54.05 | 44.05 |
| Sharpe Ratio | NA | 0.26 | 0.76 | 0.65 | 0.08 | NA | NA | 0.34 | -1.43 | 0.60 | 1.02 | 0.75 | 0.01 | 2.31 | 1.52 | -0.65 | -0.99 | -1.10 | 0.49 | -0.58 | 1.29 | -0.85 | 0.47 | 1.61 | 1.97 | 1.64 |
| Standard Deviation(%) | NA | 22.00 | 22.33 | 24.18 | 30.21 | NA | NA | 27.03 | 14.18 | 22.70 | 23.75 | 22.36 | 24.74 | 28.51 | 25.66 | 48.94 | 26.85 | 31.96 | 31.14 | 18.30 | 12.96 | 14.66 | 16.11 | 30.47 | 26.87 | 33.50 |
| Draw Down(%) | NA | 13.17 | 13.17 | 20.08 | 76.40 | NA | NA | 76.40 | 7.14 | 13.17 | 9.01 | 11.91 | 20.08 | 14.29 | 22.48 | 51.42 | 36.45 | 37.67 | 26.31 | 17.73 | 7.26 | 16.77 | 10.56 | 24.42 | 12.55 | 17.46 |
| Yield(%) | 0.00 | 2.22 | 3.03 | 3.11 | 2.50 | 1.38 | 2.55 | 3.19 | 0.00 | 2.29 | 2.84 | 2.81 | 2.11 | 2.26 | 3.09 | 1.60 | 5.55 | 5.88 | 6.76 | 5.45 | 5.30 | 2.58 | 1.60 | 1.50 | 2.14 | 1.95 |
Data as of 02/09/2018, AR inception is 03/06/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKMU (Bank Mutual Corp) |
-35.05%
Sep 2008 - Sep 2011 |
-22.03%
Sep 2006 - Sep 2011 |
-3.86%
Sep 2003 - Sep 2013 |
5.53%
Aug 2002 - Aug 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BKMU (Bank Mutual Corp) |
44.66%
Apr 2001 - Apr 2004 |
27.94%
Apr 2001 - Apr 2006 |
5.35%
Apr 2001 - Apr 2011 |
9.17%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison Chart