Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BNCL (Beneficial Bancorp Inc) | NA | -1.05% | 9.98% | 8.42% | 6.46% | NA | NA | … | … |
Data as of 06/28/2019, Common starting date is 07/16/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BNCL (Beneficial Bancorp Inc) | 07/16/2007 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.05 | 9.98 | 8.42 | 6.46 | NA | NA | … | … | 12.81 | -10.74 | -10.17 | 39.34 | 31.33 | 12.38 | 2.84 | 13.64 | -5.32 | -10.26 | -12.53 | 15.74 | 5.54 |
| Sharpe Ratio | NA | -0.10 | 0.41 | 0.38 | 0.25 | NA | NA | … | … | 1.51 | -0.51 | -0.46 | 2.17 | 1.70 | 0.63 | 0.13 | 0.57 | -0.15 | -0.37 | -0.31 | 0.32 | 0.42 |
| Standard Deviation(%) | NA | 25.65 | 22.23 | 20.57 | 24.17 | NA | NA | … | … | 17.34 | 23.79 | 23.43 | 17.96 | 18.38 | 19.72 | 21.30 | 23.87 | 36.27 | 28.02 | 40.46 | 45.75 | 22.79 |
| Draw Down(%) | NA | 24.69 | 24.90 | 24.90 | 34.52 | NA | NA | … | … | 3.69 | 24.69 | 22.87 | 11.18 | 7.24 | 13.59 | 26.99 | 12.43 | 22.37 | 33.79 | 25.78 | 23.48 | 8.90 |
| Yield(%) | 0.00 | 0.37 | 1.45 | 0.89 | 0.56 | 0.39 | 0.29 | … | … | 0.00 | 1.09 | 1.33 | 0.94 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/28/2019, Common starting date is 07/16/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNCL (Beneficial Bancorp Inc) |
-16.18%
Sep 2008 – Sep 2011 |
-8.44%
Jul 2008 – Jul 2013 |
3.66%
Dec 2008 – Dec 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNCL (Beneficial Bancorp Inc) |
27.17%
Dec 2013 – Dec 2016 |
19.33%
Jun 2013 – Jun 2018 |
7.28%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart