Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BOMK (Bank McKenney (VA)) | NA | 33.68% | 12.42% | 18.01% | 6.27% | 5.03% | NA | 7.84% |
Data as of 11/27/2017, AR inception is 07/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BOMK (Bank McKenney (VA)) | 07/11/2000 | 11/27/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.20 | 33.68 | 12.42 | 18.01 | 6.27 | 5.03 | NA | 7.84 | 20.95 | 6.35 | 4.89 | 22.07 | 29.40 | 3.09 | 4.46 | 40.62 | -24.47 | -28.30 | -9.34 | 27.39 | -2.97 | -19.99 | 26.60 | 45.08 | 16.67 | 7.46 |
| Sharpe Ratio | NA | 1.62 | 0.76 | 0.82 | 0.11 | NA | NA | 0.15 | 1.09 | 0.48 | 0.36 | 0.84 | 0.96 | 0.08 | 0.10 | 0.68 | -0.28 | -0.29 | -0.35 | 0.73 | -0.18 | -0.43 | 0.70 | 1.20 | 1.10 | 0.61 |
| Standard Deviation(%) | NA | 20.43 | 15.96 | 21.78 | 55.12 | NA | NA | 45.83 | 20.93 | 12.86 | 13.39 | 26.23 | 30.73 | 36.21 | 43.22 | 59.39 | 87.45 | 102.12 | 35.42 | 33.29 | 28.45 | 48.25 | 36.97 | 36.53 | 13.26 | 19.94 |
| Draw Down(%) | NA | 11.04 | 11.04 | 17.80 | 56.99 | NA | NA | 63.43 | 11.04 | 7.41 | 5.53 | 12.50 | 17.80 | 21.00 | 34.23 | 26.57 | 41.25 | 51.82 | 24.59 | 16.00 | 13.55 | 31.48 | 18.35 | 25.00 | 4.76 | 5.26 |
| Yield(%) | 0.00 | 0.00 | 1.98 | 4.28 | 2.74 | 2.58 | 1.11 | 1.31 | 0.00 | 2.76 | 2.81 | 3.27 | 4.18 | 3.99 | 3.86 | 5.40 | 3.86 | 2.63 | 2.36 | 2.38 | 2.24 | 1.60 | 1.73 | 0.71 | 0.00 | 0.00 |
Data as of 11/27/2017, AR inception is 07/11/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BOMK (Bank McKenney (VA)) |
-21.11%
Dec 2006 - Dec 2009 |
-14.55%
Feb 2004 - Feb 2009 |
-1.49%
Sep 2003 - Sep 2013 |
4.64%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BOMK (Bank McKenney (VA)) |
30.60%
Sep 2000 - Sep 2003 |
19.25%
Sep 2011 - Sep 2016 |
7.41%
Sep 2007 - Sep 2017 |
6.64%
Nov 2000 - Nov 2015 |
Annualized Rolling Returns Comparison Chart