Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BRBW (Brunswick Bancorp) | NA | 4.92% | 27.53% | 19.53% | 12.95% | 4.16% | 3.37% | 5.03% |
Data as of 05/19/2023, AR inception is 03/01/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRBW (Brunswick Bancorp) | 03/01/2000 | 05/19/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 28.00 | 4.92 | 27.53 | 19.53 | 12.95 | 4.16 | 3.37 | 5.03 | -5.88 | 26.98 | 53.29 | -1.09 | 7.65 | 17.24 | -5.84 | 46.67 | 16.15 | -9.96 | 0.40 | -23.08 | -27.78 | 80.00 | -29.08 | -21.59 | -15.56 | 7.53 | -5.53 | -13.45 | 39.59 | 13.24 | -0.83 | 44.29 |
| Sharpe Ratio | NA | 0.06 | 0.87 | 0.52 | 0.38 | NA | NA | 0.10 | -0.41 | 1.55 | 1.76 | -0.03 | 0.44 | 0.40 | -0.16 | 1.04 | 0.63 | -0.65 | 0.01 | -1.05 | -0.49 | 2.01 | -0.28 | -0.41 | -0.73 | 0.21 | -0.62 | -0.81 | 1.29 | 0.54 | -0.21 | 0.98 |
| Standard Deviation(%) | NA | 32.46 | 30.41 | 30.57 | 31.75 | NA | NA | 39.91 | 47.95 | 16.56 | 30.26 | 38.08 | 14.16 | 39.68 | 41.35 | 44.51 | 25.56 | 15.37 | 46.94 | 22.21 | 57.21 | 39.70 | 105.90 | 54.35 | 25.56 | 19.91 | 12.37 | 17.80 | 30.17 | 22.64 | 15.34 | 51.86 |
| Draw Down(%) | NA | 32.96 | 32.96 | 32.96 | 32.96 | NA | NA | 70.59 | 32.96 | 5.59 | 10.70 | 30.32 | 15.08 | 16.50 | 21.69 | 20.00 | 11.97 | 11.05 | 24.59 | 29.23 | 36.11 | 13.46 | 54.27 | 38.61 | 24.15 | 9.82 | 17.20 | 22.01 | 13.43 | 21.15 | 24.26 | 19.23 |
| Yield(%) | 0.00 | 0.00 | 1.54 | 1.09 | 0.75 | 0.27 | 0.17 | 0.14 | 0.00 | 0.89 | 2.76 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.47 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/19/2023, AR inception is 03/01/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRBW (Brunswick Bancorp) |
-24.10%
Jan 2007 - Jan 2010 |
-16.38%
Feb 2005 - Feb 2010 |
-8.94%
Feb 2004 - Feb 2014 |
-3.02%
Jun 2003 - Jun 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRBW (Brunswick Bancorp) |
28.53%
Apr 2020 - Apr 2023 |
22.07%
Feb 2018 - Feb 2023 |
13.65%
Jan 2013 - Jan 2023 |
4.87%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison Chart