Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BTFG (Banctrust Financial Group Inc) | NA | 119.71% | -15.28% | -22.57% | -11.13% | -9.07% | NA | -3.54% |
Data as of 02/19/2013, AR inception is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BTFG (Banctrust Financial Group Inc) | 08/18/1995 | 02/19/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.69 | 119.71 | -15.28 | -22.57 | -11.13 | -9.07 | NA | -3.54 | 8.27 | 124.19 | -53.56 | -6.97 | -80.41 | 28.88 | -51.12 | 29.84 | -16.25 | 57.87 | 49.31 | 17.24 | 7.56 | -18.80 | -16.46 | -6.67 | 85.27 | -2.10 | 12.87 |
| Sharpe Ratio | NA | 1.73 | -0.27 | -0.24 | -0.14 | NA | NA | -0.13 | 3.70 | 1.65 | -1.14 | -0.13 | -0.72 | 0.22 | -1.37 | 0.72 | -0.50 | 1.66 | 1.15 | 0.49 | 0.10 | -0.40 | -0.37 | -0.18 | 0.59 | -0.20 | 0.65 |
| Standard Deviation(%) | NA | 66.33 | 56.70 | 96.78 | 87.22 | NA | NA | 61.63 | 22.57 | 75.90 | 47.04 | 54.60 | 111.12 | 128.94 | 39.63 | 37.13 | 37.02 | 34.31 | 42.34 | 33.08 | 54.86 | 56.79 | 53.40 | 55.13 | 50.54 | 28.18 | 54.63 |
| Draw Down(%) | NA | 30.00 | 81.75 | 92.15 | 95.46 | NA | NA | 95.46 | 5.76 | 30.00 | 57.24 | 61.90 | 82.59 | 53.55 | 54.10 | 17.50 | 28.13 | 11.09 | 21.39 | 17.56 | 39.36 | 41.55 | 24.77 | 39.48 | 14.87 | 15.09 | 16.67 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.96 | 2.63 | 1.25 | 2.28 | 2.68 | 0.00 | 0.00 | 0.00 | 0.00 | 0.24 | 4.20 | 2.05 | 2.57 | 2.18 | 3.19 | 4.68 | 5.00 | 3.72 | 3.33 | 2.29 | 1.24 | 2.77 | 1.43 | 0.85 |
Data as of 02/19/2013, AR inception is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTFG (Banctrust Financial Group Inc) |
-56.09%
Dec 2008 - Dec 2011 |
-44.36%
Dec 2006 - Dec 2011 |
-17.09%
Feb 2002 - Feb 2012 |
-10.11%
Dec 1996 - Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTFG (Banctrust Financial Group Inc) |
40.33%
Dec 2001 - Dec 2004 |
27.36%
Sep 2001 - Sep 2006 |
15.33%
Jul 1996 - Jul 2006 |
-4.30%
Oct 1995 - Oct 2010 |
Annualized Rolling Returns Comparison Chart