Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BTVIX (BB&T Small Cap Instl) | NA | 44.67% | -12.46% | -4.40% | NA | NA | NA | 3.45% |
Data as of 03/05/2010, AR inception is 05/30/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BTVIX (BB&T Small Cap Instl) | 05/30/2003 | 03/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 44.67 | -12.46 | -4.40 | NA | NA | NA | 3.45 | -2.64 | 9.72 | -33.13 | -8.21 | 13.72 | 9.13 | 23.19 | 22.23 |
| Sharpe Ratio | NA | 1.74 | -0.45 | -0.25 | NA | NA | NA | 0.06 | -1.29 | 0.31 | -0.87 | -0.64 | 0.73 | 0.52 | 1.70 | 2.91 |
| Standard Deviation(%) | NA | 25.63 | 30.39 | 25.16 | NA | NA | NA | 22.69 | 11.24 | 30.88 | 38.97 | 17.52 | 14.46 | 13.51 | 13.10 | 13.67 |
| Draw Down(%) | NA | 10.77 | 59.08 | 59.08 | NA | NA | NA | 59.08 | 5.72 | 28.70 | 48.14 | 19.26 | 13.70 | 9.12 | 7.79 | 4.30 |
| Yield(%) | 0.00 | 0.00 | 2.68 | 5.71 | 4.76 | 3.17 | 2.38 | 7.93 | 0.00 | 0.00 | 0.00 | 7.95 | 6.10 | 15.49 | 3.49 | 1.18 |
Data as of 03/05/2010, AR inception is 05/30/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTVIX (BB&T Small Cap Instl) |
-18.92%
Mar 2006 - Mar 2009 |
-6.28%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTVIX (BB&T Small Cap Instl) |
19.29%
Jun 2003 - Jun 2006 |
9.67%
Jun 2003 - Jun 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart