Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BWINA (Baldwin & Lyons Inc) | NA | 2.39% | -0.24% | -0.57% | 0.81% | -0.07% | 1.35% | 3.56% |
Data as of 07/31/2018, AR inception is 03/18/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BWINA (Baldwin & Lyons Inc) | 03/18/1980 | 07/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.42 | 2.39 | -0.24 | -0.57 | 0.81 | -0.07 | 1.35 | 3.56 | -2.89 | -3.00 | 6.07 | -1.71 | -4.19 | 5.97 | 6.64 | -4.32 | -1.28 | 47.48 | -39.77 | 3.94 | -0.39 | -3.77 | 14.97 | 25.27 | 8.24 | 11.84 | -14.85 | 5.00 | -10.53 | 33.80 | 0.00 | 26.79 | -15.15 | 50.00 | 22.22 | 38.46 | -20.41 | 53.12 | 33.33 | -45.45 | -68.12 | 64.29 | 12.00 | -3.85 | 20.00 | 3.17 | 34.76 |
| Sharpe Ratio | NA | 0.05 | -0.03 | -0.04 | 0.02 | NA | NA | -0.01 | -0.22 | -0.16 | 0.27 | -0.06 | -0.20 | 0.17 | 0.19 | -0.11 | -0.04 | 1.23 | -0.78 | 0.03 | -0.13 | -0.19 | 0.35 | 0.79 | 0.25 | 0.25 | -0.64 | 0.06 | -0.22 | -0.52 | -0.10 | 0.69 | -0.35 | 1.91 | 0.65 | 1.09 | -1.13 | 2.44 | 0.62 | -0.67 | -0.38 | 1.64 | 0.46 | -0.84 | 1.13 | -0.57 | 1.78 |
| Standard Deviation(%) | NA | 28.25 | 25.99 | 24.58 | 33.52 | NA | NA | 45.97 | 28.25 | 22.93 | 21.44 | 29.42 | 20.79 | 35.10 | 34.48 | 38.52 | 35.09 | 38.43 | 52.08 | 30.36 | 28.65 | 31.03 | 39.92 | 31.03 | 28.60 | 38.14 | 29.55 | 29.15 | 62.79 | 41.41 | 34.35 | 33.19 | 52.09 | 25.03 | 30.07 | 31.59 | 22.72 | 19.47 | 46.06 | 74.17 | 189.55 | 35.96 | 11.44 | 11.78 | 10.98 | 11.95 | 21.45 |
| Draw Down(%) | NA | 12.08 | 17.50 | 20.99 | 35.97 | NA | NA | 89.29 | 12.08 | 14.36 | 8.78 | 13.77 | 11.27 | 15.61 | 15.18 | 19.21 | 25.68 | 13.89 | 42.42 | 14.08 | 15.06 | 15.38 | 17.57 | 16.40 | 22.56 | 23.69 | 31.65 | 23.11 | 34.18 | 17.83 | 17.07 | 13.70 | 31.71 | 12.83 | 12.90 | 14.29 | 22.00 | 5.43 | 17.50 | 55.56 | 82.14 | 17.81 | 3.95 | 15.25 | 2.82 | 9.35 | 12.30 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/31/2018, AR inception is 03/18/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWINA (Baldwin & Lyons Inc) |
-46.04%
Apr 1986 - Apr 1989 |
-26.05%
May 1986 - May 1991 |
-7.24%
Apr 1986 - Apr 1996 |
-3.34%
Mar 1986 - Mar 2001 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWINA (Baldwin & Lyons Inc) |
42.90%
Jan 1991 - Jan 1994 |
27.19%
Jan 1989 - Jan 1994 |
19.50%
Dec 1987 - Dec 1997 |
13.43%
Jan 1989 - Jan 2004 |
Annualized Rolling Returns Comparison Chart