Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BWINB (Baldwin & Lyons Inc) | NA | 4.68% | 3.89% | 1.20% | 5.84% | 4.98% | 5.93% | 4.59% |
Data as of 07/31/2018, AR inception is 05/14/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BWINB (Baldwin & Lyons Inc) | 05/14/1986 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | 4.68 | 3.89 | 1.20 | 5.84 | 4.98 | 5.93 | 4.59 | -0.11 | -2.42 | 9.29 | -2.71 | -1.83 | 19.26 | 14.53 | -3.20 | 4.70 | 42.40 | -30.52 | 14.18 | 16.15 | -5.92 | 3.26 | 52.86 | -6.30 | 12.01 | 7.42 | -8.90 | 4.39 | 34.03 | 15.47 | 12.31 | -7.22 | -54.86 | 43.60 | 39.16 | -12.97 | 48.90 | 23.14 | -43.02 | 7.90 |
| Sharpe Ratio | NA | 0.18 | 0.19 | 0.04 | 0.17 | NA | NA | 0.06 | -0.07 | -0.17 | 0.49 | -0.16 | -0.09 | 0.66 | 0.54 | -0.10 | 0.13 | 0.87 | -0.54 | 0.41 | 0.51 | -0.32 | 0.07 | 1.13 | -0.15 | 0.13 | 0.08 | -0.31 | 0.02 | 0.82 | 0.37 | 0.29 | -0.26 | -0.50 | 1.41 | 1.22 | -0.85 | 2.25 | 0.85 | -1.41 | 0.14 |
| Standard Deviation(%) | NA | 20.07 | 18.07 | 20.18 | 32.28 | NA | NA | 41.28 | 19.25 | 17.48 | 18.36 | 16.87 | 20.24 | 29.20 | 26.90 | 33.83 | 35.79 | 48.89 | 58.37 | 27.03 | 25.47 | 25.11 | 33.96 | 46.32 | 47.93 | 73.01 | 43.43 | 38.70 | 56.62 | 36.90 | 31.99 | 28.91 | 38.44 | 113.93 | 28.95 | 28.90 | 21.47 | 19.21 | 21.67 | 33.33 | 61.54 |
| Draw Down(%) | NA | 9.41 | 21.09 | 21.09 | 38.78 | NA | NA | 68.79 | 8.52 | 14.88 | 11.95 | 13.82 | 12.99 | 13.65 | 12.34 | 17.04 | 21.84 | 24.87 | 41.11 | 12.79 | 10.54 | 11.43 | 23.59 | 14.41 | 30.48 | 34.77 | 29.46 | 22.10 | 18.75 | 17.82 | 20.44 | 17.58 | 13.56 | 67.22 | 9.09 | 13.86 | 20.54 | 11.46 | 13.87 | 55.94 | 32.00 |
| Yield(%) | 0.00 | 4.70 | 4.55 | 3.88 | 5.38 | 5.28 | 4.85 | 3.94 | 2.41 | 4.25 | 4.42 | 3.93 | 3.72 | 4.05 | 4.47 | 4.09 | 9.03 | 5.39 | 3.71 | 6.36 | 10.39 | 3.53 | 7.27 | 2.72 | 1.66 | 2.00 | 2.03 | 1.60 | 1.66 | 2.11 | 2.21 | 1.98 | 2.16 | 1.51 | 1.57 | 1.60 | 1.40 | 1.55 | 1.63 | 0.00 | 0.45 |
Data as of 07/31/2018, AR inception is 05/14/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWINB (Baldwin & Lyons Inc) |
-25.53%
Mar 1993 - Mar 1996 |
-12.12%
Aug 1993 - Aug 1998 |
-2.46%
Aug 1986 - Aug 1996 |
-0.97%
Oct 1993 - Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BWINB (Baldwin & Lyons Inc) |
35.62%
Oct 1990 - Oct 1993 |
27.30%
Nov 1987 - Nov 1992 |
12.21%
Mar 1994 - Mar 2004 |
9.43%
Mar 1996 - Mar 2011 |
Annualized Rolling Returns Comparison Chart