Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BXS (BancorpSouth Bank) | NA | 12.66% | 7.68% | 1.73% | 12.46% | 2.96% | 5.66% | … | … |
Data as of 12/30/2021, Common starting date is 10/16/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BXS (BancorpSouth Bank) | 10/16/1985 | 12/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.05 | 12.66 | 7.68 | 1.73 | 12.46 | 2.96 | 5.66 | … | … | 13.88 | -9.63 | 20.16 | -16.88 | 1.29 | 29.43 | 6.57 | -11.45 | 74.83 | 31.94 | -30.91 | -32.01 | 0.43 | -1.06 | -11.97 | 21.52 | -9.44 | 2.74 | 22.14 | 16.99 | 36.21 | -25.29 | -9.61 | -23.61 | 70.27 | 37.04 | 20.90 | 1.52 | -2.94 | 27.10 | 33.75 | 12.18 | -5.78 | 7.45 | -3.59 | 27.34 | 43.44 |
| Sharpe Ratio | NA | 0.44 | 0.18 | 0.04 | 0.38 | NA | NA | … | … | 0.43 | -0.15 | -0.14 | -1.58 | -0.73 | -0.16 | -0.45 | -1.26 | 2.51 | 0.46 | -1.02 | -1.30 | -0.33 | -0.30 | -1.09 | -0.04 | -1.23 | -0.75 | 0.16 | -0.10 | 0.38 | -1.44 | -0.56 | -0.83 | 2.79 | 1.20 | 0.64 | -0.04 | -0.13 | 0.66 | 0.74 | 0.14 | -0.29 | 0.08 | -0.15 | 0.66 | 15.35 |
| Standard Deviation(%) | NA | 32.10 | 43.55 | 37.11 | 32.27 | NA | NA | … | … | 32.17 | 64.58 | 22.13 | 24.30 | 24.63 | 29.51 | 26.68 | 23.80 | 22.44 | 29.63 | 48.60 | 39.06 | 55.35 | 68.41 | 31.37 | 22.08 | 24.68 | 22.34 | 18.24 | 26.58 | 39.99 | 33.60 | 23.05 | 32.48 | 23.78 | 27.71 | 26.78 | 40.04 | 39.53 | 37.11 | 40.26 | 49.28 | 39.88 | 34.05 | 50.74 | 34.93 | 30.59 |
| Draw Down(%) | NA | 27.52 | 45.88 | 47.64 | 47.64 | NA | NA | … | … | 27.52 | 43.74 | 19.69 | 30.26 | 14.71 | 20.97 | 16.88 | 24.25 | 9.33 | 18.37 | 49.97 | 48.71 | 30.08 | 41.60 | 21.48 | 13.05 | 19.61 | 17.66 | 11.84 | 22.14 | 17.60 | 30.66 | 18.95 | 28.42 | 11.67 | 15.69 | 15.18 | 14.48 | 27.06 | 14.06 | 13.14 | 16.28 | 13.30 | 16.31 | 27.81 | 19.43 | 5.75 |
| Yield(%) | 0.00 | 2.85 | 2.85 | 2.18 | 4.17 | 1.99 | 3.54 | … | … | 2.83 | 2.36 | 2.67 | 1.96 | 1.70 | 1.94 | 1.57 | 1.01 | 0.80 | 0.35 | 0.85 | 3.72 | 3.72 | 3.71 | 3.02 | 3.49 | 3.16 | 3.10 | 3.35 | 3.74 | 4.38 | 3.34 | 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 12/30/2021, Common starting date is 10/16/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BXS (BancorpSouth Bank) |
-29.54%
Sep 2008 – Sep 2011 |
-17.59%
Sep 2006 – Sep 2011 |
-2.15%
Sep 2001 – Sep 2011 |
-0.48%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BXS (BancorpSouth Bank) |
41.30%
Dec 1994 – Dec 1997 |
25.08%
Nov 2011 – Nov 2016 |
18.30%
Dec 1987 – Dec 1997 |
13.25%
Nov 1989 – Nov 2004 |
Annualized Rolling Returns Comparison Chart