Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CACB (Cascade Bancorp) | NA | 23.72% | 17.22% | 7.32% | -29.04% | -15.78% | -6.44% | … | … |
Data as of 05/30/2017, Common starting date is 01/21/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CACB (Cascade Bancorp) | 01/21/1994 | 05/30/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.90 | 23.72 | 17.22 | 7.32 | -29.04 | -15.78 | -6.44 | … | … | -13.92 | 33.77 | 16.96 | -0.76 | -16.45 | 42.92 | -48.17 | 24.26 | -89.93 | -50.49 | -54.35 | 70.55 | 15.63 | 33.17 | 42.03 | 30.89 | 46.86 | 11.04 | -19.86 | -4.54 | 174.66 | 35.88 | 38.52 | 36.55 |
| Sharpe Ratio | NA | 1.01 | 0.71 | 0.19 | -0.37 | NA | NA | … | … | -1.47 | 1.38 | 0.73 | -0.03 | -0.39 | 0.60 | -0.57 | 0.21 | -0.60 | -0.50 | -1.66 | 2.37 | 0.49 | 0.93 | 1.34 | 0.57 | 1.27 | 0.13 | -0.55 | -0.15 | 1.86 | 0.63 | 0.88 | 0.81 |
| Standard Deviation(%) | NA | 22.40 | 24.14 | 37.46 | 80.30 | NA | NA | … | … | 21.41 | 24.22 | 23.16 | 30.18 | 42.04 | 71.99 | 85.21 | 117.73 | 150.52 | 102.72 | 34.69 | 28.56 | 27.30 | 34.59 | 30.91 | 51.97 | 35.69 | 54.68 | 41.95 | 53.28 | 63.63 | 50.90 | 39.20 | 44.69 |
| Draw Down(%) | NA | 16.98 | 23.84 | 41.50 | 98.43 | NA | NA | … | … | 16.98 | 17.13 | 18.11 | 26.83 | 30.50 | 28.69 | 69.26 | 72.66 | 90.38 | 61.72 | 54.35 | 10.71 | 14.52 | 19.66 | 13.90 | 32.10 | 24.79 | 31.54 | 33.45 | 29.34 | 14.75 | 18.18 | 11.84 | 16.67 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.18 | 0.56 | 0.63 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.64 | 1.19 | 1.55 | 1.65 | 1.44 | 2.27 | 2.05 | 2.54 | 2.69 | 1.81 | 1.49 | 3.11 | 0.00 | 0.00 | 11.46 |
Data as of 05/30/2017, Common starting date is 01/21/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CACB (Cascade Bancorp) |
-72.72%
Feb 2007 – Feb 2010 |
-57.33%
Nov 2006 – Nov 2011 |
-32.03%
Sep 2006 – Sep 2016 |
-14.63%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CACB (Cascade Bancorp) |
85.52%
Mar 1995 – Mar 1998 |
43.93%
Apr 1994 – Apr 1999 |
33.59%
Nov 1994 – Nov 2004 |
6.08%
May 1994 – May 2009 |
Annualized Rolling Returns Comparison Chart