Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CFOK (Community First Bancorporation) | NA | 14.29% | 3.50% | 1.67% | 7.30% | 0.79% | -2.57% | … | … |
Data as of 08/01/2024, Common starting date is 11/24/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFOK (Community First Bancorporation) | 11/24/1999 | 08/01/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.88 | 14.29 | 3.50 | 1.67 | 7.30 | 0.79 | -2.57 | … | … | 19.40 | -4.96 | -11.32 | 20.60 | -20.40 | -0.92 | -10.63 | 28.33 | 1.69 | 120.00 | -32.95 | 10.00 | 0.00 | -5.83 | -38.14 | -28.61 | -40.59 | -8.69 | 15.55 | 6.78 | 7.65 | 17.14 | -3.00 | 11.74 | -17.59 | 9.72 |
| Sharpe Ratio | NA | 0.30 | 0.02 | -0.01 | 0.14 | NA | NA | … | … | 0.84 | -0.36 | -0.49 | 1.56 | -0.42 | -0.13 | -0.37 | 0.86 | 0.02 | 1.56 | -0.70 | 0.12 | 0.00 | -0.09 | -0.98 | -0.28 | -1.13 | -0.28 | 0.27 | 0.18 | 0.19 | 0.68 | -0.16 | 0.23 | -0.76 | 3.36 |
| Standard Deviation(%) | NA | 34.52 | 30.60 | 33.27 | 43.08 | NA | NA | … | … | 38.05 | 26.02 | 26.04 | 20.26 | 48.74 | 18.37 | 31.92 | 32.23 | 62.90 | 77.03 | 46.84 | 81.14 | 66.97 | 67.59 | 39.11 | 104.11 | 36.76 | 42.45 | 46.11 | 25.50 | 34.49 | 24.35 | 26.49 | 41.54 | 28.44 | 44.98 |
| Draw Down(%) | NA | 20.25 | 33.22 | 33.22 | 44.76 | NA | NA | … | … | 20.25 | 18.23 | 25.67 | 6.04 | 32.76 | 15.09 | 23.24 | 16.23 | 29.41 | 40.00 | 37.89 | 26.47 | 36.54 | 47.37 | 39.31 | 41.58 | 41.18 | 38.09 | 24.00 | 10.00 | 18.07 | 11.47 | 15.13 | 21.57 | 24.05 | 6.87 |
| Yield(%) | 0.00 | 0.00 | 0.46 | 0.27 | 0.25 | 0.09 | 0.03 | … | … | 0.00 | 0.00 | 1.30 | 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 08/01/2024, Common starting date is 11/24/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFOK (Community First Bancorporation) |
-33.87%
Dec 2007 – Dec 2010 |
-24.54%
Apr 2008 – Apr 2013 |
-14.49%
Jan 2005 – Jan 2015 |
-7.95%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFOK (Community First Bancorporation) |
44.50%
Jan 2015 – Jan 2018 |
20.96%
Jan 2015 – Jan 2020 |
8.08%
Jun 2014 – Jun 2024 |
1.01%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart