Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHFC (Chemical Financial Corporation) | NA | -27.35% | -1.28% | 10.48% | 9.62% | 4.23% | 4.73% | … | … |
Data as of 09/25/2019, Common starting date is 03/11/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHFC (Chemical Financial Corporation) | 03/11/1992 | 09/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.16 | -27.35 | -1.28 | 10.48 | 9.62 | 4.23 | 4.73 | … | … | 10.24 | -29.89 | -0.10 | 62.05 | 15.40 | -0.08 | 37.66 | 15.71 | 0.36 | -2.48 | -10.25 | 22.85 | -25.43 | 8.64 | -23.58 | 21.41 | 16.78 | 9.96 | 33.77 | -23.92 | -3.68 | -22.20 | 15.39 | -0.91 | -1.47 | -1.35 | 14.65 | 25.81 |
| Sharpe Ratio | NA | -0.91 | -0.12 | 0.39 | 0.34 | NA | NA | … | … | 0.41 | -1.21 | -0.03 | 2.55 | 0.71 | 0.00 | 1.78 | 0.59 | 0.01 | -0.08 | -0.20 | 0.33 | -0.70 | 0.25 | -0.91 | 0.83 | 0.45 | 0.21 | 0.67 | -0.51 | -0.19 | -0.57 | 0.28 | -0.08 | -0.07 | -0.11 | 0.27 | 0.57 |
| Standard Deviation(%) | NA | 31.73 | 26.65 | 25.05 | 27.64 | NA | NA | … | … | 30.90 | 25.79 | 24.23 | 24.14 | 21.63 | 20.44 | 21.08 | 26.77 | 43.34 | 31.69 | 52.55 | 65.27 | 41.05 | 21.39 | 28.15 | 24.63 | 35.70 | 41.57 | 47.80 | 54.79 | 35.53 | 44.57 | 42.93 | 54.47 | 75.92 | 40.00 | 45.62 | 52.97 |
| Draw Down(%) | NA | 36.85 | 39.70 | 39.70 | 39.70 | NA | NA | … | … | 21.95 | 39.70 | 19.44 | 13.34 | 11.55 | 19.29 | 12.57 | 18.65 | 34.06 | 23.72 | 43.99 | 42.01 | 34.78 | 12.16 | 31.98 | 10.30 | 16.74 | 29.09 | 25.38 | 36.13 | 17.14 | 25.59 | 20.27 | 20.04 | 40.00 | 14.25 | 11.70 | 17.02 |
| Yield(%) | 0.00 | 2.45 | 2.78 | 4.18 | 4.65 | 2.92 | 3.29 | … | … | 2.73 | 2.32 | 2.05 | 3.21 | 3.29 | 3.01 | 3.62 | 3.77 | 3.49 | 3.34 | 4.19 | 5.18 | 3.41 | 3.38 | 2.52 | 2.86 | 3.14 | 3.34 | 4.07 | 2.80 | 2.47 | 2.16 | 2.33 | 1.95 | 1.66 | 1.99 | 1.84 | 2.10 |
Data as of 09/25/2019, Common starting date is 03/11/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHFC (Chemical Financial Corporation) |
-18.20%
Nov 1997 – Nov 2000 |
-10.97%
Nov 1995 – Nov 2000 |
-3.92%
Jun 1998 – Jun 2008 |
-2.59%
Jun 1993 – Jun 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHFC (Chemical Financial Corporation) |
30.16%
Jan 2015 – Jan 2018 |
27.67%
Sep 2011 – Sep 2016 |
14.41%
Jun 2008 – Jun 2018 |
8.72%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart