Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHFN (Charter Financial Corporation) | NA | 52.63% | 26.97% | 19.43% | NA | NA | NA | … | … |
Data as of 09/07/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHFN (Charter Financial Corporation) | 06/18/2012 | 09/07/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 52.63 | 26.97 | 19.43 | NA | NA | NA | … | … | 42.02 | 5.22 | 26.19 | 15.37 | 6.31 | 1.60 | 16.87 | 6.30 | -9.10 | 21.74 | -73.33 | -21.45 | 59.30 | -10.92 | 18.69 | 25.01 | 13.62 |
| Sharpe Ratio | NA | 1.32 | 0.12 | -0.11 | -0.21 | NA | NA | … | … | 2.00 | -0.49 | -0.41 | -0.19 | -0.98 | -0.69 | 0.48 | -0.24 | -0.78 | 0.04 | -0.84 | -1.13 | 1.77 | -1.10 | -0.03 | 0.21 | 0.44 |
| Standard Deviation(%) | NA | 24.26 | 23.57 | 20.07 | 45.26 | NA | NA | … | … | 21.90 | 28.86 | 19.29 | 16.97 | 12.43 | 24.45 | 35.01 | 51.48 | 35.71 | 75.12 | 110.92 | 38.63 | 21.02 | 29.00 | 26.82 | 27.49 | 28.34 |
| Draw Down(%) | NA | 15.35 | 22.09 | 22.09 | 50.62 | NA | NA | … | … | 11.34 | 22.09 | 10.32 | 8.17 | 5.54 | 22.83 | 11.21 | 29.93 | 25.24 | 43.30 | 81.07 | 41.37 | 11.48 | 25.49 | 22.13 | 18.80 | 12.54 |
| Yield(%) | 0.00 | 1.47 | 1.89 | 2.13 | 1.31 | 0.87 | 0.66 | … | … | 0.95 | 1.61 | 1.54 | 1.75 | 1.85 | 1.41 | 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 09/07/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHFN (Charter Financial Corporation) |
1.82%
Mar 2013 – Mar 2016 |
9.78%
Mar 2013 – Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHFN (Charter Financial Corporation) |
26.53%
May 2015 – May 2018 |
19.66%
May 2013 – May 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart