Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHOB (Charter Oak Bank) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 07/29/2021, Common starting date is 01/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHOB (Charter Oak Bank) | 01/04/2005 | 07/29/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 883.08 | -62.86 | 191.67 | 140.00 | -94.44 | -18.18 | 61.76 | 21.43 | 133.33 | -99.68 | -85.98 | -49.05 | -28.08 | -14.37 | -1.16 | 24.10 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 1.51 | -0.23 | 0.54 | 0.42 | -0.39 | -0.91 | 0.44 | 0.20 | 0.50 | -0.19 | -0.61 | -0.55 | -0.54 | -0.55 | -0.13 | 0.63 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 580.49 | 277.18 | 351.04 | 337.17 | 241.96 | 20.07 | 140.69 | 105.04 | 268.15 | 531.26 | 141.76 | 90.03 | 53.49 | 31.95 | 33.13 | 35.10 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 95.00 | 81.43 | 75.00 | 94.50 | 95.00 | 18.18 | 63.33 | 38.18 | 80.00 | 99.85 | 87.96 | 52.38 | 38.36 | 32.33 | 20.83 | 20.31 |
| Yield(%) | 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 | 0.00 |
Data as of 07/29/2021, Common starting date is 01/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHOB (Charter Oak Bank) |
-95.36%
Jul 2008 – Jul 2011 |
-84.94%
Jul 2006 – Jul 2011 |
-64.79%
Dec 2006 – Dec 2016 |
-42.80%
Aug 2005 – Aug 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHOB (Charter Oak Bank) |
139.57%
Jan 2017 – Jan 2020 |
37.97%
Jan 2015 – Jan 2020 |
7.18%
Apr 2011 – Apr 2021 |
-31.43%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison Chart