Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CITZ (Citizens Bancshares Corporation) | NA | 97.17% | 34.93% | 11.75% | 0.81% | 4.43% | NA | … | … |
Data as of 11/12/2013, Common starting date is 07/24/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CITZ (Citizens Bancshares Corporation) | 07/24/1998 | 11/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.05 | 97.17 | 34.93 | 11.75 | 0.81 | 4.43 | NA | … | … | 100.60 | 46.61 | -16.94 | 63.52 | -15.86 | -72.37 | 3.62 | 5.85 | 3.71 | -0.54 | 6.69 | 2.46 | 38.24 | 20.32 | -1.51 | -10.45 |
| Sharpe Ratio | NA | 3.70 | 0.99 | 0.16 | 0.00 | NA | NA | … | … | 4.63 | 1.06 | -0.51 | 1.02 | -0.12 | -1.15 | 0.06 | 0.28 | 0.12 | -0.10 | 0.34 | 0.05 | 1.68 | 0.40 | -0.21 | -0.69 |
| Standard Deviation(%) | NA | 26.24 | 35.39 | 74.05 | 62.37 | NA | NA | … | … | 26.49 | 44.31 | 33.05 | 62.49 | 127.94 | 63.63 | 10.38 | 9.07 | 12.39 | 15.49 | 17.76 | 26.44 | 21.80 | 41.09 | 22.33 | 36.49 |
| Draw Down(%) | NA | 11.29 | 31.52 | 78.13 | 87.90 | NA | NA | … | … | 11.29 | 31.52 | 29.88 | 32.86 | 63.23 | 76.00 | 7.12 | 5.10 | 8.60 | 13.68 | 7.61 | 14.38 | 9.24 | 19.44 | 19.66 | 26.79 |
| Yield(%) | 0.00 | 0.63 | 0.77 | 0.61 | 1.80 | 3.11 | 2.07 | … | … | 0.63 | 0.91 | 0.75 | 1.24 | 1.46 | 3.31 | 3.28 | 3.32 | 3.30 | 2.94 | 2.99 | 2.78 | 3.37 | 3.92 | 3.29 | 0.73 |
Data as of 11/12/2013, Common starting date is 07/24/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CITZ (Citizens Bancshares Corporation) |
-44.08%
Jan 2006 – Jan 2009 |
-28.63%
Jan 2004 – Jan 2009 |
-10.57%
Jan 1999 – Jan 2009 |
3.66%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CITZ (Citizens Bancshares Corporation) |
36.65%
Jul 2010 – Jul 2013 |
15.24%
Aug 1998 – Aug 2003 |
5.39%
Aug 1998 – Aug 2008 |
4.77%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart