Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CRBC (Citizens Republic Bancorp Inc) | NA | 38.02% | 20.71% | -27.82% | -18.54% | -14.32% | -4.59% | 2.90% |
Data as of 04/12/2013, AR inception is 05/31/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CRBC (Citizens Republic Bancorp Inc) | 05/31/1985 | 04/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.70 | 38.02 | 20.71 | -27.82 | -18.54 | -14.32 | -4.59 | 2.90 | 19.61 | 66.40 | 83.87 | -10.14 | -76.85 | -79.09 | -41.77 | 1.23 | -16.27 | 9.18 | 38.61 | -21.85 | 16.92 | 36.25 | -31.78 | 1.12 | 80.84 | 7.24 | 13.69 | 25.34 | 53.03 | 59.34 | 72.48 | -2.82 | 11.71 | 70.31 | -3.12 | -10.61 | 13.79 |
| Sharpe Ratio | NA | 1.50 | 0.41 | -0.27 | -0.22 | NA | NA | -0.03 | 4.54 | 2.54 | 1.57 | -0.14 | -0.51 | -0.60 | -1.20 | -0.09 | -0.94 | 0.39 | 1.74 | -0.95 | 0.41 | 0.75 | -0.96 | -0.07 | 0.91 | 0.12 | 0.28 | 0.65 | 1.47 | 2.18 | 2.22 | -0.25 | 0.26 | 2.04 | -0.19 | -0.40 | 0.72 |
| Standard Deviation(%) | NA | 25.28 | 50.89 | 105.95 | 89.49 | NA | NA | 51.12 | 19.94 | 26.38 | 53.27 | 71.33 | 149.71 | 132.89 | 37.30 | 22.49 | 19.72 | 21.33 | 21.82 | 24.21 | 36.66 | 43.00 | 36.29 | 30.96 | 27.84 | 30.75 | 35.08 | 34.56 | 34.49 | 25.82 | 30.76 | 31.68 | 23.42 | 31.93 | 37.94 | 36.98 | 27.69 |
| Draw Down(%) | NA | 16.91 | 61.38 | 96.14 | 98.34 | NA | NA | 98.34 | 4.56 | 16.91 | 34.07 | 61.38 | 84.49 | 89.83 | 47.63 | 14.40 | 21.85 | 14.52 | 13.37 | 35.55 | 16.79 | 30.34 | 44.95 | 21.64 | 8.96 | 14.84 | 9.16 | 13.67 | 13.40 | 9.59 | 11.69 | 18.68 | 18.43 | 15.06 | 26.47 | 40.00 | 20.24 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 26.65 | 20.83 | 16.47 | 19.23 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 20.52 | 44.19 | 52.11 | 33.31 | 34.78 | 45.42 | 34.60 | 39.01 | 46.41 | 27.52 | 24.20 | 23.32 | 11.56 | 11.07 | 22.78 | 13.38 | 16.88 | 22.63 | 16.76 | 14.95 | 19.41 | 11.57 | 8.25 | 0.00 |
Data as of 04/12/2013, AR inception is 05/31/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRBC (Citizens Republic Bancorp Inc) |
-71.73%
Nov 2006 - Nov 2009 |
-54.75%
Nov 2004 - Nov 2009 |
-29.76%
Jul 1999 - Jul 2009 |
-18.43%
Nov 1995 - Nov 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRBC (Citizens Republic Bancorp Inc) |
65.54%
Jan 1991 - Jan 1994 |
45.55%
Nov 1990 - Nov 1995 |
35.90%
Dec 1987 - Dec 1997 |
23.21%
Dec 1986 - Dec 2001 |
Annualized Rolling Returns Comparison Chart