Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CRFN (Crescent Financial Bancshares Inc) | NA | 0.88% | 18.28% | -5.49% | -3.01% | NA | NA | 3.47% |
Data as of 07/19/2013, AR inception is 03/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CRFN (Crescent Financial Bancshares Inc) | 03/02/2000 | 07/19/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.08 | 0.88 | 18.28 | -5.49 | -3.01 | NA | NA | 3.47 | 0.22 | 33.43 | 53.57 | -29.56 | -16.32 | -60.00 | -18.30 | -3.23 | 13.58 | 35.79 | 49.67 | 38.92 | 26.93 | 0.00 |
| Sharpe Ratio | NA | 0.02 | 0.27 | -0.08 | -0.07 | NA | NA | 0.03 | 0.01 | 0.42 | 0.59 | -0.46 | -0.23 | -0.73 | -0.73 | -0.30 | 0.42 | 0.95 | 2.20 | 0.64 | 0.27 | -0.03 |
| Standard Deviation(%) | NA | 51.57 | 68.10 | 72.57 | 56.82 | NA | NA | 66.19 | 25.94 | 80.03 | 90.97 | 64.21 | 72.39 | 82.95 | 29.33 | 21.92 | 27.42 | 36.55 | 22.26 | 58.93 | 91.77 | 135.05 |
| Draw Down(%) | NA | 29.20 | 42.34 | 70.59 | 85.37 | NA | NA | 85.37 | 18.32 | 35.84 | 42.34 | 53.27 | 36.46 | 67.16 | 30.76 | 17.69 | 14.43 | 21.71 | 8.45 | 30.00 | 46.00 | 50.00 |
| 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 |
Data as of 07/19/2013, AR inception is 03/02/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRFN (Crescent Financial Bancshares Inc) |
-39.88%
Jun 2007 - Jun 2010 |
-28.61%
Oct 2005 - Oct 2010 |
-4.08%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRFN (Crescent Financial Bancshares Inc) |
51.88%
Feb 2001 - Feb 2004 |
36.79%
Jul 2000 - Jul 2005 |
4.38%
Feb 2001 - Feb 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart