Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FABK (First Advantage Bancorp) | NA | -27.37% | -2.03% | 6.99% | 7.33% | NA | NA | … | … |
Data as of 04/01/2020, Common starting date is 11/30/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FABK (First Advantage Bancorp) | 11/30/2007 | 04/01/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.85 | -27.37 | -2.03 | 6.99 | 7.33 | NA | NA | … | … | -37.82 | 19.90 | 6.46 | 33.05 | 11.81 | 20.87 | 10.09 | 1.89 | 1.39 | 7.74 | 16.47 | 5.67 | -2.90 | -5.01 |
| Sharpe Ratio | NA | -0.75 | -0.12 | 0.27 | 0.37 | NA | NA | … | … | -1.28 | 0.85 | 0.26 | 1.82 | 0.74 | 1.58 | 1.15 | 0.11 | 0.15 | 0.45 | 1.11 | 0.19 | -0.09 | -4.52 |
| Standard Deviation(%) | NA | 38.27 | 27.01 | 23.36 | 18.99 | NA | NA | … | … | 66.94 | 21.66 | 19.92 | 17.92 | 15.66 | 13.19 | 8.73 | 16.19 | 8.94 | 17.12 | 14.70 | 29.58 | 41.51 | 11.02 |
| Draw Down(%) | NA | 44.51 | 44.51 | 44.51 | 44.51 | NA | NA | … | … | 44.03 | 6.62 | 15.07 | 8.06 | 6.06 | 5.94 | 2.87 | 12.71 | 8.89 | 11.70 | 7.41 | 11.53 | 26.83 | 6.00 |
| Yield(%) | 0.00 | 2.40 | 2.60 | 3.22 | 3.15 | 2.17 | 1.63 | … | … | 0.53 | 2.47 | 2.21 | 2.22 | 1.83 | 2.87 | 1.09 | 2.18 | 1.58 | 1.66 | 1.89 | 1.95 | 0.47 | 0.00 |
Data as of 04/01/2020, Common starting date is 11/30/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FABK (First Advantage Bancorp) |
-2.03%
Mar 2017 – Mar 2020 |
1.13%
Apr 2008 – Apr 2013 |
7.23%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FABK (First Advantage Bancorp) |
25.63%
Jan 2015 – Jan 2018 |
19.62%
Apr 2013 – Apr 2018 |
13.01%
Oct 2009 – Oct 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart