Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBC (Flagstar Bancorp Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/15/2022, Common starting date is 04/30/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBC (Flagstar Bancorp Inc) | 04/30/1997 | 12/15/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 18.66 | 7.23 | 44.89 | -29.45 | 38.90 | 16.57 | 46.92 | -19.83 | 1.13 | 280.39 | -68.71 | -72.83 | -15.49 | -89.81 | -53.03 | 3.06 | -36.28 | 5.51 | 98.33 | 60.95 | 20.78 | 44.93 | -33.97 | 31.97 | 50.83 |
| Sharpe Ratio | NA | -0.13 | 0.14 | 0.08 | 0.27 | NA | NA | … | … | -0.22 | 0.61 | 0.11 | 2.03 | -1.31 | 1.67 | 0.60 | 1.74 | -0.72 | 0.03 | 4.59 | -0.81 | -0.67 | -0.13 | -0.65 | -1.03 | -0.01 | -1.51 | 0.16 | 2.52 | 1.19 | 0.37 | 0.75 | -0.80 | 0.64 | 2.13 |
| Standard Deviation(%) | NA | 36.67 | 45.98 | 38.37 | 34.22 | NA | NA | … | … | 37.51 | 30.73 | 63.92 | 21.37 | 23.43 | 23.04 | 27.02 | 26.91 | 27.46 | 40.04 | 61.90 | 84.73 | 109.03 | 121.04 | 138.58 | 54.66 | 25.08 | 25.41 | 28.42 | 38.77 | 50.31 | 50.45 | 54.21 | 46.56 | 44.94 | 37.73 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 19.04 | 55.42 | 13.44 | 34.79 | 8.38 | 24.38 | 14.55 | 36.11 | 38.72 | 33.65 | 74.73 | 88.16 | 70.31 | 94.43 | 60.56 | 17.39 | 44.07 | 31.72 | 27.53 | 34.12 | 27.69 | 55.43 | 56.49 | 28.63 | 17.82 |
| Yield(%) | NA | 7.27 | 3.32 | 2.11 | 2.07 | 0.04 | 1.75 | … | … | 6.73 | 0.74 | 0.53 | 0.60 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.34 | 4.14 | 4.02 | 4.71 | 4.05 | 2.33 | 1.31 | 2.61 | 0.00 | 0.00 | 0.00 |
Data as of 12/15/2022, Common starting date is 04/30/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBC (Flagstar Bancorp Inc) |
-88.87%
Aug 2008 – Aug 2011 |
-82.34%
Oct 2007 – Oct 2012 |
-61.67%
Jun 2003 – Jun 2013 |
-45.42%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBC (Flagstar Bancorp Inc) |
133.35%
Jun 2000 – Jun 2003 |
60.65%
Jun 2000 – Jun 2005 |
15.61%
May 1997 – May 2007 |
-32.55%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison Chart