Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBPRL (First BanCorp. PFD PERP SER E) | NA | 1.39% | 5.82% | 5.68% | 5.84% | 0.46% | NA | … | … |
Data as of 11/24/2021, Common starting date is 11/12/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBPRL (First BanCorp. PFD PERP SER E) | 11/12/2003 | 11/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.39 | 5.82 | 5.68 | 5.84 | 0.46 | NA | … | … | 1.47 | 2.89 | 9.78 | 4.55 | -15.38 | 51.96 | -11.12 | 5.19 | -10.73 | 46.43 | -0.36 | 16.21 | -22.00 | -36.08 | -1.18 | 0.99 | -6.00 | 1.37 | 2.00 |
| Sharpe Ratio | NA | 0.12 | 0.08 | 0.09 | 0.11 | NA | NA | … | … | 0.16 | 0.03 | 0.38 | 0.13 | -0.42 | 0.80 | -0.33 | 0.12 | -0.33 | 0.64 | -0.01 | 0.10 | -0.23 | -1.00 | -0.27 | -0.16 | -0.46 | 0.04 | 1.01 |
| Standard Deviation(%) | NA | 11.37 | 60.81 | 52.33 | 51.74 | NA | NA | … | … | 9.83 | 101.85 | 22.25 | 23.96 | 38.31 | 64.65 | 34.00 | 44.45 | 32.56 | 73.09 | 49.02 | 158.73 | 94.23 | 36.91 | 15.37 | 14.41 | 17.63 | 10.29 | 15.51 |
| Draw Down(%) | NA | 6.35 | 56.60 | 56.60 | 56.60 | NA | NA | … | … | 6.27 | 55.84 | 8.57 | 9.30 | 26.92 | 33.33 | 30.21 | 18.39 | 23.53 | 26.07 | 35.22 | 90.27 | 68.38 | 39.27 | 18.24 | 25.49 | 24.02 | 7.65 | 3.54 |
| Yield(%) | 0.00 | 6.92 | 8.09 | 9.00 | 6.02 | 3.74 | 3.87 | … | … | 6.35 | 7.12 | 7.83 | 8.18 | 6.92 | 0.88 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 6.77 | 7.50 | 7.36 | 7.41 | 6.96 | 7.13 | 1.20 |
Data as of 11/24/2021, Common starting date is 11/12/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPRL (First BanCorp. PFD PERP SER E) |
-57.14%
Jun 2007 – Jun 2010 |
-40.36%
Jun 2005 – Jun 2010 |
-6.85%
Jan 2006 – Jan 2016 |
-1.17%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPRL (First BanCorp. PFD PERP SER E) |
130.66%
Jun 2010 – Jun 2013 |
60.86%
Jun 2010 – Jun 2015 |
28.91%
Jun 2010 – Jun 2020 |
1.49%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart