Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBPRN (First BanCorp) | NA | 2.77% | 11.85% | 15.05% | 8.84% | 4.14% | NA | … | … |
Data as of 11/24/2021, Common starting date is 03/04/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBPRN (First BanCorp) | 03/04/2002 | 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 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.44 | 2.77 | 11.85 | 15.05 | 8.84 | 4.14 | NA | … | … | 0.74 | 1.84 | 13.97 | 11.33 | -11.17 | 51.00 | -20.00 | 1.35 | -6.89 | 41.93 | -2.10 | 16.73 | -25.80 | -31.92 | -2.02 | -1.00 | -3.85 | 0.58 | -1.15 | 4.60 |
| Sharpe Ratio | NA | 0.09 | 0.40 | 0.50 | 0.24 | NA | NA | … | … | 0.07 | 0.04 | 0.79 | 0.61 | -0.33 | 1.14 | -0.64 | 0.03 | -0.19 | 0.86 | -0.05 | 0.11 | -0.28 | -0.96 | -0.33 | -0.35 | -0.36 | -0.04 | -0.17 | 0.38 |
| Standard Deviation(%) | NA | 17.16 | 26.74 | 28.12 | 34.73 | NA | NA | … | … | 10.91 | 41.28 | 15.95 | 16.36 | 36.15 | 44.42 | 31.51 | 38.38 | 37.34 | 49.22 | 40.84 | 150.15 | 91.18 | 34.27 | 15.46 | 12.33 | 16.78 | 9.77 | 10.53 | 11.60 |
| Draw Down(%) | NA | 10.61 | 30.27 | 30.27 | 50.00 | NA | NA | … | … | 4.25 | 30.69 | 8.04 | 10.09 | 17.06 | 20.00 | 41.67 | 16.28 | 19.63 | 25.00 | 36.08 | 90.45 | 70.76 | 36.97 | 16.73 | 20.93 | 24.40 | 8.76 | 5.45 | 3.17 |
| Yield(%) | 0.00 | 6.37 | 7.94 | 9.84 | 5.69 | 3.64 | 4.35 | … | … | 5.78 | 7.03 | 8.04 | 8.95 | 7.95 | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 6.36 | 7.27 | 7.27 | 7.26 | 6.96 | 6.92 | 6.31 | 4.80 |
Data as of 11/24/2021, Common starting date is 03/04/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPRN (First BanCorp) |
-51.54%
Jun 2007 – Jun 2010 |
-34.07%
Jun 2005 – Jun 2010 |
-3.14%
Feb 2006 – Feb 2016 |
2.26%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPRN (First BanCorp) |
106.49%
Jun 2010 – Jun 2013 |
57.44%
Jun 2010 – Jun 2015 |
30.00%
Jun 2010 – Jun 2020 |
5.57%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart