Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBPRO (First BanCorp. PFD PERP B 8.35%) | NA | 8.22% | 7.99% | 16.81% | 9.60% | 3.78% | 4.93% | … | … |
Data as of 11/24/2021, Common starting date is 12/01/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBPRO (First BanCorp. PFD PERP B 8.35%) | 12/01/2000 | 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 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.60 | 8.22 | 7.99 | 16.81 | 9.60 | 3.78 | 4.93 | … | … | 3.15 | -1.72 | 5.99 | 5.19 | -9.62 | 61.99 | -20.74 | -8.78 | 11.00 | 33.33 | 7.14 | 11.20 | -36.25 | -21.31 | -0.59 | -1.17 | -7.43 | 0.91 | 0.92 | 0.37 | 5.88 | 3.55 |
| Sharpe Ratio | NA | 0.37 | 0.12 | 0.32 | 0.19 | NA | NA | … | … | 0.19 | -0.02 | 0.51 | 0.26 | -0.34 | 1.03 | -0.73 | -0.24 | 0.51 | 0.54 | 0.15 | 0.08 | -0.38 | -0.88 | -0.39 | -0.43 | -0.74 | 0.00 | 0.03 | -0.10 | 0.36 | 5.99 |
| Standard Deviation(%) | NA | 18.28 | 58.81 | 48.54 | 46.55 | NA | NA | … | … | 18.22 | 99.33 | 9.05 | 15.18 | 30.14 | 59.98 | 28.50 | 36.14 | 21.50 | 62.75 | 47.45 | 139.65 | 96.38 | 25.20 | 9.18 | 10.34 | 12.92 | 8.00 | 8.34 | 7.45 | 9.95 | 9.16 |
| Draw Down(%) | NA | 12.35 | 54.86 | 54.86 | 54.86 | NA | NA | … | … | 12.35 | 55.47 | 2.72 | 7.26 | 19.04 | 21.74 | 35.80 | 22.83 | 13.69 | 31.33 | 33.06 | 87.96 | 72.12 | 30.31 | 7.06 | 10.54 | 15.58 | 8.00 | 7.50 | 5.65 | 6.08 | 0.97 |
| Yield(%) | 0.00 | 7.50 | 7.88 | 11.63 | 6.69 | 3.77 | 4.82 | … | … | 6.63 | 7.79 | 8.25 | 9.16 | 8.50 | 1.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 6.03 | 8.02 | 8.13 | 7.97 | 7.39 | 7.52 | 7.53 | 7.49 | 7.39 | 0.69 |
Data as of 11/24/2021, Common starting date is 12/01/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPRO (First BanCorp. PFD PERP B 8.35%) |
-49.71%
Jun 2007 – Jun 2010 |
-32.31%
Jun 2005 – Jun 2010 |
-3.87%
Mar 2006 – Mar 2016 |
-0.28%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPRO (First BanCorp. PFD PERP B 8.35%) |
99.69%
Jun 2010 – Jun 2013 |
49.27%
Jun 2010 – Jun 2015 |
28.75%
Jun 2010 – Jun 2020 |
4.95%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison Chart