Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBPRP (First BanCorp. PFD A 7.125%) | NA | -67.54% | -23.03% | -11.12% | -2.25% | -3.30% | -0.68% | … | … |
Data as of 11/24/2021, Common starting date is 06/01/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBPRP (First BanCorp. PFD A 7.125%) | 06/01/1999 | 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 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.43 | -67.54 | -23.03 | -11.12 | -2.25 | -3.30 | -0.68 | … | … | -68.30 | 1.01 | 19.72 | 4.62 | -8.67 | 60.71 | -26.35 | -13.59 | 11.39 | 42.09 | -2.11 | 14.52 | -28.16 | -29.55 | 0.41 | -1.93 | -3.57 | -0.19 | 1.17 | 2.20 | 9.29 | 5.17 | -11.68 |
| Sharpe Ratio | NA | -0.54 | -0.32 | -0.20 | -0.05 | NA | NA | … | … | -0.54 | 0.02 | 1.25 | 0.13 | -0.22 | 1.50 | -0.97 | -0.34 | 0.39 | 0.68 | -0.05 | 0.09 | -0.33 | -0.85 | -0.14 | -0.41 | -0.32 | -0.13 | 0.06 | 0.09 | 0.45 | 0.04 | -1.46 |
| Standard Deviation(%) | NA | 126.06 | 74.38 | 61.42 | 52.32 | NA | NA | … | … | 134.06 | 44.02 | 14.65 | 26.23 | 42.01 | 40.21 | 27.21 | 39.65 | 29.04 | 62.82 | 43.20 | 158.96 | 85.08 | 35.74 | 19.03 | 12.70 | 18.17 | 8.89 | 7.93 | 11.68 | 15.70 | 26.15 | 15.20 |
| Draw Down(%) | NA | 69.05 | 69.05 | 69.05 | 69.05 | NA | NA | … | … | 69.05 | 35.09 | 4.80 | 12.50 | 22.61 | 21.31 | 42.86 | 22.73 | 13.33 | 31.23 | 35.71 | 90.00 | 70.95 | 36.45 | 19.24 | 22.18 | 25.12 | 6.21 | 4.42 | 9.00 | 8.08 | 16.13 | 15.50 |
| Yield(%) | 0.00 | 7.49 | 8.75 | 8.85 | 6.36 | 3.85 | 4.74 | … | … | 6.90 | 7.61 | 8.28 | 9.08 | 8.00 | 1.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 6.08 | 7.50 | 7.32 | 7.23 | 6.98 | 6.96 | 7.10 | 7.27 | 7.89 | 8.28 | 4.26 |
Data as of 11/24/2021, Common starting date is 06/01/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPRP (First BanCorp. PFD A 7.125%) |
-49.94%
Jun 2007 – Jun 2010 |
-32.81%
Jun 2005 – Jun 2010 |
-13.88%
Jun 2000 – Jun 2010 |
-3.33%
Oct 2006 – Oct 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBPRP (First BanCorp. PFD A 7.125%) |
105.79%
Jun 2010 – Jun 2013 |
52.44%
Jun 2010 – Jun 2015 |
29.37%
Jun 2010 – Jun 2020 |
5.72%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart