Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FBSS (Fauquier Bankshares Inc) | NA | -22.92% | -19.48% | -5.66% | 0.07% | -2.19% | 4.48% | … | … |
Data as of 04/01/2021, Common starting date is 12/23/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBSS (Fauquier Bankshares Inc) | 12/23/1999 | 04/01/2021 |
| 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 (%) | 2.80 | -22.92 | -19.48 | -5.66 | 0.07 | -2.19 | 4.48 | … | … | 23.19 | -59.18 | 10.74 | -12.42 | 31.53 | 9.18 | -17.34 | 34.67 | 14.36 | 10.41 | -16.15 | 4.78 | -3.14 | -25.22 | -31.80 | 0.12 | 0.24 | 8.54 | 50.89 | 27.12 | 64.33 | -17.96 | -1.39 |
| Sharpe Ratio | NA | -0.28 | -0.37 | -0.14 | -0.01 | NA | NA | … | … | 5.57 | -0.69 | -0.47 | -1.16 | 0.46 | -1.37 | -0.98 | 0.37 | -0.11 | -0.36 | -1.52 | -0.31 | -0.35 | -0.73 | -1.53 | -1.26 | -0.96 | -0.49 | 1.36 | 0.29 | 1.55 | -2.77 | NA |
| Standard Deviation(%) | NA | 80.91 | 54.64 | 44.65 | 39.44 | NA | NA | … | … | 23.96 | 86.11 | 26.48 | 29.29 | 27.01 | 18.17 | 36.52 | 43.13 | 36.50 | 22.52 | 22.87 | 44.72 | 62.27 | 61.46 | 35.30 | 17.76 | 21.63 | 22.45 | 23.25 | 25.24 | 28.37 | 31.31 | NA |
| Draw Down(%) | NA | 52.31 | 65.58 | 65.58 | 65.58 | NA | NA | … | … | 3.86 | 61.00 | 13.95 | 31.59 | 12.72 | 10.04 | 35.71 | 16.05 | 20.65 | 11.82 | 26.36 | 31.89 | 33.63 | 39.39 | 39.43 | 15.86 | 13.92 | 18.23 | 9.78 | 14.37 | 9.15 | 21.62 | NA |
| Yield(%) | 0.00 | 3.64 | 2.30 | 3.10 | 3.51 | 2.36 | 6.70 | … | … | 0.71 | 2.27 | 2.66 | 2.30 | 2.86 | 3.01 | 2.33 | 3.84 | 4.03 | 4.34 | 3.70 | 5.71 | 6.27 | 4.78 | 3.00 | 2.99 | 2.65 | 2.44 | 3.16 | 3.40 | 4.94 | 4.51 | 0.00 |
Data as of 04/01/2021, Common starting date is 12/23/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBSS (Fauquier Bankshares Inc) |
-25.44%
Dec 2017 – Dec 2020 |
-14.23%
Feb 2004 – Feb 2009 |
-2.19%
Sep 2005 – Sep 2015 |
-3.61%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBSS (Fauquier Bankshares Inc) |
51.03%
Dec 2000 – Dec 2003 |
32.67%
Nov 2000 – Nov 2005 |
12.55%
Feb 2009 – Feb 2019 |
9.33%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart