Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/10/2020.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| FCBI (Frederick County Bancorp Inc) | 4.03% | NA | 30.75% | 18.41% | 13.18% | 14.35% | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCBI (Frederick County Bancorp Inc) | 09/04/2007 | 01/10/2020 |
The return data shown below all have the same latest date: 01/10/2020.
AR inception is since 09/04/2007.
AR inception is since 09/04/2007.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.54 | 30.75 | 18.41 | 13.18 | 14.35 | NA | NA | 4.03 | -3.85 | 40.16 | 5.49 | 19.17 | -6.95 | 15.41 | 29.17 | 17.47 | 29.48 | -7.16 | 12.56 | -32.81 | -21.57 | -18.40 |
| Sharpe Ratio | NA | 0.70 | 0.60 | 0.36 | 0.35 | NA | NA | 0.09 | -4.24 | 0.92 | 0.21 | 1.02 | -0.16 | 0.41 | 1.04 | 1.55 | 0.83 | -0.08 | 0.55 | -0.64 | -0.69 | -1.55 |
| Standard Deviation(%) | NA | 42.03 | 28.95 | 34.35 | 40.02 | NA | NA | 40.27 | 18.07 | 42.06 | 20.24 | 18.21 | 44.81 | 37.14 | 28.08 | 11.26 | 35.77 | 86.27 | 22.55 | 51.26 | 32.42 | 31.49 |
| Draw Down(%) | NA | 17.86 | 31.99 | 36.07 | 57.80 | NA | NA | 63.80 | 3.85 | 17.86 | 20.39 | 7.55 | 24.28 | 20.64 | 9.78 | 6.06 | 15.20 | 55.40 | 12.92 | 43.44 | 40.80 | 26.00 |
| Yield(%) | 0.00 | 1.15 | 1.41 | 1.40 | 2.14 | 0.60 | 0.45 | 0.75 | 0.00 | 1.19 | 1.31 | 1.32 | 1.18 | 1.33 | 1.67 | 1.54 | 1.35 | 0.83 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCBI (Frederick County Bancorp Inc) |
-17.27%
Jan 2008 - Jan 2011 |
-10.91%
Oct 2007 - Oct 2012 |
2.43%
Jan 2008 - Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCBI (Frederick County Bancorp Inc) |
39.59%
Oct 2012 - Oct 2015 |
21.50%
Nov 2010 - Nov 2015 |
14.53%
Dec 2009 - Dec 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart