Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCIT (First Citrus Bancorporation Inc) | NA | 49.11% | 22.59% | 18.96% | NA | NA | NA | … | … |
Data as of 01/13/2023, Common starting date is 10/19/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCIT (First Citrus Bancorporation Inc) | 10/19/2016 | 01/13/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 49.11 | 22.59 | 18.96 | NA | NA | NA | … | … | 0.97 | 52.74 | 36.26 | -15.49 | 29.73 | 3.26 | 59.85 | 6.02 |
| Sharpe Ratio | NA | 1.07 | 0.58 | 0.59 | NA | NA | NA | … | … | 5.46 | 1.15 | 1.10 | -0.48 | 2.78 | 0.11 | 2.41 | 5.89 |
| Standard Deviation(%) | NA | 44.09 | 37.68 | 30.49 | NA | NA | NA | … | … | 5.12 | 44.33 | 35.56 | 32.75 | 10.18 | 17.23 | 24.68 | 5.64 |
| Draw Down(%) | NA | 11.36 | 37.58 | 39.92 | NA | NA | NA | … | … | 0.00 | 11.36 | 21.00 | 37.81 | 3.53 | 24.87 | 11.66 | 0.79 |
| Yield(%) | 0.00 | 0.37 | 1.19 | 1.37 | 1.24 | 0.83 | 0.62 | … | … | 0.00 | 0.40 | 2.00 | 1.45 | 1.16 | 0.90 | 0.72 | 0.00 |
Data as of 01/13/2023, Common starting date is 10/19/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCIT (First Citrus Bancorporation Inc) |
-0.78%
Sep 2017 – Sep 2020 |
13.13%
Apr 2017 – Apr 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCIT (First Citrus Bancorporation Inc) |
29.09%
Nov 2016 – Nov 2019 |
22.65%
Jun 2017 – Jun 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart