Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FFNM (First Federal of Northern Michigan Bancorp Inc) | NA | 13.38% | 11.33% | 14.51% | NA | NA | NA | … | … |
Data as of 05/22/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FFNM (First Federal of Northern Michigan Bancorp Inc) | 06/18/2012 | 05/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -19.46 | 13.38 | 11.33 | 14.51 | NA | NA | NA | … | … | 11.25 | 4.58 | 27.08 | 9.65 | 1.67 | 17.39 | 35.69 | 2.14 | 129.51 | -2.40 | -82.54 | -17.27 | 6.21 | -6.25 |
| Sharpe Ratio | NA | 0.31 | 0.36 | 0.44 | -0.19 | NA | NA | … | … | 0.51 | 0.19 | 1.23 | 0.38 | 0.04 | 0.49 | 1.61 | -0.28 | 1.35 | -0.14 | -0.71 | -1.43 | -0.84 | -1.55 |
| Standard Deviation(%) | NA | 39.73 | 29.82 | 32.50 | 75.49 | NA | NA | … | … | 59.71 | 20.43 | 21.85 | 25.39 | 37.07 | 35.49 | 48.17 | 58.15 | 82.10 | 153.61 | 143.52 | 27.62 | 19.39 | 18.95 |
| Draw Down(%) | NA | 20.89 | 20.89 | 24.19 | 90.53 | NA | NA | … | … | 20.89 | 10.59 | 9.34 | 12.50 | 24.19 | 17.14 | 21.20 | 27.85 | 23.33 | 71.91 | 86.37 | 23.98 | 9.45 | 11.49 |
| Yield(%) | 0.00 | 2.55 | 2.64 | 2.88 | 1.92 | 1.28 | 0.96 | … | … | 1.25 | 2.44 | 2.64 | 1.83 | 1.52 | 0.42 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/22/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFNM (First Federal of Northern Michigan Bancorp Inc) |
8.23%
Jan 2013 – Jan 2016 |
11.13%
Oct 2012 – Oct 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFNM (First Federal of Northern Michigan Bancorp Inc) |
25.84%
Feb 2015 – Feb 2018 |
20.50%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart