Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FHLB (Friendly Hills Bank) | NA | -29.68% | -9.57% | -8.76% | 1.84% | -1.33% | NA | … | … |
Data as of 11/10/2023, Common starting date is 02/14/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FHLB (Friendly Hills Bank) | 02/14/2007 | 11/10/2023 |
| 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 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.80 | -29.68 | -9.57 | -8.76 | 1.84 | -1.33 | NA | … | … | -32.04 | -15.58 | 0.00 | -16.33 | 45.00 | -30.96 | 41.73 | -16.67 | 17.30 | 41.63 | 11.56 | 5.88 | -10.71 | -0.83 | -36.00 | -7.41 | -19.00 |
| Sharpe Ratio | NA | -0.71 | -0.35 | -0.32 | 0.03 | NA | NA | … | … | -0.83 | -0.69 | 0.00 | -0.48 | 2.46 | -1.37 | 2.33 | -0.85 | 0.61 | 1.15 | 0.36 | 0.11 | -0.16 | -0.02 | -0.53 | -0.11 | -0.57 |
| Standard Deviation(%) | NA | 47.78 | 32.36 | 31.53 | 28.34 | NA | NA | … | … | 48.95 | 24.82 | 29.70 | 34.51 | 17.74 | 23.49 | 17.69 | 19.77 | 28.44 | 36.31 | 31.67 | 51.66 | 66.92 | 55.61 | 67.62 | 75.92 | 42.87 |
| Draw Down(%) | NA | 37.71 | 50.59 | 50.59 | 50.59 | NA | NA | … | … | 37.71 | 28.71 | 16.67 | 38.64 | 6.10 | 34.16 | 4.63 | 31.76 | 23.08 | 16.98 | 19.84 | 31.29 | 39.26 | 31.67 | 45.76 | 42.38 | 32.50 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/10/2023, Common starting date is 02/14/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FHLB (Friendly Hills Bank) |
-25.05%
Jun 2007 – Jun 2010 |
-14.67%
Aug 2007 – Aug 2012 |
-1.19%
May 2007 – May 2017 |
-1.59%
Sep 2008 – Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FHLB (Friendly Hills Bank) |
23.96%
Nov 2012 – Nov 2015 |
21.31%
Dec 2012 – Dec 2017 |
11.31%
May 2011 – May 2021 |
1.16%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison Chart