Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FNB-PE (F.N.B. Corporation) | NA | 4.59% | 3.95% | 4.34% | 6.03% | NA | NA | 6.75% |
Data as of 02/14/2024, AR inception is 11/12/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNB-PE (F.N.B. Corporation) | 11/12/2013 | 02/14/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 4.59 | 3.95 | 4.34 | 6.03 | NA | NA | 6.75 | 2.72 | 4.57 | 0.05 | 2.56 | 1.08 | 23.04 | -5.54 | 9.88 | 2.59 | 13.61 | 13.42 | 2.21 |
| Sharpe Ratio | NA | 0.01 | 0.07 | 0.10 | 0.23 | NA | NA | 0.25 | 4.04 | 0.02 | -0.09 | 0.13 | 0.02 | 1.54 | -0.47 | 0.63 | 0.12 | 1.04 | 1.34 | 2.42 |
| Standard Deviation(%) | NA | 18.56 | 18.27 | 27.73 | 22.35 | NA | NA | 22.12 | 5.13 | 19.71 | 15.64 | 19.83 | 51.56 | 14.03 | 14.59 | 14.72 | 20.68 | 13.10 | 9.99 | 7.50 |
| Draw Down(%) | NA | 15.70 | 23.15 | 45.29 | 45.29 | NA | NA | 45.29 | 0.64 | 20.61 | 7.12 | 12.90 | 45.29 | 6.50 | 13.18 | 8.74 | 16.69 | 7.59 | 5.44 | 1.61 |
| Yield(%) | 0.00 | 7.04 | 6.61 | 6.40 | 6.79 | 4.89 | 3.67 | 7.33 | 1.82 | 7.05 | 6.60 | 6.40 | 6.00 | 6.87 | 6.16 | 6.27 | 6.13 | 6.54 | 7.17 | 0.00 |
Data as of 02/14/2024, AR inception is 11/12/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNB-PE (F.N.B. Corporation) |
-0.24%
Nov 2020 - Nov 2023 |
2.70%
Mar 2015 - Mar 2020 |
6.13%
Jan 2014 - Jan 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNB-PE (F.N.B. Corporation) |
11.25%
Jan 2014 - Jan 2017 |
8.48%
Jan 2015 - Jan 2020 |
6.23%
Dec 2013 - Dec 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart