Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNBN (FNB United Corp) | NA | -34.70% | -52.14% | -59.20% | -42.07% | -30.03% | NA | … | … |
Data as of 06/28/2013, Common starting date is 11/18/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNBN (FNB United Corp) | 11/18/1996 | 06/28/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.62 | -34.70 | -52.14 | -59.20 | -42.07 | -30.03 | NA | … | … | -30.09 | -9.37 | -61.21 | -74.62 | -57.35 | -72.41 | -30.96 | 0.57 | 2.49 | -6.77 | 11.93 | 32.09 | 30.61 | -21.15 | -41.98 | 45.07 | 34.81 | 5.60 |
| Sharpe Ratio | NA | -0.92 | -0.43 | -0.37 | NA | NA | NA | … | … | -1.26 | -0.13 | -0.44 | -0.64 | -0.52 | -0.96 | -1.39 | -0.13 | 0.01 | -0.29 | 0.29 | 1.27 | 0.84 | -0.43 | -0.81 | 0.82 | -0.54 | 0.82 |
| Standard Deviation(%) | NA | 37.67 | 120.09 | 162.13 | NA | NA | NA | … | … | 41.04 | 74.80 | 139.58 | 117.02 | 111.01 | 76.14 | 24.61 | 21.35 | 26.39 | 26.71 | 39.06 | 24.37 | 34.41 | 59.15 | 55.83 | 50.81 | 37.86 | 69.50 |
| Draw Down(%) | NA | 53.81 | 93.11 | 99.26 | 99.74 | NA | NA | … | … | 48.94 | 63.61 | 84.47 | 87.04 | 71.74 | 74.98 | 32.49 | 15.80 | 18.14 | 25.57 | 30.87 | 14.53 | 17.89 | 43.56 | 53.06 | 29.15 | 13.64 | 10.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.65 | 1.39 | 1.56 | 1.21 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 1.43 | 3.61 | 3.30 | 4.05 | 3.25 | 2.76 | 3.05 | 3.84 | 4.44 | 3.39 | 2.21 | 1.28 | 1.20 | 0.32 |
Data as of 06/28/2013, Common starting date is 11/18/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNBN (FNB United Corp) |
-70.21%
Nov 2007 – Nov 2010 |
-62.51%
Apr 2008 – Apr 2013 |
-43.18%
Apr 2003 – Apr 2013 |
-30.38%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNBN (FNB United Corp) |
46.20%
Jul 2000 – Jul 2003 |
19.83%
Aug 2000 – Aug 2005 |
5.20%
Dec 1996 – Dec 2006 |
-22.99%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart