Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNCB (FNCB Bancorp Inc) | NA | 18.78% | 1.93% | 1.49% | 3.94% | 0.16% | -2.46% | … | … |
Data as of 06/28/2024, Common starting date is 10/26/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNCB (FNCB Bancorp Inc) | 10/26/1999 | 06/28/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 13.07 | 18.78 | 1.93 | 1.49 | 3.94 | 0.16 | -2.46 | … | … | 2.63 | -12.33 | -7.64 | 49.26 | -21.51 | 2.78 | 17.88 | 22.82 | 17.05 | -12.50 | -31.03 | 187.13 | 21.20 | -16.94 | -49.92 | -43.42 | -40.87 | -32.94 | 10.03 | 8.57 | 78.82 | 55.45 | 18.74 | 13.21 | -19.59 | -3.90 |
| Sharpe Ratio | NA | 0.39 | -0.02 | 0.00 | 0.06 | NA | NA | … | … | 0.04 | -0.46 | -0.30 | 1.49 | -0.22 | 0.04 | 0.37 | 0.59 | 0.33 | -0.37 | -0.54 | 2.42 | 0.22 | -0.18 | -0.68 | -0.45 | -0.55 | -0.93 | 0.26 | 0.15 | 1.95 | 1.48 | 0.63 | 0.32 | -0.44 | -0.88 |
| Standard Deviation(%) | NA | 38.36 | 32.51 | 53.29 | 48.41 | NA | NA | … | … | 39.56 | 36.19 | 30.10 | 32.94 | 97.11 | 39.08 | 44.71 | 37.82 | 51.45 | 34.10 | 57.04 | 77.37 | 95.01 | 92.15 | 73.82 | 97.66 | 76.13 | 38.57 | 26.53 | 43.26 | 39.86 | 37.05 | 28.18 | 34.65 | 53.96 | 26.15 |
| Draw Down(%) | NA | 23.65 | 42.94 | 42.94 | 52.68 | NA | NA | … | … | 23.43 | 32.59 | 27.15 | 21.07 | 38.25 | 31.86 | 27.12 | 14.67 | 27.79 | 23.36 | 42.97 | 24.05 | 37.65 | 48.95 | 50.08 | 61.94 | 47.90 | 38.06 | 8.46 | 25.99 | 10.54 | 19.44 | 11.43 | 14.40 | 26.01 | 8.07 |
| Yield(%) | 0.00 | 5.95 | 4.60 | 3.77 | 3.22 | 1.52 | 1.59 | … | … | 2.65 | 4.42 | 3.65 | 4.20 | 2.60 | 2.35 | 2.33 | 2.10 | 1.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.70 | 2.42 | 1.78 | 1.93 | 1.64 | 2.53 | 3.31 | 3.55 | 3.22 | 0.00 | 0.00 |
Data as of 06/28/2024, Common starting date is 10/26/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNCB (FNCB Bancorp Inc) |
-47.58%
Nov 2007 – Nov 2010 |
-38.85%
Jan 2007 – Jan 2012 |
-15.56%
Mar 2005 – Mar 2015 |
-9.18%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNCB (FNCB Bancorp Inc) |
62.49%
Mar 2002 – Mar 2005 |
33.53%
Jul 2000 – Jul 2005 |
16.40%
Jan 2012 – Jan 2022 |
1.09%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison Chart