Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FPBF (FPB Financial Corp) | NA | 39.75% | 20.93% | 23.53% | 18.94% | 14.50% | NA | … | … |
Data as of 06/28/2019, Common starting date is 09/02/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FPBF (FPB Financial Corp) | 09/02/1999 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 39.75 | 20.93 | 23.53 | 18.94 | 14.50 | NA | … | … | 9.31 | 44.51 | 4.72 | 47.63 | 11.23 | -0.10 | 42.23 | 8.76 | 7.29 | 29.71 | 13.35 | -37.71 | 4.73 | 48.10 | -9.61 | 27.24 | 32.55 | 27.57 | 25.17 | 10.98 | -7.86 |
| Sharpe Ratio | NA | 0.93 | 0.68 | 0.72 | 0.68 | NA | NA | … | … | 1.24 | 1.26 | 0.13 | 0.97 | 0.94 | -0.01 | 1.59 | 0.75 | 0.23 | 1.85 | 0.38 | -1.24 | 0.11 | 1.50 | -0.76 | 1.17 | 0.97 | 1.68 | 2.12 | 0.17 | -0.88 |
| Standard Deviation(%) | NA | 40.91 | 29.46 | 32.03 | 27.46 | NA | NA | … | … | 14.65 | 34.38 | 32.50 | 48.77 | 11.92 | 9.29 | 26.46 | 11.67 | 31.61 | 15.99 | 35.05 | 31.17 | 16.21 | 29.91 | 15.49 | 22.39 | 32.71 | 15.72 | 10.95 | 40.48 | 28.85 |
| Draw Down(%) | NA | 14.17 | 21.77 | 30.28 | 30.28 | NA | NA | … | … | 1.89 | 14.17 | 21.77 | 30.28 | 6.42 | 9.52 | 8.00 | 5.45 | 22.44 | 5.83 | 16.28 | 41.85 | 14.62 | 3.36 | 13.93 | 6.43 | 18.89 | 4.35 | 3.85 | 23.15 | 14.89 |
| Yield(%) | 0.00 | 0.00 | 0.91 | 1.28 | 1.73 | 2.41 | 4.13 | … | … | 0.00 | 0.77 | 1.18 | 1.26 | 1.75 | 1.72 | 1.83 | 2.64 | 2.57 | 2.26 | 2.69 | 2.11 | 2.00 | 2.42 | 1.96 | 2.44 | 3.71 | 2.50 | 1.87 | 0.00 | 0.00 |
Data as of 06/28/2019, Common starting date is 09/02/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPBF (FPB Financial Corp) |
-11.38%
Feb 2007 – Feb 2010 |
-2.30%
Apr 2007 – Apr 2012 |
7.69%
Nov 2004 – Nov 2014 |
12.07%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPBF (FPB Financial Corp) |
37.92%
Nov 2015 – Nov 2018 |
26.84%
May 2001 – May 2006 |
19.74%
Dec 2008 – Dec 2018 |
15.42%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison Chart