Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSBK (First South Bancorp Inc) | NA | 92.18% | 32.08% | 28.94% | -0.86% | 3.35% | 8.20% | … | … |
Data as of 10/31/2017, Common starting date is 04/08/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSBK (First South Bancorp Inc) | 04/08/1997 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.92 | 92.18 | 32.08 | 28.94 | -0.86 | 3.35 | 8.20 | … | … | 55.67 | 41.09 | 8.73 | 3.34 | 63.18 | 49.37 | -50.54 | -33.15 | -12.28 | -40.84 | -28.65 | 38.52 | 41.37 | 7.37 | 4.94 | 62.88 | 48.01 | 27.90 | 4.73 | -5.68 | 44.16 |
| Sharpe Ratio | NA | 2.78 | 0.34 | 0.30 | -0.43 | NA | NA | … | … | 1.99 | 0.29 | -0.41 | -0.65 | 1.75 | 0.70 | -1.63 | -1.04 | -0.38 | -0.70 | -1.23 | 0.44 | 0.63 | -0.52 | -0.48 | 1.62 | 0.82 | 0.18 | 0.08 | -0.31 | 2.43 |
| Standard Deviation(%) | NA | 26.29 | 24.48 | 24.84 | 48.93 | NA | NA | … | … | 26.62 | 23.57 | 23.61 | 23.20 | 25.45 | 44.70 | 42.41 | 49.89 | 82.23 | 86.43 | 41.37 | 37.36 | 32.06 | 23.67 | 29.89 | 26.68 | 33.54 | 26.08 | 19.96 | 29.48 | 24.96 |
| Draw Down(%) | NA | 7.51 | 15.18 | 18.61 | 85.49 | NA | NA | … | … | 7.51 | 7.43 | 11.52 | 14.98 | 10.43 | 24.02 | 52.44 | 58.57 | 54.76 | 55.70 | 28.65 | 16.32 | 16.83 | 18.91 | 18.11 | 11.98 | 15.17 | 12.12 | 6.48 | 29.85 | 14.13 |
| Yield(%) | 0.00 | 1.08 | 1.27 | 1.44 | 1.07 | 1.21 | 1.50 | … | … | 0.88 | 1.01 | 1.25 | 1.30 | 0.00 | 0.00 | 0.00 | 6.51 | 6.18 | 3.54 | 2.33 | 2.26 | 3.04 | 1.40 | 2.20 | 2.04 | 3.69 | 2.07 | 1.89 | 1.15 | 0.99 |
Data as of 10/31/2017, Common starting date is 04/08/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSBK (First South Bancorp Inc) |
-38.35%
Apr 2008 – Apr 2011 |
-34.30%
Dec 2006 – Dec 2011 |
-10.22%
Jun 2002 – Jun 2012 |
0.75%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSBK (First South Bancorp Inc) |
49.49%
Jul 1999 – Jul 2002 |
36.83%
Jun 2001 – Jun 2006 |
21.72%
May 1997 – May 2007 |
6.02%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart