Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GLBZ (Glen Burnie Bancorp) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
Data as of 09/06/2024, AR inception is 11/10/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLBZ (Glen Burnie Bancorp) | 11/10/1999 | 09/06/2024 |
| 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -23.65 | -38.46 | 31.68 | -0.34 | 14.48 | -2.48 | -0.28 | -0.12 | 2.89 | 2.12 | 10.20 | 45.68 | -0.61 | -2.15 | -11.04 | -26.74 | -5.83 | 17.86 | -8.95 | -2.95 | 108.83 | 30.17 | 69.25 | -26.39 | -4.17 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | -0.59 | -0.85 | 0.82 | -0.01 | 0.40 | -0.12 | -0.04 | -0.01 | 0.06 | 0.06 | 0.36 | 1.23 | -0.02 | -0.04 | -0.18 | -0.34 | -0.30 | 0.61 | -0.47 | -0.17 | 3.83 | 1.01 | 1.79 | -0.34 | -0.66 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 47.35 | 47.27 | 38.80 | 67.42 | 32.99 | 31.27 | 25.96 | 27.70 | 47.93 | 35.07 | 28.55 | 37.38 | 42.21 | 60.88 | 63.46 | 80.53 | 29.25 | 23.85 | 23.64 | 23.12 | 28.24 | 28.81 | 38.23 | 89.81 | 45.02 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 43.53 | 42.36 | 14.68 | 35.26 | 15.09 | 23.59 | 15.52 | 17.48 | 25.11 | 16.25 | 16.92 | 14.68 | 21.75 | 31.99 | 27.65 | 47.50 | 15.33 | 6.60 | 22.76 | 20.09 | 6.77 | 26.47 | 23.07 | 40.37 | 12.50 |
| Yield(%) | 0.00 | 5.52 | 3.28 | 3.78 | 3.27 | 4.57 | 2.78 | 6.28 | 5.08 | 4.87 | 2.86 | 3.60 | 3.48 | 3.77 | 3.57 | 3.34 | 4.15 | 2.26 | 3.31 | 4.37 | 4.88 | 4.57 | 4.35 | 5.03 | 3.47 | 3.17 | 3.09 | 2.13 | 2.04 | 3.00 | 3.52 | 5.05 | 10.25 | 0.00 |
Data as of 09/06/2024, AR inception is 11/10/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLBZ (Glen Burnie Bancorp) |
-28.82%
Jun 2021 - Jun 2024 |
-14.81%
Jun 2019 - Jun 2024 |
-7.24%
Jun 2014 - Jun 2024 |
-0.82%
May 2009 - May 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLBZ (Glen Burnie Bancorp) |
66.32%
Dec 2000 - Dec 2003 |
36.62%
Jan 2000 - Jan 2005 |
12.91%
May 2000 - May 2010 |
11.99%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart