Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GRRB (Grandsouth Bancorp) | NA | 42.56% | 32.14% | 24.59% | 26.33% | 10.60% | NA | 14.10% |
Data as of 01/13/2023, AR inception is 10/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRRB (Grandsouth Bancorp) | 10/07/2003 | 01/13/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 42.56 | 32.14 | 24.59 | 26.33 | 10.60 | NA | 14.10 | 0.00 | 46.53 | 19.13 | -13.51 | 5.65 | 21.36 | 4.32 | -3.80 | 86.00 | 35.14 | 26.14 | 87.23 | 26.34 | -36.95 | -46.36 | -48.84 | -57.00 | 129.17 | 69.23 | 18.34 | 20.83 |
| Sharpe Ratio | NA | 1.49 | 0.94 | 0.79 | 0.93 | NA | NA | 0.15 | 0.00 | 1.57 | 0.50 | -0.34 | -0.84 | -0.01 | -0.89 | -1.47 | 1.90 | 0.68 | 0.70 | 0.99 | 0.09 | -0.20 | -0.36 | -0.95 | -1.47 | 1.32 | 1.07 | -0.03 | 1.64 |
| Standard Deviation(%) | NA | 28.45 | 34.12 | 30.33 | 27.43 | NA | NA | 88.82 | NA | 28.84 | 45.93 | 39.85 | 21.00 | 26.19 | 16.83 | 25.64 | 35.46 | 24.42 | 10.94 | 69.88 | 90.06 | 278.39 | 182.03 | 71.87 | 53.84 | 81.38 | 45.21 | 49.45 | 63.12 |
| Draw Down(%) | NA | 14.69 | 40.91 | 40.91 | 40.91 | NA | NA | 95.84 | 0.00 | 14.69 | 38.79 | 40.91 | 11.10 | 21.30 | 10.00 | 16.99 | 9.39 | 12.27 | 4.04 | 29.17 | 53.00 | 69.00 | 62.50 | 63.18 | 59.96 | 31.80 | 19.64 | 20.51 | 14.55 |
| Yield(%) | 0.00 | 2.57 | 2.67 | 2.19 | 5.96 | 1.81 | 3.58 | 3.77 | 0.00 | 2.57 | 2.63 | 1.78 | 0.51 | 0.00 | 2.24 | 2.87 | 3.47 | 2.25 | 1.70 | 4.26 | 0.00 | 0.00 | 1.09 | 0.74 | 0.32 | 0.70 | 1.10 | 1.28 | 0.33 |
Data as of 01/13/2023, AR inception is 10/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRRB (Grandsouth Bancorp) |
-53.14%
Jan 2007 - Jan 2010 |
-37.32%
Dec 2006 - Dec 2011 |
-4.71%
Dec 2006 - Dec 2016 |
2.02%
Dec 2006 - Dec 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRRB (Grandsouth Bancorp) |
72.87%
Dec 2003 - Dec 2006 |
52.05%
Dec 2010 - Dec 2015 |
30.16%
Dec 2011 - Dec 2021 |
11.91%
Nov 2007 - Nov 2022 |
Annualized Rolling Returns Comparison Chart