Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HSBI (Heritage Southeast Bancorporation Inc) | NA | 17.40% | 14.58% | 6.99% | 28.56% | -7.65% | -7.91% | … | … |
Data as of 01/13/2023, Common starting date is 07/13/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSBI (Heritage Southeast Bancorporation Inc) | 07/13/1995 | 01/13/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 17.40 | 14.58 | 6.99 | 28.56 | -7.65 | -7.91 | … | … | 0.00 | 17.71 | 94.80 | -34.71 | -6.36 | 7.32 | 28.93 | 112.00 | -16.67 | -10.00 | 733.33 | -25.00 | -46.67 | -34.78 | -32.35 | -93.52 | -48.53 | 72.39 | -11.25 | 33.33 | 32.28 | 17.04 | 102.79 | -25.86 | 9.06 | -27.33 | 50.08 | 15.69 | 13.33 |
| Sharpe Ratio | NA | 0.44 | 0.30 | 0.15 | 0.31 | NA | NA | … | … | 0.00 | 0.46 | 1.76 | -0.72 | -0.24 | 0.21 | 0.40 | 1.73 | -0.15 | -0.08 | 3.10 | -0.13 | -0.23 | -0.12 | -0.10 | -0.59 | -0.90 | 2.13 | -0.41 | 1.02 | 1.14 | 0.52 | 3.29 | -0.58 | 0.15 | -0.75 | 1.89 | 0.47 | 0.78 |
| Standard Deviation(%) | NA | 36.04 | 46.57 | 40.99 | 100.05 | NA | NA | … | … | NA | 36.04 | 53.84 | 48.06 | 32.64 | 29.19 | 71.83 | 64.21 | 113.70 | 132.35 | 236.36 | 199.45 | 207.20 | 294.58 | 328.27 | 160.76 | 57.69 | 32.62 | 32.56 | 31.71 | 27.81 | 30.84 | 31.23 | 51.83 | 38.87 | 40.68 | 24.46 | 25.84 | 34.47 |
| Draw Down(%) | NA | 22.05 | 48.18 | 58.85 | 80.00 | NA | NA | … | … | 0.00 | 22.05 | 5.03 | 48.80 | 21.63 | 15.38 | 43.05 | 23.91 | 42.22 | 70.37 | 65.00 | 85.71 | 81.25 | 70.30 | 77.27 | 94.22 | 50.97 | 13.19 | 17.32 | 26.78 | 20.56 | 17.82 | 8.37 | 44.26 | 25.36 | 43.23 | 6.55 | 11.27 | 6.52 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.72 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.44 | 2.14 | 1.99 | 1.03 | 1.33 | 1.34 | 0.71 | 0.74 | 1.65 | 2.43 | 2.76 | 3.36 | 0.80 | 1.33 |
Data as of 01/13/2023, Common starting date is 07/13/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSBI (Heritage Southeast Bancorporation Inc) |
-75.85%
Jun 2007 – Jun 2010 |
-61.80%
Dec 2006 – Dec 2011 |
-38.55%
Dec 2002 – Dec 2012 |
-25.20%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSBI (Heritage Southeast Bancorporation Inc) |
84.20%
Dec 2012 – Dec 2015 |
76.41%
Dec 2012 – Dec 2017 |
38.35%
Dec 2012 – Dec 2022 |
-7.72%
Nov 2007 – Nov 2022 |
Annualized Rolling Returns Comparison Chart