Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISBC (Investors Bancorp Inc) | NA | 1.64% | 9.11% | 3.55% | 11.95% | 8.36% | NA | … | … |
Data as of 04/07/2022, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISBC (Investors Bancorp Inc) | 10/12/2005 | 04/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.10 | 1.64 | 9.11 | 3.55 | 11.95 | 8.36 | NA | … | … | -6.75 | 50.57 | -6.78 | 14.62 | -25.07 | -0.50 | 12.14 | 10.77 | 11.90 | 43.87 | 31.90 | 2.74 | 19.93 | -18.54 | -5.02 | -10.11 | 42.61 | 10.08 |
| Sharpe Ratio | NA | 0.05 | 0.21 | 0.08 | 0.41 | NA | NA | … | … | -0.63 | 1.61 | -0.11 | -0.42 | -2.07 | -1.06 | -1.05 | -0.46 | -0.49 | 1.39 | 0.73 | -0.48 | 0.05 | -0.80 | -0.56 | -1.31 | 1.38 | 2.74 |
| Standard Deviation(%) | NA | 32.43 | 42.48 | 35.51 | 28.11 | NA | NA | … | … | 37.08 | 31.37 | 61.51 | 20.60 | 22.55 | 18.66 | 20.79 | 16.93 | 13.39 | 18.18 | 18.37 | 32.93 | 26.92 | 46.36 | 43.57 | 24.56 | 14.81 | 11.17 |
| Draw Down(%) | NA | 20.38 | 43.44 | 48.36 | 49.00 | NA | NA | … | … | 20.38 | 16.65 | 43.36 | 18.80 | 30.77 | 14.72 | 13.91 | 10.46 | 11.96 | 9.16 | 15.58 | 19.64 | 26.30 | 48.92 | 23.28 | 27.01 | 6.72 | 3.39 |
| Yield(%) | 0.00 | 4.02 | 4.13 | 3.18 | 5.14 | 3.70 | 3.85 | … | … | 1.02 | 5.30 | 4.03 | 4.17 | 2.75 | 2.35 | 2.15 | 1.81 | 1.20 | 1.09 | 0.36 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/07/2022, Common starting date is 10/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISBC (Investors Bancorp Inc) |
-16.84%
Feb 2006 – Feb 2009 |
-7.24%
Sep 2015 – Sep 2020 |
6.15%
Mar 2010 – Mar 2020 |
7.12%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISBC (Investors Bancorp Inc) |
29.56%
Dec 2011 – Dec 2014 |
30.31%
Feb 2009 – Feb 2014 |
17.62%
Feb 2009 – Feb 2019 |
9.12%
Feb 2007 – Feb 2022 |
Annualized Rolling Returns Comparison Chart