Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LTXB (LegacyTexas Financial Group Inc) | NA | 12.44% | 9.36% | 11.36% | 18.60% | NA | NA | 12.91% |
Data as of 10/31/2019, AR inception is 10/04/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LTXB (LegacyTexas Financial Group Inc) | 10/04/2006 | 10/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.38 | 12.44 | 9.36 | 11.36 | 18.60 | NA | NA | 12.91 | 35.01 | -23.13 | -0.44 | 76.04 | 7.06 | -11.47 | 33.12 | 64.49 | 13.03 | 61.35 | -8.72 | -1.15 | -1.27 | 10.00 |
| Sharpe Ratio | NA | 0.38 | 0.29 | 0.34 | 0.62 | NA | NA | 0.40 | 1.57 | -0.87 | -0.04 | 2.09 | 0.21 | -0.44 | 1.66 | 3.22 | 0.39 | 1.44 | -0.20 | -0.05 | -0.17 | 2.52 |
| Standard Deviation(%) | NA | 28.46 | 28.31 | 31.27 | 28.54 | NA | NA | 30.62 | 26.59 | 28.22 | 29.16 | 36.05 | 34.11 | 25.98 | 19.98 | 20.23 | 33.10 | 42.64 | 44.76 | 39.12 | 25.27 | 18.20 |
| Draw Down(%) | NA | 25.38 | 34.62 | 46.40 | 46.40 | NA | NA | 46.40 | 20.58 | 35.00 | 20.47 | 31.52 | 23.77 | 26.29 | 17.38 | 11.31 | 22.49 | 24.61 | 33.77 | 17.52 | 21.52 | 4.12 |
| Yield(%) | 0.00 | 1.95 | 2.01 | 2.33 | 5.12 | 3.18 | 2.38 | 3.67 | 2.27 | 1.68 | 1.41 | 2.39 | 2.15 | 1.80 | 1.51 | 3.03 | 1.69 | 1.47 | 1.47 | 1.80 | 1.18 | 0.00 |
Data as of 10/31/2019, AR inception is 10/04/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTXB (LegacyTexas Financial Group Inc) |
-9.75%
Sep 2007 - Sep 2010 |
2.68%
Nov 2006 - Nov 2011 |
12.34%
May 2007 - May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTXB (LegacyTexas Financial Group Inc) |
36.62%
Nov 2010 - Nov 2013 |
29.58%
Dec 2011 - Dec 2016 |
18.46%
Jul 2009 - Jul 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart