Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLVF (Malvern Bancorp Inc) | NA | 6.26% | 10.03% | -7.08% | 3.53% | 3.22% | NA | … | … |
Data as of 07/18/2023, Common starting date is 05/20/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLVF (Malvern Bancorp Inc) | 05/20/2008 | 07/18/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.60 | 6.26 | 10.03 | -7.08 | 3.53 | 3.22 | NA | … | … | -4.39 | 13.27 | 1.10 | -32.87 | 17.03 | -24.69 | 23.88 | 20.44 | 45.24 | 9.91 | -1.35 | 103.10 | -21.35 | -22.40 | 4.21 | -16.24 |
| Sharpe Ratio | NA | 0.11 | 0.37 | -0.25 | 0.10 | NA | NA | … | … | -0.50 | 0.54 | 0.05 | -0.58 | 0.75 | -0.98 | 1.04 | 0.82 | 1.48 | 0.41 | -0.06 | 1.10 | -0.18 | -0.20 | 0.05 | -0.38 |
| Standard Deviation(%) | NA | 24.93 | 24.80 | 32.73 | 26.82 | NA | NA | … | … | 25.02 | 22.23 | 22.72 | 56.98 | 20.69 | 26.64 | 22.55 | 24.60 | 30.56 | 23.95 | 24.27 | 94.47 | 117.86 | 113.23 | 80.10 | 67.68 |
| Draw Down(%) | NA | 20.22 | 26.47 | 59.96 | 63.39 | NA | NA | … | … | 20.22 | 16.18 | 21.26 | 55.66 | 9.83 | 29.78 | 10.25 | 14.01 | 9.20 | 11.61 | 14.99 | 18.09 | 42.45 | 47.39 | 26.52 | 23.14 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.23 | 0.16 | … | … | 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 | 1.25 | 1.41 | 0.78 |
Data as of 07/18/2023, Common starting date is 05/20/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVF (Malvern Bancorp Inc) |
-23.88%
Sep 2017 – Sep 2020 |
-11.90%
Nov 2017 – Nov 2022 |
2.14%
Apr 2010 – Apr 2020 |
2.37%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVF (Malvern Bancorp Inc) |
33.97%
Oct 2014 – Oct 2017 |
29.09%
Dec 2011 – Dec 2016 |
10.80%
Nov 2011 – Nov 2021 |
2.37%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison Chart