Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSL (MidSouth Bancorp Inc) | NA | -27.63% | 4.48% | -8.64% | -0.65% | -5.40% | 2.32% | … | … |
Data as of 09/20/2019, Common starting date is 04/26/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSL (MidSouth Bancorp Inc) | 04/26/1993 | 09/20/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.46 | -27.63 | 4.48 | -8.64 | -0.65 | -5.40 | 2.32 | … | … | 8.12 | -19.76 | -3.00 | 55.16 | -46.13 | -1.03 | 11.40 | 28.18 | -13.50 | 12.64 | 11.43 | -44.20 | -24.32 | 16.53 | 1.08 | -13.47 | 84.33 | 51.73 | 37.04 | -1.86 | -17.52 | -20.40 | 121.89 | -2.99 | 79.37 | 30.54 | -6.33 |
| Sharpe Ratio | NA | -0.87 | 0.10 | -0.28 | -0.03 | NA | NA | … | … | 0.32 | -0.66 | -0.10 | 1.41 | -1.71 | -0.04 | 0.37 | 0.63 | -0.26 | 0.41 | 0.19 | -0.90 | -0.99 | 0.43 | -0.04 | -0.51 | 3.40 | 1.47 | 1.54 | -0.32 | -0.93 | -1.27 | 5.66 | -0.54 | 2.32 | 1.36 | -1.18 |
| Standard Deviation(%) | NA | 33.72 | 32.95 | 32.85 | 35.91 | NA | NA | … | … | 30.83 | 31.76 | 36.21 | 38.78 | 27.06 | 24.64 | 31.00 | 45.21 | 51.63 | 30.71 | 59.55 | 49.95 | 27.74 | 31.15 | 25.38 | 28.09 | 24.63 | 34.40 | 22.92 | 18.50 | 22.41 | 18.66 | 20.79 | 11.95 | 32.55 | 20.27 | 9.39 |
| Draw Down(%) | NA | 37.58 | 37.58 | 63.97 | 65.43 | NA | NA | … | … | 22.34 | 37.32 | 29.95 | 27.63 | 47.55 | 18.87 | 16.45 | 18.94 | 34.53 | 27.39 | 37.02 | 48.41 | 31.65 | 21.27 | 22.88 | 26.53 | 11.24 | 27.47 | 15.97 | 16.37 | 21.41 | 28.02 | 4.88 | 11.68 | 21.91 | 10.11 | 9.76 |
| Yield(%) | 0.00 | 0.19 | 1.16 | 1.11 | 1.76 | 0.81 | 2.63 | … | … | 0.19 | 0.30 | 1.39 | 3.87 | 2.08 | 1.98 | 1.82 | 2.14 | 1.82 | 2.00 | 2.21 | 1.36 | 1.00 | 1.00 | 1.09 | 0.94 | 1.86 | 2.20 | 2.35 | 2.16 | 1.80 | 1.02 | 2.11 | 1.56 | 1.04 | 0.00 | 0.00 |
Data as of 09/20/2019, Common starting date is 04/26/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSL (MidSouth Bancorp Inc) |
-31.33%
Feb 2006 – Feb 2009 |
-24.02%
Feb 2004 – Feb 2009 |
-11.27%
Feb 2006 – Feb 2016 |
-6.08%
Aug 2004 – Aug 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSL (MidSouth Bancorp Inc) |
61.22%
Mar 1995 – Mar 1998 |
38.21%
Jul 1993 – Jul 1998 |
29.84%
Feb 1994 – Feb 2004 |
14.32%
May 1993 – May 2008 |
Annualized Rolling Returns Comparison Chart