Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NEBS (New England Bancshares Inc) | NA | 34.16% | 43.38% | 4.17% | NA | NA | NA | -1.88% |
Data as of 11/16/2012, AR inception is 10/08/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEBS (New England Bancshares Inc) | 10/08/2003 | 11/16/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.33 | 34.16 | 43.38 | 4.17 | NA | NA | NA | -1.88 | 33.47 | 32.08 | 73.74 | -41.55 | -24.25 | -18.33 | 25.01 | -47.29 | 12.33 | 2.82 |
| Sharpe Ratio | NA | 1.03 | 1.42 | 0.11 | NA | NA | NA | -0.04 | 1.03 | 1.41 | 2.15 | -0.89 | -0.66 | -0.98 | 1.55 | -0.52 | 0.44 | 0.47 |
| Standard Deviation(%) | NA | 33.14 | 30.50 | 35.66 | NA | NA | NA | 69.36 | 37.78 | 22.73 | 34.19 | 46.93 | 37.75 | 21.83 | 14.05 | 95.13 | 25.66 | 26.21 |
| Draw Down(%) | NA | 10.45 | 18.75 | 62.47 | NA | NA | NA | 83.40 | 10.45 | 13.10 | 18.75 | 47.98 | 28.35 | 24.59 | 5.41 | 61.30 | 25.16 | 10.86 |
| Yield(%) | 0.00 | 1.16 | 2.22 | 0.96 | 0.55 | 0.37 | 0.28 | 0.61 | 0.87 | 1.50 | 1.98 | 1.25 | 1.33 | 0.91 | 1.13 | 0.99 | 0.00 | 0.00 |
Data as of 11/16/2012, AR inception is 10/08/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEBS (New England Bancshares Inc) |
-30.59%
Sep 2005 - Sep 2008 |
-24.94%
Dec 2004 - Dec 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEBS (New England Bancshares Inc) |
41.04%
Oct 2009 - Oct 2012 |
6.07%
Jul 2007 - Jul 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart