Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFG-PB (OFG Bancorp) | NA | 16.55% | 10.43% | 14.18% | 8.58% | 7.10% | NA | … | … |
Data as of 04/30/2021, Common starting date is 11/18/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFG-PB (OFG Bancorp) | 11/18/2003 | 04/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 16.55 | 10.43 | 14.18 | 8.58 | 7.10 | NA | … | … | 0.82 | -3.18 | 8.65 | 10.11 | -12.22 | 34.82 | -25.68 | 14.52 | -10.69 | 13.05 | -3.60 | 25.07 | 17.20 | -38.72 | 0.20 | 0.81 | -4.62 | 0.39 | 3.60 |
| Sharpe Ratio | NA | 1.50 | 0.46 | 0.72 | 0.42 | NA | NA | … | … | 0.28 | -0.10 | 0.84 | 0.90 | -0.93 | 1.41 | -0.80 | 0.76 | -0.92 | 1.05 | -0.22 | 0.80 | 0.26 | -0.54 | -0.29 | -0.25 | -0.62 | -0.06 | 4.61 |
| Standard Deviation(%) | NA | 11.00 | 20.62 | 18.55 | 20.09 | NA | NA | … | … | 9.16 | 33.34 | 8.66 | 9.75 | 13.87 | 24.41 | 32.09 | 19.17 | 11.63 | 12.43 | 16.47 | 31.22 | 67.05 | 72.89 | 9.74 | 10.01 | 10.94 | 9.11 | 7.68 |
| Draw Down(%) | NA | 4.30 | 33.94 | 33.94 | 36.39 | NA | NA | … | … | 4.30 | 34.73 | 3.25 | 7.72 | 12.53 | 22.21 | 36.00 | 10.96 | 17.45 | 4.43 | 9.77 | 12.03 | 30.16 | 43.15 | 9.71 | 10.68 | 8.85 | 7.10 | 1.15 |
| Yield(%) | 0.00 | 7.76 | 7.76 | 9.54 | 7.42 | 6.28 | 5.55 | … | … | 2.35 | 6.89 | 7.59 | 8.19 | 7.66 | 10.23 | 7.69 | 8.22 | 7.36 | 7.05 | 5.27 | 5.03 | 6.77 | 3.59 | 6.60 | 7.26 | 6.92 | 6.95 | 0.60 |
Data as of 04/30/2021, Common starting date is 11/18/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFG-PB (OFG Bancorp) |
-16.63%
Mar 2006 – Mar 2009 |
-8.49%
Mar 2004 – Mar 2009 |
2.14%
Jun 2005 – Jun 2015 |
6.24%
Apr 2005 – Apr 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFG-PB (OFG Bancorp) |
28.13%
Mar 2009 – Mar 2012 |
20.39%
Mar 2009 – Mar 2014 |
15.05%
Mar 2009 – Mar 2019 |
7.24%
Aug 2004 – Aug 2019 |
Annualized Rolling Returns Comparison Chart