Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORIT (Oritani Financial Corp) | NA | 27.96% | 10.84% | 15.24% | 14.53% | NA | NA | … | … |
Data as of 11/29/2019, Common starting date is 01/24/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORIT (Oritani Financial Corp) | 01/24/2007 | 11/29/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.54 | 27.96 | 10.84 | 15.24 | 14.53 | NA | NA | … | … | 31.67 | -2.18 | -5.46 | 26.01 | 19.72 | 4.83 | -0.02 | 28.32 | 7.91 | 37.37 | -17.44 | 36.99 | -22.98 |
| Sharpe Ratio | NA | 1.37 | 0.54 | 0.77 | 0.70 | NA | NA | … | … | 1.77 | -0.19 | -0.40 | 1.32 | 0.98 | 0.30 | 0.00 | 1.62 | 0.28 | 1.36 | -0.41 | 0.85 | -0.82 |
| Standard Deviation(%) | NA | 19.31 | 17.87 | 18.52 | 20.86 | NA | NA | … | … | 18.97 | 18.27 | 15.43 | 19.42 | 20.09 | 15.94 | 22.05 | 17.58 | 27.90 | 27.40 | 43.11 | 42.01 | 33.51 |
| Draw Down(%) | NA | 9.56 | 17.77 | 17.77 | 18.94 | NA | NA | … | … | 9.56 | 13.51 | 17.77 | 10.22 | 8.42 | 13.86 | 16.01 | 11.09 | 11.50 | 18.94 | 39.55 | 21.28 | 28.65 |
| Yield(%) | 0.00 | 5.87 | 7.12 | 8.84 | 7.01 | 3.85 | 2.89 | … | … | 4.97 | 7.09 | 6.38 | 8.08 | 8.68 | 6.71 | 5.95 | 7.56 | 3.39 | 2.31 | 1.05 | 0.00 | 0.00 |
Data as of 11/29/2019, Common starting date is 01/24/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORIT (Oritani Financial Corp) |
-1.25%
Aug 2007 – Aug 2010 |
6.64%
Feb 2007 – Feb 2012 |
8.02%
Oct 2008 – Oct 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORIT (Oritani Financial Corp) |
25.37%
Oct 2009 – Oct 2012 |
19.32%
Feb 2009 – Feb 2014 |
16.02%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart