Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PACW (PacWest Bancorp) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/08/2023, Common starting date is 06/05/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PACW (PacWest Bancorp) | 06/05/2000 | 12/08/2023 |
| 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 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | -47.61 | 82.06 | -29.99 | 22.58 | -30.79 | -3.46 | 34.45 | -0.98 | 10.93 | 76.02 | 35.28 | -10.33 | 6.32 | -23.43 | -31.42 | -19.13 | -1.78 | 30.01 | 20.73 | 12.05 | 66.01 | 39.27 | 6.44 |
| Sharpe Ratio | NA | -0.50 | -0.34 | -0.34 | -0.22 | NA | NA | … | … | -0.48 | -1.13 | 2.11 | -0.38 | 0.83 | -1.34 | -0.16 | 1.07 | -0.04 | 0.46 | 3.59 | 1.24 | -0.23 | 0.17 | -0.28 | -0.34 | -0.75 | -0.27 | 1.10 | 0.86 | 0.44 | 2.24 | 1.04 | 0.32 |
| Standard Deviation(%) | NA | 148.67 | 92.07 | 80.40 | 59.61 | NA | NA | … | … | 155.03 | 43.33 | 38.96 | 78.51 | 25.29 | 24.08 | 25.52 | 31.85 | 23.30 | 23.91 | 21.15 | 28.74 | 45.76 | 35.98 | 82.83 | 94.13 | 29.80 | 19.23 | 25.13 | 22.84 | 25.51 | 28.93 | 36.15 | 22.00 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 56.27 | 22.07 | 62.45 | 19.82 | 41.85 | 22.40 | 30.74 | 15.90 | 18.09 | 8.79 | 16.30 | 43.08 | 31.67 | 63.02 | 68.32 | 31.40 | 14.30 | 10.72 | 21.19 | 14.82 | 19.38 | 19.39 | 7.14 |
| Yield(%) | NA | 1.15 | 3.05 | 3.40 | 3.81 | 4.72 | 3.40 | … | … | 1.24 | 2.16 | 3.90 | 3.53 | 7.17 | 4.56 | 3.63 | 5.93 | 4.37 | 3.04 | 3.88 | 3.91 | 0.95 | 0.19 | 1.31 | 3.18 | 2.44 | 2.23 | 2.26 | 2.32 | 2.09 | 2.67 | 2.43 | 0.64 |
Data as of 12/08/2023, Common starting date is 06/05/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PACW (PacWest Bancorp) |
-37.18%
Jun 2006 – Jun 2009 |
-31.59%
May 2018 – May 2023 |
-12.08%
Nov 2013 – Nov 2023 |
-4.96%
Sep 2008 – Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PACW (PacWest Bancorp) |
48.19%
Sep 2011 – Sep 2014 |
32.39%
Dec 2000 – Dec 2005 |
17.54%
Sep 2011 – Sep 2021 |
10.70%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart