Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PBCT (People’s United Financial Inc) | NA | 11.81% | 9.99% | 6.09% | 8.71% | 9.14% | 15.59% | … | … |
Data as of 04/04/2022, Common starting date is 07/06/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PBCT (People’s United Financial Inc) | 07/06/1988 | 04/04/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 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 | 1992 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.36 | 11.81 | 9.99 | 6.09 | 8.71 | 9.14 | 15.59 | … | … | 9.93 | 44.09 | -18.91 | 22.13 | -19.77 | 0.31 | 25.29 | 11.09 | 5.06 | 31.12 | -0.84 | -3.77 | -12.42 | -2.80 | 3.68 | 80.88 | 47.72 | -17.74 | 179.08 | 36.53 | 25.62 | -13.03 | 30.09 | -23.53 | -27.30 | 31.60 | 51.97 | 60.00 | 31.94 | 60.00 | 230.00 | -34.78 | -62.90 | 1.64 | -11.59 |
| Sharpe Ratio | NA | 0.35 | 0.21 | 0.15 | 0.29 | NA | NA | … | … | 1.09 | 1.28 | -0.30 | 0.93 | -1.08 | -0.02 | 1.09 | 0.60 | 0.36 | 2.07 | -0.05 | -0.13 | -0.66 | -0.09 | 0.05 | 0.99 | 2.45 | -0.46 | 3.65 | 1.87 | 0.97 | -0.56 | 0.63 | -0.97 | -0.76 | 0.56 | 1.96 | 1.95 | 0.80 | 1.27 | 3.17 | -0.52 | -1.13 | -0.17 | -0.96 |
| Standard Deviation(%) | NA | 33.56 | 44.60 | 36.52 | 28.74 | NA | NA | … | … | 41.25 | 34.33 | 62.99 | 22.11 | 19.68 | 17.33 | 22.92 | 18.53 | 13.91 | 14.99 | 17.23 | 28.90 | 19.01 | 31.94 | 56.63 | 79.19 | 18.15 | 43.53 | 48.76 | 19.14 | 25.18 | 27.89 | 41.28 | 27.84 | 40.49 | 49.50 | 24.40 | 28.72 | 36.06 | 45.17 | 70.71 | 73.85 | 60.41 | 25.45 | 28.57 |
| Draw Down(%) | NA | 21.38 | 44.18 | 48.70 | 48.70 | NA | NA | … | … | 13.49 | 21.38 | 43.08 | 20.47 | 29.42 | 16.78 | 15.54 | 11.29 | 10.22 | 7.92 | 14.85 | 24.11 | 24.90 | 17.53 | 31.03 | 27.04 | 8.95 | 34.86 | 16.16 | 7.58 | 22.91 | 24.42 | 19.89 | 37.38 | 53.50 | 35.62 | 11.02 | 19.46 | 26.48 | 35.53 | 38.79 | 60.53 | 73.44 | 25.93 | 22.08 |
| Yield(%) | 0.00 | 3.98 | 4.26 | 3.93 | 5.18 | 3.13 | 11.21 | … | … | 0.98 | 5.59 | 4.28 | 4.83 | 3.71 | 3.57 | 4.30 | 4.42 | 4.38 | 5.22 | 4.93 | 4.46 | 3.69 | 3.42 | 3.36 | 2.43 | 3.10 | 3.35 | 5.20 | 5.93 | 6.78 | 5.39 | 5.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/04/2022, Common starting date is 07/06/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBCT (People's United Financial Inc) |
-37.35%
Dec 1988 – Dec 1991 |
-6.73%
May 2007 – May 2012 |
0.98%
Mar 2010 – Mar 2020 |
5.31%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBCT (People's United Financial Inc) |
90.99%
Dec 1991 – Dec 1994 |
76.11%
Dec 1991 – Dec 1996 |
30.22%
Dec 1991 – Dec 2001 |
34.10%
Dec 1991 – Dec 2006 |
Annualized Rolling Returns Comparison Chart