Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PFBI (Premier Financial Bancorp Inc) | NA | 72.26% | 4.67% | 17.49% | 23.27% | 9.13% | 9.75% | … | … |
Data as of 09/17/2021, Common starting date is 05/17/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFBI (Premier Financial Bancorp Inc) | 05/17/1996 | 09/17/2021 |
| 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 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.06 | 72.26 | 4.67 | 17.49 | 23.27 | 9.13 | 9.75 | … | … | 46.16 | -23.05 | 21.66 | -7.18 | -0.10 | 22.26 | 5.52 | 10.94 | 30.66 | 146.14 | -31.25 | -4.48 | -4.69 | -44.99 | -9.17 | -11.95 | 29.39 | 45.47 | 10.26 | -7.23 | 61.95 | -43.06 | -45.45 | -30.70 | 78.57 | 0.90 |
| Sharpe Ratio | NA | 1.86 | 0.08 | 0.39 | 0.63 | NA | NA | … | … | 2.24 | -0.31 | -0.06 | -1.00 | -0.74 | -0.46 | -0.62 | -0.37 | 0.49 | 3.58 | -1.19 | -0.52 | -0.27 | -1.22 | -1.14 | -1.30 | 0.22 | 0.79 | -0.36 | -0.66 | 1.12 | -2.31 | -0.44 | 0.07 | 0.87 | 0.21 |
| Standard Deviation(%) | NA | 39.00 | 49.33 | 43.04 | 36.11 | NA | NA | … | … | 31.56 | 75.28 | 26.01 | 28.78 | 26.25 | 25.80 | 20.98 | 20.58 | 24.92 | 36.13 | 41.89 | 44.75 | 87.79 | 52.55 | 27.51 | 26.47 | 38.78 | 32.59 | 24.96 | 41.02 | 37.10 | 48.27 | 46.44 | 38.49 | 36.23 | 38.89 |
| Draw Down(%) | NA | 15.69 | 57.86 | 57.86 | 57.86 | NA | NA | … | … | 15.69 | 53.96 | 15.14 | 28.18 | 19.80 | 12.10 | 11.79 | 13.27 | 13.20 | 15.15 | 46.87 | 40.69 | 48.05 | 48.29 | 25.08 | 17.58 | 20.00 | 14.22 | 22.11 | 41.15 | 13.37 | 51.25 | 48.57 | 32.72 | 8.80 | 14.04 |
| Yield(%) | 0.00 | 14.07 | 5.03 | 5.49 | 12.36 | 3.85 | 5.02 | … | … | 10.77 | 3.32 | 3.91 | 3.53 | 2.99 | 3.66 | 3.59 | 4.19 | 4.03 | 4.75 | 0.00 | 3.35 | 5.71 | 3.47 | 2.90 | 0.66 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.66 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/17/2021, Common starting date is 05/17/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFBI (Premier Financial Bancorp Inc) |
-39.70%
Dec 1997 – Dec 2000 |
-21.97%
Oct 1997 – Oct 2002 |
-8.80%
Apr 1999 – Apr 2009 |
-5.90%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFBI (Premier Financial Bancorp Inc) |
58.28%
Dec 2011 – Dec 2014 |
43.33%
Dec 2011 – Dec 2016 |
22.88%
Apr 2009 – Apr 2019 |
12.73%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison Chart