Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PTVCA (Protective Insurance Corporation) | NA | 31.12% | 2.87% | 3.50% | 3.69% | 4.26% | 4.81% | … | … |
Data as of 06/04/2021, Common starting date is 03/17/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PTVCA (Protective Insurance Corporation) | 03/17/1980 | 06/04/2021 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.13 | 31.12 | 2.87 | 3.50 | 3.69 | 4.26 | 4.81 | … | … | 55.86 | -4.38 | -7.35 | -29.90 | -3.00 | 6.07 | -1.71 | -4.19 | 5.97 | 6.64 | -4.32 | -1.28 | 47.48 | -39.77 | 3.94 | -0.39 | -3.77 | 14.97 | 25.27 | 8.24 | 11.84 | -14.85 | 5.00 | -10.53 | 33.80 | 0.00 | 26.79 | -15.15 | 50.00 | 22.22 | 38.46 | -20.41 | 53.12 | 33.33 | -45.45 | -68.12 | 64.29 | 12.00 | -3.85 | 20.00 | 3.17 | 34.04 |
| Sharpe Ratio | NA | 0.62 | 0.05 | 0.08 | 0.10 | NA | NA | … | … | 3.09 | -0.09 | -0.89 | -1.56 | -0.97 | -1.30 | -0.69 | -1.09 | -0.36 | -0.35 | -0.59 | -0.57 | 0.75 | -1.14 | -0.60 | -0.80 | -0.80 | -0.12 | 0.19 | -0.40 | -0.25 | -2.83 | 1.03 | 0.36 | -0.31 | 0.06 | -1.06 | -0.26 | 1.99 | 0.73 | 1.21 | -0.90 | 2.73 | 0.72 | -0.61 | -0.36 | 1.79 | 1.04 | -0.33 | 1.81 | 0.26 | 2.09 |
| Standard Deviation(%) | NA | 50.12 | 43.65 | 36.90 | 34.43 | NA | NA | … | … | 60.67 | 48.97 | 34.45 | 33.03 | 22.93 | 21.44 | 29.42 | 20.79 | 35.10 | 34.48 | 38.52 | 35.09 | 38.43 | 52.08 | 30.36 | 28.65 | 31.03 | 39.92 | 31.03 | 28.60 | 38.14 | 29.55 | 29.15 | 62.79 | 41.41 | 34.35 | 33.19 | 52.09 | 25.03 | 30.07 | 31.59 | 22.72 | 19.47 | 46.06 | 74.17 | 189.55 | 35.96 | 11.44 | 11.78 | 10.98 | 11.95 | 21.41 |
| Draw Down(%) | NA | 23.58 | 51.65 | 51.65 | 51.65 | NA | NA | … | … | 8.31 | 33.33 | 35.82 | 36.39 | 14.36 | 8.78 | 13.77 | 11.27 | 15.61 | 15.18 | 19.21 | 25.68 | 13.89 | 42.42 | 14.08 | 15.06 | 15.38 | 17.57 | 16.40 | 22.56 | 23.69 | 31.65 | 23.11 | 34.18 | 17.83 | 17.07 | 13.70 | 31.71 | 12.83 | 12.90 | 14.29 | 22.00 | 5.43 | 17.50 | 55.56 | 82.14 | 17.81 | 3.95 | 15.25 | 2.82 | 9.35 | 12.77 |
| Yield(%) | 0.00 | 1.67 | 2.11 | 3.12 | 3.65 | 4.25 | 5.89 | … | … | 1.33 | 1.90 | 2.40 | 4.85 | 4.32 | 4.41 | 4.17 | 4.00 | 4.10 | 4.51 | 4.32 | 9.78 | 6.29 | 3.92 | 6.46 | 10.17 | 3.58 | 8.72 | 3.42 | 1.88 | 2.13 | 1.79 | 1.88 | 1.68 | 2.25 | 2.07 | 1.96 | 1.82 | 1.36 | 1.94 | 1.54 | 1.22 | 1.17 | 1.25 | 1.20 | 106.48 | 2.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2021, Common starting date is 03/17/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTVCA (Protective Insurance Corporation) |
-12.79%
Nov 2016 – Nov 2019 |
-6.14%
Mar 2015 – Mar 2020 |
-1.11%
Sep 2010 – Sep 2020 |
0.94%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTVCA (Protective Insurance Corporation) |
57.82%
Aug 1983 – Aug 1986 |
34.06%
Aug 1981 – Aug 1986 |
23.95%
Jun 1984 – Jun 1994 |
18.10%
Apr 1980 – Apr 1995 |
Annualized Rolling Returns Comparison Chart