Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PTVCB (Protective Insurance Corporation) | NA | 62.44% | 2.74% | 2.80% | 4.04% | 4.21% | 4.03% | … | … |
Data as of 06/04/2021, Common starting date is 05/14/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PTVCB (Protective Insurance Corporation) | 05/14/1986 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 62.44 | 2.74 | 2.80 | 4.04 | 4.21 | 4.03 | … | … | 71.43 | -13.00 | -3.36 | -30.48 | -4.96 | 4.87 | -6.79 | -5.64 | 14.50 | 9.45 | -7.35 | -4.43 | 35.35 | -33.76 | 7.52 | 5.10 | -8.94 | -4.53 | 48.88 | -7.97 | 10.11 | 5.08 | -10.61 | 2.59 | 31.29 | 13.08 | 10.17 | -9.23 | 33.56 | 41.75 | 37.33 | -14.29 | 47.06 | 21.43 | -43.02 | 7.50 |
| Sharpe Ratio | NA | 1.12 | 0.04 | 0.06 | 0.11 | NA | NA | … | … | 3.90 | -0.21 | -0.17 | -1.39 | -0.33 | 0.25 | -0.41 | -0.27 | 0.50 | 0.35 | -0.22 | -0.13 | 0.72 | -0.59 | 0.17 | 0.07 | -0.44 | -0.16 | 1.04 | -0.19 | 0.11 | 0.02 | -0.36 | -0.01 | -0.65 | 0.30 | 0.22 | -0.32 | 0.79 | 1.35 | 1.16 | -0.91 | 2.15 | 0.77 | -1.41 | 0.13 |
| Standard Deviation(%) | NA | 55.47 | 48.90 | 39.61 | 33.34 | NA | NA | … | … | 66.64 | 63.97 | 28.94 | 22.90 | 17.22 | 18.65 | 16.69 | 20.59 | 29.21 | 26.82 | 33.83 | 35.70 | 48.99 | 58.52 | 26.65 | 26.10 | 25.06 | 34.31 | 46.38 | 48.01 | 73.04 | 43.28 | 38.64 | 56.56 | 36.84 | 31.95 | 28.85 | 38.33 | 39.61 | 28.89 | 28.92 | 21.48 | 19.22 | 21.65 | 33.33 | 61.55 |
| Draw Down(%) | NA | 19.45 | 56.92 | 57.65 | 57.65 | NA | NA | … | … | 5.06 | 36.52 | 33.61 | 34.74 | 16.14 | 12.83 | 16.56 | 13.07 | 14.55 | 12.34 | 18.16 | 22.64 | 25.94 | 43.01 | 12.79 | 14.61 | 12.65 | 24.87 | 14.41 | 31.10 | 35.58 | 30.23 | 23.19 | 19.17 | 18.23 | 20.83 | 19.15 | 13.85 | 8.22 | 9.09 | 13.86 | 21.74 | 11.46 | 14.17 | 55.94 | 32.00 |
| Yield(%) | 0.00 | 2.73 | 2.22 | 3.08 | 3.78 | 4.10 | 4.79 | … | … | 1.43 | 2.49 | 2.43 | 4.82 | 4.25 | 4.42 | 3.93 | 3.72 | 4.05 | 4.47 | 4.09 | 8.03 | 5.39 | 3.71 | 3.86 | 3.46 | 1.67 | 2.30 | 2.09 | 2.08 | 2.50 | 2.53 | 0.00 | 0.00 | 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 06/04/2021, Common starting date is 05/14/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTVCB (Protective Insurance Corporation) |
-15.14%
Jul 2017 – Jul 2020 |
-7.76%
Jul 2015 – Jul 2020 |
-2.16%
Sep 2010 – Sep 2020 |
-0.73%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTVCB (Protective Insurance Corporation) |
37.51%
Dec 1990 – Dec 1993 |
26.80%
Dec 1988 – Dec 1993 |
20.66%
Nov 1987 – Nov 1997 |
13.80%
Nov 1987 – Nov 2002 |
Annualized Rolling Returns Comparison Chart