Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PVTB (PrivateBancorp Inc) | NA | 54.41% | 27.93% | 33.41% | 8.27% | 13.18% | NA | 14.09% |
Data as of 06/22/2017, AR inception is 06/30/1999
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PVTB (PrivateBancorp Inc) | 06/30/1999 | 06/22/2017 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.74 | 54.41 | 27.93 | 33.41 | 8.27 | 13.18 | NA | 14.09 | 12.53 | 32.23 | 22.94 | 15.60 | 89.19 | 39.90 | -23.36 | 60.81 | -72.29 | 0.38 | -20.86 | 17.71 | 10.95 | 42.91 | 80.38 | 93.76 | 116.26 | -31.31 | -36.10 |
Sharpe Ratio | NA | 1.23 | 0.14 | 0.43 | -0.24 | NA | NA | -0.16 | 0.57 | -0.05 | 0.16 | -0.11 | 2.69 | 0.73 | -0.70 | 0.80 | -0.97 | -0.31 | -1.10 | -0.19 | -0.41 | 0.75 | 1.77 | 1.92 | 2.39 | -1.06 | -1.69 |
Standard Deviation(%) | NA | 28.96 | 28.60 | 27.68 | 49.50 | NA | NA | 43.99 | 14.18 | 36.23 | 27.66 | 25.34 | 26.29 | 29.36 | 59.98 | 52.88 | 93.53 | 62.00 | 39.17 | 24.14 | 24.45 | 31.16 | 34.58 | 38.51 | 40.77 | 51.64 | 36.60 |
Draw Down(%) | NA | 16.79 | 29.06 | 29.06 | 83.91 | NA | NA | 84.89 | 4.60 | 23.11 | 17.71 | 18.32 | 14.83 | 16.63 | 57.65 | 40.77 | 73.10 | 39.43 | 39.18 | 15.78 | 14.57 | 16.86 | 19.72 | 29.45 | 15.79 | 43.76 | 40.58 |
Yield(%) | 0.00 | 0.08 | 0.13 | 0.26 | 0.27 | 0.38 | 0.48 | 0.56 | 0.02 | 0.10 | 0.12 | 0.14 | 0.25 | 0.35 | 0.27 | 0.44 | 0.12 | 0.93 | 0.71 | 0.67 | 0.56 | 0.32 | 0.42 | 0.72 | 0.86 | 0.54 | 0.24 |
Data as of 06/22/2017, AR inception is 06/30/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PVTB (PrivateBancorp Inc) |
-43.27%
Sep 2008 - Sep 2011 |
-29.90%
Sep 2006 - Sep 2011 |
-0.58%
Feb 2006 - Feb 2016 |
11.73%
Jul 1999 - Jul 2014 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PVTB (PrivateBancorp Inc) |
96.25%
Dec 2000 - Dec 2003 |
64.33%
Dec 2000 - Dec 2005 |
17.45%
Dec 2000 - Dec 2010 |
19.53%
Nov 2000 - Nov 2015 |
Annualized Rolling Returns Comparison Chart