Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RBC (RBC Bearings Incorporated) | NA | 46.88% | 31.86% | 19.55% | 14.11% | 9.47% | 12.35% | 13.11% |
Data as of 12/06/2021, AR inception is 03/17/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBC (RBC Bearings Incorporated) | 03/17/1992 | 12/06/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.30 | 46.88 | 31.86 | 19.55 | 14.11 | 9.47 | 12.35 | 13.11 | 46.65 | 45.48 | 24.03 | -7.21 | 10.95 | 20.21 | -21.09 | 3.22 | 5.78 | 39.84 | -22.70 | 29.94 | 38.86 | -14.13 | -13.32 | 50.14 | 25.83 | 32.65 | 9.00 | -2.83 | 31.09 | -14.94 | -8.22 | -20.75 | 53.34 | -7.49 | 63.33 | -47.15 | 26.39 | 37.42 |
| Sharpe Ratio | NA | 1.88 | 0.90 | 0.62 | 0.49 | NA | NA | 0.25 | 1.72 | 0.86 | 0.93 | -0.34 | 0.49 | 0.67 | -1.03 | 0.15 | 0.19 | 1.62 | -0.57 | 0.96 | 0.87 | -0.28 | -0.51 | 1.67 | 0.97 | 1.17 | 0.28 | -0.10 | 0.88 | -0.49 | -0.34 | -0.67 | 1.64 | -0.34 | 1.76 | -0.67 | 0.76 | 1.45 |
| Standard Deviation(%) | NA | 29.10 | 37.57 | 32.54 | 29.37 | NA | NA | 35.38 | 29.69 | 52.62 | 24.25 | 25.32 | 21.30 | 29.69 | 20.56 | 20.94 | 30.71 | 24.76 | 39.66 | 31.03 | 44.80 | 54.07 | 31.89 | 28.23 | 24.28 | 26.99 | 29.88 | 39.85 | 33.39 | 38.72 | 34.01 | 35.80 | 30.16 | 31.86 | 33.80 | 75.17 | 31.68 | 32.20 |
| Draw Down(%) | NA | 18.05 | 40.82 | 40.82 | 40.82 | NA | NA | 57.80 | 18.05 | 40.82 | 21.28 | 22.00 | 16.08 | 23.71 | 30.99 | 20.40 | 26.19 | 18.72 | 43.12 | 15.83 | 33.53 | 47.00 | 22.79 | 25.59 | 19.86 | 15.99 | 30.44 | 44.78 | 23.41 | 28.96 | 32.63 | 43.58 | 22.22 | 29.12 | 14.60 | 57.80 | 19.57 | 18.95 |
| Yield(%) | 0.00 | 7.37 | 4.74 | 3.55 | 3.37 | 2.59 | 5.20 | 5.94 | 6.75 | 1.39 | 1.67 | 1.42 | 1.44 | 1.64 | 1.21 | 1.17 | 1.10 | 1.43 | 1.04 | 1.28 | 1.65 | 1.42 | 1.15 | 1.55 | 1.76 | 2.19 | 2.26 | 2.19 | 2.82 | 2.29 | 2.09 | 1.61 | 2.49 | 2.29 | 2.94 | 1.71 | 2.47 | 3.25 |
Data as of 12/06/2021, AR inception is 03/17/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBC (RBC Bearings Incorporated) |
-17.36%
Mar 1998 - Mar 2001 |
-11.42%
Mar 1998 - Mar 2003 |
1.81%
Mar 2010 - Mar 2020 |
6.72%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBC (RBC Bearings Incorporated) |
43.01%
Mar 2003 - Mar 2006 |
31.46%
Aug 1992 - Aug 1997 |
19.97%
Mar 2003 - Mar 2013 |
15.43%
Oct 1992 - Oct 2007 |
Annualized Rolling Returns Comparison Chart