Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RBPAA (Royal Bancshares of Pennsylvania Inc) | NA | 44.41% | 41.66% | 29.94% | -8.70% | -7.14% | -3.65% | … | … |
Data as of 12/14/2017, Common starting date is 03/03/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBPAA (Royal Bancshares of Pennsylvania Inc) | 03/03/1992 | 12/14/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.00 | 44.41 | 41.66 | 29.94 | -8.70 | -7.14 | -3.65 | … | … | 8.92 | 98.56 | 29.81 | 16.67 | 15.00 | -4.00 | -10.71 | 7.69 | -60.96 | -68.91 | -55.79 | 24.45 | -8.78 | 14.66 | 28.18 | 17.93 | 57.92 | -0.48 | 7.94 | -26.06 | 121.61 | 28.07 | 31.60 | 15.64 | 80.47 | -16.80 |
| Sharpe Ratio | NA | 0.92 | 0.48 | 0.15 | -0.34 | NA | NA | … | … | -0.44 | 1.51 | 0.25 | -0.03 | -0.05 | -0.21 | -0.31 | -0.12 | -0.69 | -0.78 | -1.51 | 0.08 | -1.11 | -0.19 | 0.36 | -0.06 | 0.97 | -0.58 | 0.16 | -0.80 | 2.66 | 0.48 | 0.43 | 0.19 | 0.95 | -0.21 |
| Standard Deviation(%) | NA | 27.45 | 38.48 | 56.89 | 84.22 | NA | NA | … | … | 24.73 | 42.37 | 44.98 | 73.10 | 77.49 | 106.52 | 94.70 | 93.18 | 115.02 | 112.88 | 51.86 | 26.94 | 26.81 | 25.41 | 24.40 | 31.02 | 38.79 | 40.81 | 29.74 | 36.73 | 44.09 | 50.34 | 64.26 | 65.38 | 81.99 | 104.60 |
| Draw Down(%) | NA | 11.24 | 30.00 | 58.86 | 94.84 | NA | NA | … | … | 11.24 | 30.00 | 17.67 | 58.86 | 35.14 | 66.34 | 57.29 | 69.06 | 75.29 | 79.03 | 56.25 | 11.78 | 16.86 | 19.36 | 10.31 | 17.59 | 23.25 | 23.31 | 13.24 | 38.44 | 15.87 | 13.10 | 15.76 | 33.33 | 27.59 | 30.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.26 | 1.83 | 2.15 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.59 | 4.38 | 4.75 | 3.90 | 3.87 | 4.45 | 4.67 | 6.00 | 5.69 | 5.25 | 3.69 | 5.48 | 2.67 | 1.60 | 0.00 | 0.00 | 0.00 |
Data as of 12/14/2017, Common starting date is 03/03/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBPAA (Royal Bancshares of Pennsylvania Inc) |
-64.68%
Oct 2006 – Oct 2009 |
-47.94%
Oct 2006 – Oct 2011 |
-23.34%
Sep 2003 – Sep 2013 |
-13.07%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBPAA (Royal Bancshares of Pennsylvania Inc) |
55.16%
Dec 1994 – Dec 1997 |
50.79%
Dec 1992 – Dec 1997 |
27.70%
Dec 1992 – Dec 2002 |
20.86%
Aug 1992 – Aug 2007 |
Annualized Rolling Returns Comparison Chart