Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ROLL (RBC Bearings Incorporated) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 12/21/2022, Common starting date is 08/10/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROLL (RBC Bearings Incorporated) | 08/10/2005 | 12/21/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 12.81 | 13.07 | 20.78 | 3.72 | 36.19 | 43.69 | 0.09 | -8.85 | 41.30 | 20.06 | 6.71 | 60.64 | 19.97 | -53.34 | 51.66 | 76.35 | 6.43 |
| Sharpe Ratio | NA | 0.46 | 0.25 | 0.29 | 0.48 | NA | NA | … | … | 0.62 | 0.35 | 0.16 | 0.70 | 0.08 | 1.57 | 1.71 | 0.00 | -0.41 | 1.99 | 0.89 | 0.14 | 1.62 | 0.37 | -0.88 | 1.29 | 1.78 | 0.50 |
| Standard Deviation(%) | NA | 36.92 | 54.90 | 46.39 | 36.94 | NA | NA | … | … | 37.40 | 36.98 | 79.57 | 27.49 | 31.22 | 22.68 | 25.35 | 29.80 | 21.75 | 20.73 | 22.73 | 47.53 | 37.31 | 53.12 | 61.85 | 37.85 | 41.20 | 29.28 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 21.12 | 55.06 | 13.16 | 25.56 | 11.15 | 14.43 | 25.18 | 24.23 | 14.52 | 12.86 | 26.83 | 21.01 | 45.08 | 62.49 | 20.67 | 22.23 | 14.23 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.41 | 0.33 | 0.68 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.97 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/21/2022, Common starting date is 08/10/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROLL (RBC Bearings Incorporated) |
-11.09%
Jun 2007 – Jun 2010 |
2.78%
Jun 2007 – Jun 2012 |
9.44%
Jun 2007 – Jun 2017 |
10.43%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROLL (RBC Bearings Incorporated) |
45.03%
Feb 2009 – Feb 2012 |
33.92%
Feb 2009 – Feb 2014 |
25.10%
Feb 2009 – Feb 2019 |
17.34%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart