Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIVB (SVB Financial Group) | NA | -99.89% | -85.48% | -70.35% | -37.96% | -25.43% | -16.72% | … | … |
Data as of 04/26/2023, Common starting date is 10/27/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIVB (SVB Financial Group) | 10/27/1987 | 04/26/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -36.56 | -99.89 | -85.48 | -70.35 | -37.96 | -25.43 | -16.72 | … | … | -99.74 | -66.07 | 74.88 | 54.49 | 32.18 | -18.76 | 36.18 | 44.37 | 2.44 | 10.69 | 87.35 | 17.36 | -10.10 | 27.34 | 58.83 | -47.96 | 8.11 | -0.47 | 4.51 | 24.26 | 97.64 | -31.51 | -22.66 | 39.65 | 190.64 | -39.44 | 74.42 | 34.38 | 77.78 | 33.33 | 22.73 | -40.00 | 29.41 | 7.59 | 60.14 | 70.11 | -1.14 |
| Sharpe Ratio | NA | -0.18 | -0.26 | -0.27 | -0.21 | NA | NA | … | … | -0.10 | -1.03 | 1.96 | 0.84 | 0.88 | -0.51 | 1.19 | 1.03 | 0.07 | 0.42 | 4.03 | 0.63 | -0.24 | 0.74 | 0.81 | -0.75 | 0.24 | -0.21 | 0.11 | 0.82 | 2.84 | -0.73 | -0.40 | 0.34 | 3.23 | -0.49 | 0.61 | 0.99 | 2.26 | 0.74 | 0.39 | -0.75 | 0.49 | 0.04 | 1.22 | 1.49 | -0.27 |
| Standard Deviation(%) | NA | 580.80 | 336.87 | 263.09 | 187.38 | NA | NA | … | … | 1,030.60 | 65.35 | 38.15 | 64.29 | 34.88 | 39.17 | 29.95 | 42.64 | 32.97 | 25.30 | 21.67 | 27.61 | 42.17 | 36.72 | 72.69 | 65.17 | 20.84 | 17.97 | 20.88 | 28.41 | 34.11 | 44.72 | 63.84 | 104.48 | 58.01 | 86.70 | 31.10 | 30.89 | 32.76 | 40.99 | 53.08 | 56.06 | 51.78 | 60.23 | 44.44 | 43.81 | 38.11 |
| Draw Down(%) | NA | 99.93 | 99.95 | 99.95 | 99.95 | NA | NA | … | … | 99.88 | 72.86 | 15.55 | 51.63 | 28.58 | 45.51 | 18.68 | 32.74 | 25.15 | 27.41 | 9.96 | 22.05 | 44.94 | 28.47 | 54.10 | 63.67 | 15.45 | 19.42 | 11.46 | 21.73 | 17.41 | 56.82 | 56.13 | 62.22 | 24.34 | 67.53 | 17.78 | 15.63 | 11.63 | 15.09 | 32.65 | 60.66 | 37.31 | 56.92 | 40.87 | 14.10 | 9.09 |
| Yield(%) | 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 | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.22 | 0.55 | 0.25 | 0.00 | 0.00 | 0.00 |
Data as of 04/26/2023, Common starting date is 10/27/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIVB (SVB Financial Group) |
-81.81%
Mar 2020 – Mar 2023 |
-67.21%
Mar 2018 – Mar 2023 |
-35.31%
Mar 2013 – Mar 2023 |
-22.74%
Mar 2008 – Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIVB (SVB Financial Group) |
67.83%
Sep 1994 – Sep 1997 |
63.46%
Aug 1995 – Aug 2000 |
42.01%
Sep 1990 – Sep 2000 |
26.12%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart