Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STBZ (State Bank Financial Corporation) | NA | -26.54% | 3.15% | 5.39% | NA | NA | NA | … | … |
Data as of 12/31/2018, Common starting date is 01/27/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STBZ (State Bank Financial Corporation) | 01/27/2011 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.60 | -26.54 | 3.15 | 5.39 | NA | NA | NA | … | … | -27.65 | 11.09 | 27.72 | 5.26 | 9.84 | 14.55 | 5.10 | -7.02 |
| Sharpe Ratio | NA | -1.07 | 0.01 | 0.13 | NA | NA | NA | … | … | -1.08 | 0.48 | 1.08 | 0.21 | 0.54 | 0.66 | 0.19 | -0.23 |
| Standard Deviation(%) | NA | 27.21 | 24.88 | 23.85 | NA | NA | NA | … | … | 26.95 | 21.98 | 25.29 | 25.49 | 18.04 | 21.84 | 26.11 | 33.57 |
| Draw Down(%) | NA | 40.21 | 40.21 | 40.21 | NA | NA | NA | … | … | 40.21 | 12.00 | 15.64 | 17.17 | 14.77 | 13.27 | 20.19 | 30.56 |
| Yield(%) | 0.00 | 2.00 | 2.73 | 2.41 | 1.46 | 0.97 | 0.73 | … | … | 2.00 | 2.10 | 2.76 | 1.63 | 0.83 | 0.72 | 0.39 | 0.00 |
Data as of 12/31/2018, Common starting date is 01/27/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STBZ (State Bank Financial Corporation) |
-1.35%
May 2011 – May 2014 |
2.08%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STBZ (State Bank Financial Corporation) |
23.22%
Sep 2014 – Sep 2017 |
18.93%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart