Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STL (Sterling Bancorp) | NA | 41.34% | 12.05% | 3.64% | 14.01% | 5.99% | 10.07% | … | … |
Data as of 02/01/2022, Common starting date is 01/08/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STL (Sterling Bancorp) | 01/08/1999 | 02/01/2022 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.26 | 41.34 | 12.05 | 3.64 | 14.01 | 5.99 | 10.07 | … | … | 2.45 | 45.64 | -13.73 | 28.99 | -32.03 | 6.38 | 46.76 | 15.04 | 10.04 | 47.22 | 44.27 | -34.81 | 27.52 | -30.10 | -2.11 | -12.39 | 38.20 | -15.22 | 26.11 | 63.04 | 14.37 | 92.27 | 8.45 | 33.98 |
| Sharpe Ratio | NA | 1.18 | 0.20 | 0.06 | 0.36 | NA | NA | … | … | 1.05 | 1.24 | -0.15 | 1.06 | -1.20 | 0.24 | 1.70 | 0.66 | 0.49 | 2.37 | 1.37 | -0.82 | 0.77 | -0.59 | -0.05 | -0.42 | 1.54 | -0.70 | 1.15 | 2.95 | 0.79 | 3.66 | 0.25 | 1.22 |
| Standard Deviation(%) | NA | 35.12 | 58.10 | 47.95 | 38.19 | NA | NA | … | … | 32.06 | 36.81 | 89.79 | 25.90 | 27.88 | 24.23 | 27.32 | 22.84 | 20.52 | 19.92 | 32.63 | 42.56 | 35.85 | 50.98 | 59.84 | 36.97 | 22.71 | 24.72 | 21.88 | 21.10 | 16.71 | 25.14 | 17.37 | 25.76 |
| Draw Down(%) | NA | 23.21 | 65.87 | 70.84 | 70.84 | NA | NA | … | … | 11.15 | 23.21 | 64.70 | 15.63 | 39.31 | 17.21 | 15.95 | 12.91 | 16.42 | 9.99 | 20.80 | 48.53 | 23.38 | 40.70 | 33.95 | 23.79 | 6.52 | 23.08 | 15.32 | 6.49 | 7.77 | 15.95 | 11.37 | 19.39 |
| Yield(%) | 0.00 | 1.48 | 1.20 | 1.07 | 3.05 | 1.70 | 4.34 | … | … | 0.26 | 1.57 | 0.66 | 1.25 | 1.15 | 1.20 | 1.78 | 2.00 | 2.13 | 2.57 | 3.59 | 2.18 | 2.80 | 2.01 | 1.96 | 1.41 | 1.83 | 1.38 | 1.46 | 8.57 | 7.20 | 7.31 | 4.59 | 3.36 |
Data as of 02/01/2022, Common starting date is 01/08/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STL (Sterling Bancorp) |
-23.90%
Sep 2017 – Sep 2020 |
-13.80%
Sep 2006 – Sep 2011 |
2.36%
Nov 2004 – Nov 2014 |
0.90%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STL (Sterling Bancorp) |
55.32%
Mar 2001 – Mar 2004 |
45.49%
Mar 1999 – Mar 2004 |
18.03%
Apr 1999 – Apr 2009 |
15.68%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart