Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVBI (Severn Bancorp Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 11/09/2021, Common starting date is 06/24/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVBI (Severn Bancorp Inc) | 06/24/2002 | 11/09/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | -21.47 | 16.67 | 9.92 | -8.10 | 37.39 | 26.65 | -4.22 | 50.96 | 27.64 | -28.70 | 36.90 | -40.98 | -55.93 | -44.54 | 8.76 | -19.34 | 50.86 | 99.69 | -4.42 |
| Sharpe Ratio | NA | 3.68 | 0.43 | 0.45 | 0.39 | NA | NA | … | … | 3.31 | -0.36 | -0.25 | -0.36 | -1.24 | 0.11 | 0.30 | -0.79 | 0.63 | 0.11 | -0.62 | 0.25 | -0.63 | -1.23 | -1.53 | -0.54 | -1.57 | 1.06 | 2.57 | -1.13 |
| Standard Deviation(%) | NA | 34.42 | 44.12 | 37.77 | 44.76 | NA | NA | … | … | 35.43 | 60.30 | 26.44 | 32.67 | 22.05 | 28.23 | 27.36 | 28.81 | 51.32 | 87.22 | 76.73 | 72.46 | 94.89 | 61.25 | 43.70 | 25.34 | 25.66 | 29.53 | 31.32 | 23.89 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 52.39 | 17.96 | 26.22 | 13.92 | 12.87 | 9.18 | 12.40 | 27.85 | 44.97 | 59.09 | 54.47 | 53.41 | 67.37 | 60.49 | 11.27 | 26.35 | 20.90 | 13.60 | 13.24 |
| Yield(%) | 0.00 | 2.84 | 1.90 | 1.75 | 2.01 | 0.46 | 1.37 | … | … | 2.10 | 1.73 | 1.69 | 1.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.15 | 2.53 | 1.40 | 1.39 | 1.01 | 1.10 | 2.15 | 0.72 |
Data as of 11/09/2021, Common starting date is 06/24/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVBI (Severn Bancorp Inc) |
-46.06%
Dec 2006 – Dec 2009 |
-32.40%
Dec 2004 – Dec 2009 |
-12.80%
Dec 2004 – Dec 2014 |
-5.50%
May 2005 – May 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVBI (Severn Bancorp Inc) |
37.75%
Aug 2002 – Aug 2005 |
26.28%
Dec 2011 – Dec 2016 |
18.23%
Sep 2011 – Sep 2021 |
1.77%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart