Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TCBIL (Texas Capital Bancshares Inc) | NA | 7.06% | 5.90% | 6.27% | NA | NA | NA | 6.64% |
Data as of 06/21/2021, AR inception is 10/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCBIL (Texas Capital Bancshares Inc) | 10/01/2012 | 06/21/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 7.06 | 5.90 | 6.27 | NA | NA | NA | 6.64 | 1.90 | -1.97 | 2.94 | -0.55 | -0.32 | 1.44 | 0.73 | 17.92 | -16.38 | -1.87 |
| Sharpe Ratio | NA | 0.64 | 0.16 | 0.22 | NA | NA | NA | 0.27 | 1.26 | -0.04 | 0.14 | -0.21 | -0.11 | 0.08 | 0.05 | 1.48 | -1.15 | -1.00 |
| Standard Deviation(%) | NA | 10.69 | 31.25 | 24.83 | NA | NA | NA | 20.85 | 3.28 | 52.51 | 10.62 | 8.68 | 8.39 | 16.27 | 14.08 | 12.11 | 14.29 | 7.58 |
| Draw Down(%) | NA | 3.65 | 42.82 | 42.82 | NA | NA | NA | 42.82 | 1.17 | 43.71 | 5.26 | 7.87 | 2.71 | 14.38 | 8.00 | 5.61 | 19.01 | 3.20 |
| Yield(%) | 0.00 | 6.58 | 6.43 | 6.46 | 5.28 | 3.52 | 2.64 | 6.60 | 3.23 | 6.25 | 6.50 | 6.50 | 6.47 | 6.56 | 6.61 | 7.49 | 4.84 | 0.00 |
Data as of 06/21/2021, AR inception is 10/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCBIL (Texas Capital Bancshares Inc) |
0.40%
Mar 2017 - Mar 2020 |
3.24%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCBIL (Texas Capital Bancshares Inc) |
13.67%
Dec 2013 - Dec 2016 |
10.70%
Sep 2013 - Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart