Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TCBIP (Texas Capital Bancshares Inc) | NA | -36.32% | -11.20% | -4.69% | NA | NA | NA | … | … |
Data as of 06/23/2021, Common starting date is 03/26/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCBIP (Texas Capital Bancshares Inc) | 03/26/2013 | 06/23/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | -36.32 | -11.20 | -4.69 | NA | NA | NA | … | … | -40.81 | -1.58 | 4.98 | -3.25 | 1.87 | -1.34 | 2.09 | 16.30 | -13.49 |
| Sharpe Ratio | NA | -0.67 | -0.26 | -0.15 | NA | NA | NA | … | … | -0.86 | -0.03 | 0.64 | -0.88 | 0.19 | -0.10 | 0.19 | 1.58 | -1.35 |
| Standard Deviation(%) | NA | 54.33 | 45.53 | 35.56 | NA | NA | NA | … | … | 78.35 | 57.26 | 5.55 | 5.16 | 6.54 | 15.37 | 11.01 | 10.31 | 12.70 |
| Draw Down(%) | NA | 42.42 | 46.12 | 46.12 | NA | NA | NA | … | … | 42.17 | 46.99 | 3.52 | 7.33 | 3.10 | 15.75 | 7.83 | 4.29 | 16.39 |
| Yield(%) | 0.00 | 6.69 | 6.48 | 6.41 | 5.47 | 3.64 | 2.73 | … | … | 3.23 | 6.24 | 6.60 | 6.45 | 6.49 | 6.42 | 6.58 | 7.56 | 4.97 |
Data as of 06/23/2021, Common starting date is 03/26/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCBIP (Texas Capital Bancshares Inc) |
0.14%
Mar 2017 – Mar 2020 |
3.12%
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 |
|---|---|---|---|---|
| TCBIP (Texas Capital Bancshares Inc) |
12.79%
Sep 2013 – Sep 2016 |
9.81%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart