Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRCB (Two River Bancorp) | NA | 45.02% | 19.11% | 24.50% | 23.74% | NA | NA | 7.33% |
Data as of 01/02/2020, AR inception is 04/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRCB (Two River Bancorp) | 04/12/2006 | 01/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.95 | 45.02 | 19.11 | 24.50 | 23.74 | NA | NA | 7.33 | 0.00 | 44.88 | -16.82 | 26.02 | 47.69 | 16.30 | 15.22 | 40.07 | 17.68 | 4.10 | 58.68 | -27.20 | -54.68 | 2.49 | -13.02 |
| Sharpe Ratio | NA | 0.89 | 0.39 | 0.64 | 0.61 | NA | NA | 0.11 | NA | 0.97 | -0.61 | 0.88 | 1.94 | 0.56 | 0.35 | 1.06 | 0.56 | 0.12 | 1.00 | -0.25 | -0.57 | -0.01 | -0.46 |
| Standard Deviation(%) | NA | 44.66 | 35.29 | 32.18 | 37.47 | NA | NA | 53.12 | 0.00 | 44.72 | 29.94 | 29.08 | 24.42 | 29.10 | 42.98 | 37.83 | 31.64 | 34.79 | 58.34 | 108.70 | 96.52 | 44.72 | 46.21 |
| Draw Down(%) | NA | 18.32 | 41.61 | 41.61 | 41.61 | NA | NA | 77.64 | 0.00 | 18.32 | 38.84 | 13.83 | 10.40 | 9.05 | 16.26 | 13.03 | 15.00 | 16.82 | 22.76 | 38.89 | 58.80 | 31.33 | 22.93 |
| Yield(%) | 0.00 | 1.25 | 1.47 | 2.21 | 3.62 | 1.25 | 0.94 | 1.45 | 0.00 | 1.25 | 1.12 | 1.53 | 1.65 | 1.62 | 1.59 | 1.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 9.15 |
Data as of 01/02/2020, AR inception is 04/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRCB (Two River Bancorp) |
-30.33%
Dec 2006 - Dec 2009 |
-13.13%
Aug 2006 - Aug 2011 |
2.17%
Aug 2006 - Aug 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRCB (Two River Bancorp) |
39.84%
Sep 2014 - Sep 2017 |
29.48%
Sep 2012 - Sep 2017 |
23.90%
Dec 2009 - Dec 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart