Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UBNK (United Financial Bancorp Inc) | NA | -6.25% | 1.33% | 3.23% | 11.06% | NA | NA | … | … |
Data as of 10/31/2019, Common starting date is 08/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UBNK (United Financial Bancorp Inc) | 08/18/2005 | 10/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.29 | -6.25 | 1.33 | 3.23 | 11.06 | NA | NA | … | … | -1.47 | -16.67 | -2.86 | 40.99 | -10.31 | 1.06 | 10.16 | 24.52 | 28.58 | 16.38 | -24.84 | 14.51 | -31.65 | 36.78 | -5.09 |
| Sharpe Ratio | NA | -0.30 | 0.01 | 0.11 | 0.45 | NA | NA | … | … | -0.13 | -0.86 | -0.15 | 1.82 | -0.50 | 0.05 | 0.59 | 1.35 | 1.18 | 0.47 | -0.36 | 0.16 | -1.13 | 1.32 | -0.57 |
| Standard Deviation(%) | NA | 25.73 | 23.26 | 22.49 | 23.38 | NA | NA | … | … | 25.41 | 20.92 | 23.36 | 22.30 | 20.62 | 20.00 | 17.19 | 18.34 | 24.12 | 34.51 | 68.39 | 83.19 | 30.88 | 25.46 | 27.57 |
| Draw Down(%) | NA | 24.82 | 33.51 | 33.51 | 33.51 | NA | NA | … | … | 23.86 | 21.65 | 13.21 | 15.76 | 14.69 | 17.18 | 7.50 | 8.11 | 16.92 | 17.53 | 55.76 | 36.89 | 32.18 | 8.00 | 8.47 |
| Yield(%) | 0.00 | 2.33 | 2.99 | 3.22 | 5.98 | 3.24 | 2.43 | … | … | 2.44 | 2.76 | 2.63 | 3.87 | 3.24 | 2.84 | 3.08 | 4.95 | 2.89 | 2.28 | 1.45 | 1.67 | 0.89 | 0.58 | 0.00 |
Data as of 10/31/2019, Common starting date is 08/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UBNK (United Financial Bancorp Inc) |
-14.92%
Dec 2006 – Dec 2009 |
-2.57%
Nov 2005 – Nov 2010 |
4.36%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UBNK (United Financial Bancorp Inc) |
31.41%
Nov 2010 – Nov 2013 |
21.14%
Mar 2009 – Mar 2014 |
13.45%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart