Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UMPQ (Umpqua Holdings Corporation) | NA | 24.41% | 29.36% | 2.59% | 10.54% | 6.30% | 3.70% | … | … |
Data as of 04/26/2023, Common starting date is 06/03/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UMPQ (Umpqua Holdings Corporation) | 06/03/1998 | 04/26/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -10.29 | 24.41 | 29.36 | 2.59 | 10.54 | 6.30 | 3.70 | … | … | 14.77 | 1.85 | 34.30 | -9.88 | 16.99 | -20.34 | 14.77 | 22.90 | -3.04 | -8.01 | 68.70 | -2.28 | 4.11 | -7.68 | -5.47 | -1.51 | -45.99 | 5.36 | 14.60 | 22.47 | 14.87 | 36.51 | 61.00 | -6.23 | -5.13 | -27.78 |
| Sharpe Ratio | NA | 0.62 | 0.79 | 0.04 | 0.30 | NA | NA | … | … | 1.21 | 0.01 | 1.10 | -0.16 | 0.64 | -0.87 | 0.62 | 0.88 | -0.14 | -0.35 | 3.13 | -0.10 | 0.09 | -0.21 | -0.07 | -0.03 | -1.28 | 0.09 | 0.63 | 0.82 | 0.46 | 1.03 | 1.70 | -0.18 | -0.15 | -0.49 |
| Standard Deviation(%) | NA | 35.48 | 39.30 | 39.54 | 32.53 | NA | NA | … | … | 42.90 | 33.13 | 31.19 | 64.70 | 24.42 | 24.95 | 22.73 | 25.69 | 22.53 | 22.64 | 21.92 | 24.45 | 43.01 | 36.76 | 78.17 | 92.99 | 38.40 | 21.95 | 19.59 | 26.36 | 30.75 | 34.43 | 35.12 | 57.10 | 56.68 | 93.25 |
| Draw Down(%) | NA | 21.64 | 26.89 | 59.54 | 59.54 | NA | NA | … | … | 10.73 | 25.07 | 16.58 | 49.65 | 15.93 | 37.53 | 12.79 | 15.22 | 16.51 | 17.06 | 12.44 | 17.39 | 35.22 | 34.04 | 52.25 | 45.73 | 51.06 | 17.30 | 13.66 | 15.04 | 16.54 | 24.60 | 19.74 | 31.64 | 24.14 | 50.83 |
| Yield(%) | 0.00 | 4.74 | 6.78 | 3.33 | 6.01 | 3.93 | 2.76 | … | … | 1.21 | 4.31 | 5.56 | 3.47 | 5.15 | 3.94 | 3.62 | 4.15 | 3.68 | 3.22 | 4.84 | 2.68 | 1.88 | 1.46 | 1.39 | 4.03 | 2.50 | 2.08 | 1.30 | 1.08 | 0.86 | 1.20 | 1.90 | 1.82 | 0.00 | 0.00 |
Data as of 04/26/2023, Common starting date is 06/03/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UMPQ (Umpqua Holdings Corporation) |
-30.54%
Jun 2006 – Jun 2009 |
-18.80%
Sep 2006 – Sep 2011 |
-3.64%
Jan 2006 – Jan 2016 |
-2.27%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UMPQ (Umpqua Holdings Corporation) |
43.50%
Mar 2000 – Mar 2003 |
31.19%
Mar 2000 – Mar 2005 |
13.08%
Sep 2011 – Sep 2021 |
9.26%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart