Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WAYN (Wayne Savings Bancshares Inc) | NA | -2.91% | 1.55% | 7.16% | 10.71% | 14.06% | 5.38% | … | … |
Data as of 06/13/2024, Common starting date is 06/24/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WAYN (Wayne Savings Bancshares Inc) | 06/24/1993 | 06/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 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 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.91 | 1.55 | 7.16 | 10.71 | 14.06 | 5.38 | … | … | 3.07 | -7.93 | 7.51 | 24.94 | -4.15 | 30.56 | 3.58 | 14.16 | 28.39 | 1.33 | 26.54 | 21.24 | 23.07 | -11.13 | 59.39 | -18.81 | -27.49 | -22.04 | -1.52 | -3.10 | -8.43 | 16.34 | 2.86 | 26.53 | -3.60 | -17.79 | -34.58 | 83.60 | 22.53 | 37.07 | 20.34 | 40.68 |
| Sharpe Ratio | NA | -0.35 | -0.03 | 0.19 | 0.35 | NA | NA | … | … | 0.21 | -0.45 | 0.27 | 0.86 | -0.10 | 1.02 | 0.13 | 0.72 | 1.00 | 0.05 | 0.79 | 1.08 | 1.03 | -0.34 | 1.28 | -0.22 | -0.42 | -0.86 | -0.24 | -0.19 | -0.31 | 0.34 | 0.03 | 0.35 | -0.13 | -0.49 | -0.92 | 1.99 | 0.76 | 1.61 | 0.77 | 2.50 |
| Standard Deviation(%) | NA | 19.41 | 23.42 | 29.66 | 27.51 | NA | NA | … | … | 14.90 | 25.94 | 22.62 | 28.88 | 44.59 | 28.56 | 17.15 | 18.76 | 28.28 | 26.22 | 33.42 | 19.69 | 22.46 | 33.23 | 46.23 | 84.69 | 68.00 | 29.48 | 20.73 | 28.32 | 30.30 | 46.33 | 51.71 | 69.39 | 61.73 | 42.83 | 41.17 | 40.01 | 24.57 | 20.49 | 22.47 | 35.88 |
| Draw Down(%) | NA | 20.30 | 22.93 | 39.60 | 39.60 | NA | NA | … | … | 6.46 | 22.93 | 22.02 | 8.70 | 39.60 | 9.96 | 13.43 | 9.36 | 11.78 | 14.15 | 10.21 | 10.72 | 12.11 | 24.17 | 17.23 | 36.88 | 43.75 | 28.36 | 9.21 | 14.54 | 21.72 | 35.03 | 26.19 | 34.19 | 35.38 | 23.22 | 45.64 | 12.12 | 12.68 | 5.41 | 17.44 | 8.77 |
| Yield(%) | 0.00 | 3.55 | 3.50 | 4.15 | 5.28 | 9.44 | 3.02 | … | … | 1.92 | 3.41 | 3.46 | 3.95 | 3.21 | 3.89 | 2.55 | 2.15 | 2.67 | 2.74 | 3.09 | 3.23 | 3.35 | 2.68 | 3.84 | 3.97 | 4.56 | 3.30 | 3.17 | 2.25 | 2.67 | 4.43 | 5.09 | 4.89 | 4.38 | 3.49 | 2.24 | 3.78 | 3.88 | 5.86 | 3.92 | 1.13 |
Data as of 06/13/2024, Common starting date is 06/24/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAYN (Wayne Savings Bancshares Inc) |
-26.23%
Apr 2006 – Apr 2009 |
-16.99%
Apr 2004 – Apr 2009 |
-8.13%
Nov 1998 – Nov 2008 |
-4.33%
Nov 1997 – Nov 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAYN (Wayne Savings Bancshares Inc) |
45.58%
Mar 1995 – Mar 1998 |
30.92%
Jul 1993 – Jul 1998 |
18.63%
Jan 2010 – Jan 2020 |
13.91%
Apr 2009 – Apr 2024 |
Annualized Rolling Returns Comparison Chart