Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AJSB (AJS Bancorp Inc) | NA | 6.32% | 5.99% | 9.12% | 3.79% | -0.26% | NA | … | … |
Data as of 01/24/2019, Common starting date is 12/31/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AJSB (AJS Bancorp Inc) | 12/31/2001 | 01/24/2019 |
| 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 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.64 | 6.32 | 5.99 | 9.12 | 3.79 | -0.26 | NA | … | … | 3.15 | 3.15 | -2.59 | 13.11 | 12.24 | 17.46 | 37.52 | 4.71 | -16.55 | -14.92 | 25.42 | -38.51 | -22.18 | 15.64 | -3.75 | 4.35 | 32.18 | 32.32 | 0.00 |
| Sharpe Ratio | NA | 0.33 | 0.32 | 0.56 | 0.10 | NA | NA | … | … | 6.30 | 0.12 | -0.16 | 1.10 | 0.69 | 1.63 | 1.60 | 0.14 | -0.61 | -0.23 | 0.33 | -0.53 | -0.95 | 0.83 | -0.51 | 0.15 | 1.84 | 1.63 | NA |
| Standard Deviation(%) | NA | 14.78 | 16.17 | 15.51 | 35.57 | NA | NA | … | … | 9.72 | 14.60 | 20.89 | 11.71 | 17.70 | 10.73 | 23.47 | 34.73 | 27.23 | 64.64 | 75.87 | 73.64 | 26.69 | 14.90 | 11.60 | 22.39 | 17.12 | 19.15 | 0.00 |
| Draw Down(%) | NA | 8.57 | 13.71 | 13.71 | 51.34 | NA | NA | … | … | 1.39 | 8.57 | 9.39 | 5.96 | 10.64 | 5.56 | 7.99 | 14.92 | 25.85 | 30.04 | 36.84 | 59.09 | 26.66 | 6.00 | 10.00 | 21.82 | 6.45 | 8.47 | 0.00 |
| Yield(%) | 0.00 | 0.74 | 2.31 | 3.19 | 1.95 | 1.27 | 1.90 | … | … | 0.00 | 0.74 | 1.30 | 4.74 | 3.31 | 3.77 | 0.00 | 0.00 | 2.81 | 3.09 | 2.75 | 4.70 | 1.68 | 1.78 | 0.42 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/24/2019, Common starting date is 12/31/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AJSB (AJS Bancorp Inc) |
-21.83%
Feb 2008 – Feb 2011 |
-17.37%
Feb 2008 – Feb 2013 |
-4.60%
Feb 2004 – Feb 2014 |
0.43%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AJSB (AJS Bancorp Inc) |
23.49%
Jul 2012 – Jul 2015 |
17.01%
Nov 2012 – Nov 2017 |
6.75%
Dec 2008 – Dec 2018 |
3.84%
Jan 2002 – Jan 2017 |
Annualized Rolling Returns Comparison Chart