Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BCSB (BCSB Bancorp Inc) | NA | 54.73% | 26.47% | 26.70% | 2.24% | 10.10% | NA | … | … |
Data as of 02/17/2014, Common starting date is 07/08/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BCSB (BCSB Bancorp Inc) | 07/08/1998 | 02/17/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.19 | 54.73 | 26.47 | 26.70 | 2.24 | 10.10 | NA | … | … | -5.37 | 83.66 | 32.09 | -4.87 | 26.26 | 2.76 | 38.92 | -58.20 | 18.88 | -19.50 | -7.00 | 39.31 | 54.85 | 54.78 | 2.84 | -19.34 | -30.33 |
| Sharpe Ratio | NA | 2.05 | 0.72 | 0.60 | 0.02 | NA | NA | … | … | -1.56 | 2.61 | 0.74 | -0.13 | 0.75 | 0.04 | 0.46 | -1.06 | 0.40 | -0.62 | -0.22 | 1.57 | 1.65 | 1.29 | -0.03 | -0.59 | -1.47 |
| Standard Deviation(%) | NA | 28.85 | 36.73 | 44.59 | 48.28 | NA | NA | … | … | 23.16 | 32.08 | 43.52 | 38.12 | 34.71 | 68.43 | 81.97 | 57.82 | 38.85 | 34.88 | 36.57 | 24.56 | 32.58 | 41.44 | 42.75 | 38.26 | 37.80 |
| Draw Down(%) | NA | 10.43 | 30.50 | 30.50 | 70.61 | NA | NA | … | … | 10.43 | 8.86 | 15.31 | 30.50 | 9.92 | 30.34 | 37.85 | 63.65 | 20.26 | 29.54 | 37.26 | 8.86 | 14.18 | 13.41 | 21.94 | 27.70 | 35.95 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.63 | 3.08 | 1.54 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.88 | 3.05 | 2.70 | 3.71 | 5.35 | 7.69 | 8.00 | 5.60 | 0.00 |
Data as of 02/17/2014, Common starting date is 07/08/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCSB (BCSB Bancorp Inc) |
-26.32%
Dec 2004 – Dec 2007 |
-15.67%
Jan 2004 – Jan 2009 |
1.39%
May 2003 – May 2013 |
8.21%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCSB (BCSB Bancorp Inc) |
50.16%
Nov 2000 – Nov 2003 |
26.20%
Jan 2009 – Jan 2014 |
8.39%
Dec 2000 – Dec 2010 |
10.19%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison Chart