Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BNCN (BNC Bancorp) | NA | 54.11% | 28.12% | 34.86% | 8.87% | NA | NA | … | … |
Data as of 06/15/2017, Common starting date is 07/15/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BNCN (BNC Bancorp) | 07/15/2003 | 06/15/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.44 | 54.11 | 28.12 | 34.86 | 8.87 | NA | NA | … | … | 10.52 | 26.80 | 48.94 | 1.60 | 117.86 | 13.35 | -17.26 | 21.28 | 4.03 | -54.99 | -8.10 | 11.18 | 29.87 | 10.00 | 25.17 |
| Sharpe Ratio | NA | 2.05 | 1.09 | 1.24 | 0.18 | NA | NA | … | … | 0.80 | 1.05 | 2.16 | 0.06 | 3.89 | 0.35 | -0.48 | 0.47 | 0.04 | -0.75 | -0.43 | 0.32 | 0.83 | 0.30 | 1.78 |
| Standard Deviation(%) | NA | 26.21 | 24.83 | 27.95 | 48.64 | NA | NA | … | … | 30.22 | 25.12 | 22.69 | 24.74 | 30.29 | 38.44 | 35.72 | 45.55 | 90.16 | 74.81 | 26.02 | 25.00 | 33.56 | 30.36 | 34.29 |
| Draw Down(%) | NA | 14.66 | 22.69 | 22.69 | 71.14 | NA | NA | … | … | 14.66 | 21.47 | 13.47 | 16.89 | 13.51 | 14.02 | 27.60 | 21.41 | 33.33 | 56.55 | 23.65 | 14.29 | 14.80 | 15.76 | 9.09 |
| Yield(%) | 0.00 | 0.87 | 1.16 | 2.38 | 1.07 | 1.17 | 0.88 | … | … | 0.31 | 0.82 | 1.17 | 1.18 | 2.49 | 2.75 | 2.21 | 2.53 | 2.67 | 1.26 | 0.92 | 0.91 | 0.85 | 0.86 | 0.00 |
Data as of 06/15/2017, Common starting date is 07/15/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNCN (BNC Bancorp) |
-29.77%
Feb 2006 – Feb 2009 |
-16.18%
Feb 2007 – Feb 2012 |
2.61%
Oct 2003 – Oct 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNCN (BNC Bancorp) |
48.83%
Dec 2012 – Dec 2015 |
38.71%
Feb 2012 – Feb 2017 |
8.76%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart