Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BPFH (Boston Private Financial Holdings Inc) | NA | 120.60% | 0.95% | 8.11% | 11.37% | -2.07% | 0.13% | … | … |
Data as of 06/30/2021, Common starting date is 02/14/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BPFH (Boston Private Financial Holdings Inc) | 02/14/1994 | 06/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 120.60 | 0.95 | 8.11 | 11.37 | -2.07 | 0.13 | … | … | 76.04 | -26.30 | 18.75 | -29.35 | -4.96 | 51.06 | -13.26 | 9.53 | 43.33 | 13.98 | 21.95 | 14.23 | -14.94 | -74.31 | -2.76 | -6.23 | 9.14 | 14.53 | 26.27 | -9.36 | 11.85 | 136.44 | 0.00 | 6.25 | 48.84 | 43.33 | 36.36 | -8.33 |
| Sharpe Ratio | NA | 2.19 | 0.01 | 0.17 | 0.29 | NA | NA | … | … | 3.78 | -0.38 | 0.65 | -1.13 | -0.21 | 1.79 | -0.46 | 0.39 | 1.78 | 0.47 | 0.40 | 0.24 | -0.15 | -0.80 | -0.19 | -0.43 | 0.27 | 0.52 | 0.75 | -0.23 | 0.23 | 3.29 | -0.06 | 0.05 | 1.04 | 0.65 | 0.48 | -0.15 |
| Standard Deviation(%) | NA | 55.12 | 50.32 | 42.24 | 38.36 | NA | NA | … | … | 56.97 | 69.42 | 26.51 | 27.10 | 26.70 | 28.33 | 28.91 | 24.63 | 24.38 | 30.18 | 54.46 | 59.28 | 102.35 | 93.59 | 29.83 | 22.11 | 25.83 | 26.07 | 34.05 | 46.45 | 41.82 | 40.22 | 51.56 | 53.59 | 43.56 | 60.44 | 67.06 | 81.59 |
| Draw Down(%) | NA | 25.41 | 66.06 | 68.36 | 68.36 | NA | NA | … | … | 13.75 | 57.23 | 17.32 | 42.25 | 21.23 | 17.64 | 19.45 | 17.50 | 11.17 | 24.11 | 29.09 | 41.79 | 65.31 | 81.86 | 18.47 | 29.58 | 20.72 | 25.22 | 34.24 | 37.43 | 29.20 | 18.01 | 24.64 | 36.96 | 18.31 | 17.14 | 16.67 | 16.67 |
| Yield(%) | 0.00 | 3.49 | 2.48 | 3.53 | 4.95 | 0.98 | 1.25 | … | … | 1.43 | 2.97 | 4.46 | 3.14 | 2.65 | 3.61 | 2.70 | 2.59 | 2.56 | 0.49 | 0.59 | 0.69 | 0.57 | 0.84 | 1.27 | 1.03 | 0.99 | 0.96 | 0.96 | 0.74 | 0.72 | 1.55 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/30/2021, Common starting date is 02/14/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPFH (Boston Private Financial Holdings Inc) |
-52.35%
Mar 2006 – Mar 2009 |
-33.17%
Mar 2004 – Mar 2009 |
-10.71%
Aug 2001 – Aug 2011 |
-8.19%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPFH (Boston Private Financial Holdings Inc) |
57.53%
Apr 1995 – Apr 1998 |
45.10%
Jul 1996 – Jul 2001 |
27.24%
Jan 1995 – Jan 2005 |
8.08%
Apr 1995 – Apr 2010 |
Annualized Rolling Returns Comparison Chart