Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BSCA (Bank of Santa Clarita) | NA | 84.50% | -11.09% | 5.49% | 7.88% | -0.54% | NA | … | … |
Data as of 10/06/2021, Common starting date is 05/31/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BSCA (Bank of Santa Clarita) | 05/31/2006 | 10/06/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 84.50 | -11.09 | 5.49 | 7.88 | -0.54 | NA | … | … | 45.13 | -28.43 | -19.94 | -4.05 | 59.48 | 17.17 | 8.20 | 2.23 | 25.17 | 17.41 | -12.37 | 5.95 | 9.33 | -53.85 | -20.00 | -4.41 |
| Sharpe Ratio | NA | 2.18 | -0.32 | 0.16 | 0.29 | NA | NA | … | … | 2.90 | -0.59 | -0.60 | -0.41 | 3.20 | 1.01 | 0.71 | 0.33 | 0.95 | 0.87 | -0.25 | 0.19 | 0.16 | -0.91 | -0.61 | -0.26 |
| Standard Deviation(%) | NA | 38.68 | 37.20 | 30.54 | 25.62 | NA | NA | … | … | 21.74 | 48.76 | 35.76 | 13.00 | 18.50 | 16.74 | 11.47 | 6.76 | 26.38 | 20.02 | 49.69 | 31.27 | 59.04 | 60.17 | 37.62 | 41.54 |
| Draw Down(%) | NA | 12.44 | 66.67 | 66.67 | 66.67 | NA | NA | … | … | 5.88 | 51.59 | 29.83 | 15.48 | 5.48 | 5.79 | 3.86 | 3.23 | 15.00 | 12.44 | 32.56 | 18.78 | 28.57 | 58.08 | 30.09 | 15.45 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/06/2021, Common starting date is 05/31/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSCA (Bank of Santa Clarita) |
-26.09%
Dec 2006 – Dec 2009 |
-17.82%
Dec 2006 – Dec 2011 |
-4.89%
Jul 2006 – Jul 2016 |
-1.20%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSCA (Bank of Santa Clarita) |
30.73%
Sep 2015 – Sep 2018 |
21.32%
Nov 2012 – Nov 2017 |
12.10%
Nov 2008 – Nov 2018 |
-0.22%
Sep 2006 – Sep 2021 |
Annualized Rolling Returns Comparison Chart