Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CBKN (Capital Bank Corp) | NA | 4.48% | -19.67% | -28.63% | -14.65% | NA | NA | … | … |
Data as of 09/24/2012, Common starting date is 12/18/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBKN (Capital Bank Corp) | 12/18/1997 | 09/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.84 | 4.48 | -19.67 | -28.63 | -14.65 | NA | NA | … | … | 21.89 | -19.28 | -35.66 | -31.52 | -39.69 | -38.01 | 14.14 | -15.10 | 20.09 | 21.72 | 21.00 | 23.43 | 12.90 | -29.55 | -15.38 | 0.00 |
| Sharpe Ratio | NA | 0.04 | -0.25 | -0.35 | -0.22 | NA | NA | … | … | 0.56 | -0.24 | -0.38 | -0.39 | -0.66 | -1.51 | 0.74 | -0.62 | 1.10 | 0.95 | 0.74 | 0.61 | 0.12 | -0.57 | -0.41 | -0.08 |
| Standard Deviation(%) | NA | 72.07 | 80.24 | 81.91 | 73.13 | NA | NA | … | … | 55.70 | 78.87 | 93.46 | 80.45 | 61.28 | 27.25 | 14.64 | 27.83 | 17.37 | 22.18 | 26.92 | 35.25 | 71.41 | 57.91 | 45.12 | 44.85 |
| Draw Down(%) | NA | 22.69 | 75.56 | 88.52 | 90.69 | NA | NA | … | … | 21.48 | 59.56 | 75.56 | 41.33 | 53.65 | 41.34 | 4.69 | 23.27 | 14.24 | 9.79 | 22.93 | 22.96 | 25.37 | 37.50 | 40.00 | 3.85 |
| Yield(%) | 0.00 | 0.00 | 1.09 | 1.07 | 1.34 | 1.05 | 0.79 | … | … | 0.00 | 0.00 | 0.00 | 6.02 | 3.09 | 1.72 | 1.18 | 1.29 | 1.36 | 1.92 | 1.38 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/24/2012, Common starting date is 12/18/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBKN (Capital Bank Corp) |
-50.16%
Oct 2007 – Oct 2010 |
-34.83%
Oct 2005 – Oct 2010 |
-16.24%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBKN (Capital Bank Corp) |
23.63%
Mar 2000 – Mar 2003 |
19.77%
Dec 1999 – Dec 2004 |
-0.37%
Jan 1998 – Jan 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart