Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CFFC (Community Financial Corp) | NA | 115.52% | 13.54% | -4.32% | 0.13% | 0.85% | 6.19% | … | … |
Data as of 01/11/2013, Common starting date is 12/09/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFFC (Community Financial Corp) | 12/09/1992 | 01/11/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.70 | 115.52 | 13.54 | -4.32 | 0.13 | 0.85 | 6.19 | … | … | 3.31 | 84.45 | -5.75 | -19.82 | 13.32 | -56.38 | -21.35 | 11.82 | -3.25 | 13.53 | 59.11 | 20.16 | 13.39 | -4.62 | -13.45 | -13.14 | 33.94 | 15.96 | 39.38 | 24.28 | 25.89 | 0.00 |
| Sharpe Ratio | NA | 2.00 | 0.21 | -0.06 | -0.01 | NA | NA | … | … | 5.23 | 1.47 | -0.09 | -0.28 | 0.12 | -0.63 | -0.40 | 0.24 | -0.20 | 0.39 | 2.71 | 0.73 | 0.61 | -0.30 | -0.45 | -0.37 | 0.87 | 0.31 | 0.76 | 0.98 | 0.60 | 0.00 |
| Standard Deviation(%) | NA | 57.73 | 64.59 | 81.21 | 63.45 | NA | NA | … | … | 34.16 | 58.07 | 65.92 | 70.41 | 110.03 | 90.67 | 61.72 | 35.49 | 27.81 | 32.05 | 21.55 | 26.16 | 18.21 | 29.18 | 37.09 | 44.63 | 34.53 | 39.57 | 46.85 | 21.74 | 39.14 | NA |
| Draw Down(%) | NA | 17.31 | 53.95 | 77.50 | 82.10 | NA | NA | … | … | 3.70 | 17.68 | 41.71 | 39.50 | 49.89 | 63.70 | 33.60 | 14.57 | 19.92 | 25.56 | 8.93 | 10.44 | 6.51 | 28.50 | 23.11 | 32.61 | 8.51 | 11.11 | 15.28 | 11.11 | 16.85 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.49 | 0.97 | 0.54 | 0.73 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.28 | 2.23 | 1.16 | 0.98 | 1.07 | 1.51 | 1.55 | 1.68 | 1.53 | 1.35 | 0.54 | 0.66 | 0.77 | 0.77 | 0.41 | 0.50 | 0.00 |
Data as of 01/11/2013, Common starting date is 12/09/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFFC (Community Financial Corp) |
-33.90%
Feb 2006 – Feb 2009 |
-26.24%
Nov 2006 – Nov 2011 |
-5.86%
Nov 2001 – Nov 2011 |
-3.32%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFFC (Community Financial Corp) |
33.81%
Mar 1995 – Mar 1998 |
27.04%
May 1993 – May 1998 |
16.26%
Mar 1994 – Mar 2004 |
10.47%
May 1993 – May 2008 |
Annualized Rolling Returns Comparison Chart