Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESBF (ESB Financial Corp) | NA | 45.66% | 20.79% | 20.78% | 10.19% | 13.09% | NA | … | … |
Data as of 02/10/2015, Common starting date is 08/21/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESBF (ESB Financial Corp) | 08/21/1995 | 02/10/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.37 | 45.66 | 20.79 | 20.78 | 10.19 | 13.09 | NA | … | … | -6.18 | 37.32 | 26.60 | 1.53 | 7.11 | 26.36 | 26.98 | 11.80 | -5.64 | 1.51 | -19.73 | -7.58 | 52.94 | 53.73 | 29.65 | -6.77 | -25.57 | -6.53 | 57.27 | 2.48 | 6.53 |
| Sharpe Ratio | NA | 1.14 | 0.64 | 0.50 | 0.24 | NA | NA | … | … | -1.50 | 0.84 | 1.09 | 0.04 | 0.12 | 0.58 | 0.59 | 0.26 | -0.52 | -0.08 | -0.70 | -0.27 | 1.38 | 1.58 | 0.82 | -0.40 | -1.02 | -0.29 | 0.05 | -0.03 | 0.41 |
| Standard Deviation(%) | NA | 39.90 | 32.60 | 41.41 | 37.94 | NA | NA | … | … | 29.87 | 44.18 | 24.34 | 35.00 | 60.23 | 45.00 | 45.78 | 41.55 | 16.85 | 23.64 | 31.45 | 31.41 | 37.74 | 33.31 | 33.91 | 27.04 | 28.33 | 33.95 | 38.42 | 35.97 | 37.76 |
| Draw Down(%) | NA | 14.04 | 20.67 | 28.73 | 32.34 | NA | NA | … | … | 11.77 | 17.35 | 12.31 | 18.37 | 28.73 | 19.48 | 29.74 | 24.13 | 14.74 | 16.61 | 23.03 | 26.00 | 28.68 | 10.23 | 20.83 | 24.97 | 34.27 | 24.31 | 16.47 | 12.00 | 12.46 |
| Yield(%) | 0.00 | 3.18 | 3.03 | 3.44 | 2.97 | 3.10 | 2.53 | … | … | 0.00 | 2.82 | 2.82 | 2.82 | 2.39 | 3.00 | 3.66 | 4.07 | 3.71 | 3.59 | 2.77 | 2.50 | 3.01 | 2.91 | 2.66 | 2.27 | 1.19 | 0.92 | 1.50 | 1.56 | 0.61 |
Data as of 02/10/2015, Common starting date is 08/21/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESBF (ESB Financial Corp) |
-13.44%
Dec 1997 – Dec 2000 |
-6.96%
Apr 2003 – Apr 2008 |
2.57%
Apr 1998 – Apr 2008 |
6.43%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESBF (ESB Financial Corp) |
46.19%
Apr 2000 – Apr 2003 |
21.74%
Oct 2009 – Oct 2014 |
14.54%
Dec 2000 – Dec 2010 |
13.69%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison Chart