Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMBI (First Midwest Bancorp Inc) | NA | 20.60% | 1.18% | -0.25% | 8.75% | -1.87% | 0.81% | … | … |
Data as of 02/15/2022, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMBI (First Midwest Bancorp Inc) | 03/26/1990 | 02/15/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 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 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.28 | 20.60 | 1.18 | -0.25 | 8.75 | -1.87 | 0.81 | … | … | 5.03 | 34.23 | -27.92 | 19.45 | -15.91 | -4.21 | 39.43 | 9.89 | -0.59 | 41.48 | 24.01 | -11.70 | 6.14 | -45.21 | -31.44 | -18.08 | 13.70 | -0.58 | 14.81 | 24.74 | -6.12 | 4.71 | -10.02 | -28.57 | -11.08 | 37.31 | 16.24 | 23.78 | -2.42 | 32.64 | 23.75 | 15.49 | -33.23 |
| Sharpe Ratio | NA | 0.84 | 0.03 | -0.02 | 0.28 | NA | NA | … | … | 2.14 | 1.13 | -0.46 | 0.78 | -0.70 | -0.22 | 1.51 | 0.42 | -0.03 | 1.84 | 0.90 | -0.23 | 0.13 | -0.46 | -0.39 | -0.78 | 0.53 | -0.13 | 0.73 | 1.43 | -0.25 | 0.07 | -0.32 | -0.66 | -0.42 | 1.49 | 0.45 | 0.92 | -0.22 | 1.22 | 0.70 | 0.33 | -1.25 |
| Standard Deviation(%) | NA | 28.66 | 41.71 | 35.48 | 30.36 | NA | NA | … | … | 22.83 | 30.38 | 61.05 | 23.27 | 24.73 | 22.17 | 25.83 | 23.36 | 22.51 | 22.54 | 26.96 | 50.81 | 47.18 | 98.01 | 81.81 | 27.26 | 19.76 | 21.49 | 19.05 | 16.83 | 28.83 | 33.51 | 44.31 | 47.88 | 34.59 | 22.58 | 28.24 | 21.77 | 24.90 | 24.94 | 30.41 | 35.73 | 36.92 |
| Draw Down(%) | NA | 25.77 | 53.34 | 59.11 | 59.11 | NA | NA | … | … | 8.29 | 25.77 | 52.76 | 20.66 | 33.17 | 20.17 | 14.82 | 13.50 | 12.77 | 13.58 | 24.58 | 47.13 | 47.45 | 69.90 | 54.95 | 21.95 | 8.60 | 13.11 | 9.47 | 10.46 | 23.61 | 19.35 | 35.85 | 42.72 | 30.99 | 9.96 | 20.92 | 7.14 | 22.21 | 10.31 | 13.09 | 25.73 | 44.11 |
| Yield(%) | 0.00 | 3.05 | 2.41 | 2.03 | 3.30 | 1.08 | 1.91 | … | … | 0.00 | 3.49 | 2.44 | 2.68 | 1.88 | 1.54 | 2.01 | 2.14 | 1.78 | 1.20 | 0.38 | 0.33 | 0.36 | 0.20 | 3.91 | 3.07 | 3.14 | 2.80 | 2.78 | 2.89 | 2.46 | 3.49 | 3.65 | 2.33 | 2.10 | 2.61 | 2.89 | 3.20 | 2.75 | 3.04 | 3.20 | 3.59 | 1.75 |
Data as of 02/15/2022, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMBI (First Midwest Bancorp Inc) |
-39.79%
Jun 2006 – Jun 2009 |
-26.53%
Sep 2006 – Sep 2011 |
-12.11%
Sep 2001 – Sep 2011 |
-6.13%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMBI (First Midwest Bancorp Inc) |
42.47%
Apr 1995 – Apr 1998 |
27.01%
Nov 1992 – Nov 1997 |
16.08%
Nov 1991 – Nov 2001 |
13.76%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart