Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JFBI (Jefferson Bancshares Inc) | NA | 44.50% | 33.64% | 3.68% | -2.83% | NA | NA | … | … |
Data as of 05/30/2014, Common starting date is 07/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JFBI (Jefferson Bancshares Inc) | 07/07/2003 | 05/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.52 | 44.50 | 33.64 | 3.68 | -2.83 | NA | NA | … | … | 24.92 | 137.78 | 16.88 | -28.70 | -31.65 | -42.23 | -14.62 | -20.76 | -2.61 | 5.89 | -3.03 | 10.60 |
| Sharpe Ratio | NA | 1.60 | 0.66 | 0.12 | -0.07 | NA | NA | … | … | 2.48 | 3.52 | 0.28 | -0.43 | -0.48 | -0.50 | -0.27 | -1.06 | -0.45 | 0.24 | -0.23 | 1.04 |
| Standard Deviation(%) | NA | 27.76 | 48.55 | 59.59 | 51.73 | NA | NA | … | … | 29.16 | 39.13 | 60.08 | 66.20 | 66.50 | 85.40 | 56.54 | 22.45 | 13.23 | 15.78 | 17.07 | 21.28 |
| Draw Down(%) | NA | 8.14 | 47.43 | 72.70 | 85.31 | NA | NA | … | … | 2.54 | 11.42 | 33.09 | 52.63 | 49.54 | 46.58 | 34.61 | 24.89 | 6.31 | 8.11 | 19.32 | 10.54 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.26 | 1.12 | 0.78 | 0.59 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.79 | 2.39 | 1.85 | 1.96 | 2.05 | 1.67 | 0.64 |
Data as of 05/30/2014, Common starting date is 07/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFBI (Jefferson Bancshares Inc) |
-34.46%
Dec 2008 – Dec 2011 |
-29.90%
Apr 2007 – Apr 2012 |
-7.91%
Sep 2003 – Sep 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JFBI (Jefferson Bancshares Inc) |
31.25%
Mar 2011 – Mar 2014 |
3.32%
Feb 2009 – Feb 2014 |
-3.11%
Apr 2004 – Apr 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart