Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NAL (Newalliance Bancshares Inc) | NA | 15.09% | 5.76% | 0.87% | NA | NA | NA | … | … |
Data as of 10/25/2011, Common starting date is 04/05/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NAL (Newalliance Bancshares Inc) | 04/05/2004 | 10/25/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.09 | 5.76 | 0.87 | NA | NA | NA | … | … | -0.89 | 26.91 | -6.63 | 16.75 | -28.52 | 14.63 | -3.56 | 2.59 |
| Sharpe Ratio | NA | 1.34 | 0.12 | 0.00 | NA | NA | NA | … | … | -0.11 | 1.11 | -0.17 | 0.27 | -1.05 | 0.73 | -0.37 | 0.14 |
| Standard Deviation(%) | NA | 11.21 | 33.39 | 36.35 | NA | NA | NA | … | … | 10.07 | 24.12 | 39.21 | 58.61 | 30.35 | 15.50 | 15.74 | 16.63 |
| Draw Down(%) | NA | 8.96 | 33.80 | 41.19 | NA | NA | NA | … | … | 8.96 | 16.70 | 27.01 | 28.83 | 32.12 | 6.63 | 14.29 | 12.73 |
| Yield(%) | 0.00 | 1.08 | 1.78 | 1.58 | 1.12 | 0.75 | 0.56 | … | … | 0.46 | 2.27 | 2.14 | 2.42 | 1.55 | 1.60 | 1.40 | 0.53 |
Data as of 10/25/2011, Common starting date is 04/05/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAL (Newalliance Bancshares Inc) |
-8.76%
Oct 2006 – Oct 2009 |
-4.00%
Sep 2004 – Sep 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAL (Newalliance Bancshares Inc) |
13.46%
Feb 2008 – Feb 2011 |
3.94%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart