Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYCB (New York Community Bancorp Inc) | NA | -59.83% | -30.62% | -17.11% | -9.14% | -1.98% | -2.41% | … | … |
Data as of 11/14/2024, Common starting date is 11/24/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYCB (New York Community Bancorp Inc) | 11/24/1993 | 11/14/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.08 | -59.83 | -30.62 | -17.11 | -9.14 | -1.98 | -2.41 | … | … | -64.27 | 26.87 | -24.54 | 22.67 | -5.82 | 33.49 | -24.32 | -13.88 | 2.16 | 8.20 | 1.27 | 37.76 | 14.26 | -29.86 | 38.02 | 32.46 | -27.89 | 15.81 | 3.54 | -15.01 | -43.53 | 35.90 | 29.69 | 43.38 | 41.51 | -8.82 | -26.54 | 28.23 | 19.75 | 49.29 | 16.91 | 1.87 |
| Sharpe Ratio | NA | -0.69 | -0.53 | -0.35 | -0.25 | NA | NA | … | … | -0.76 | 0.45 | -0.80 | 0.80 | -0.12 | 1.25 | -0.91 | -0.75 | 0.09 | 0.36 | 0.09 | 2.41 | 0.72 | -0.90 | 1.59 | 0.59 | -0.47 | 0.54 | 0.02 | -0.88 | -1.05 | 1.02 | 0.82 | 0.67 | 1.01 | -0.41 | -0.61 | 0.55 | 0.49 | 1.81 | 0.50 | 1.19 |
| Standard Deviation(%) | NA | 95.53 | 64.69 | 56.21 | 43.42 | NA | NA | … | … | 100.65 | 50.71 | 32.34 | 28.40 | 49.65 | 25.66 | 28.31 | 19.34 | 21.63 | 22.70 | 14.24 | 15.63 | 19.81 | 33.30 | 23.81 | 54.88 | 61.74 | 24.03 | 14.57 | 19.58 | 42.48 | 34.52 | 34.77 | 62.15 | 36.90 | 29.71 | 49.04 | 44.85 | 32.72 | 25.16 | 28.10 | 15.50 |
| Draw Down(%) | NA | 76.35 | 80.11 | 80.11 | 80.11 | NA | NA | … | … | 74.72 | 37.50 | 34.50 | 17.04 | 31.08 | 23.43 | 37.44 | 25.11 | 12.15 | 17.79 | 11.70 | 8.01 | 15.25 | 37.61 | 14.20 | 41.17 | 45.36 | 12.53 | 9.50 | 20.16 | 59.11 | 24.69 | 21.36 | 33.58 | 33.84 | 27.85 | 51.46 | 35.94 | 27.93 | 8.49 | 28.53 | 3.37 |
| Yield(%) | 0.00 | 0.77 | 3.81 | 4.60 | 3.89 | 6.48 | 4.23 | … | … | 0.67 | 7.87 | 5.48 | 6.48 | 5.73 | 5.33 | 3.90 | 4.27 | 4.27 | 6.27 | 6.02 | 7.46 | 7.94 | 5.27 | 6.93 | 8.24 | 5.77 | 6.17 | 6.01 | 4.90 | 3.42 | 3.97 | 3.29 | 3.35 | 3.72 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/14/2024, Common starting date is 11/24/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYCB (New York Community Bancorp Inc) |
-35.63%
Apr 2021 – Apr 2024 |
-20.97%
Apr 2019 – Apr 2024 |
-11.57%
Apr 2014 – Apr 2024 |
-3.09%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYCB (New York Community Bancorp Inc) |
60.86%
Apr 2000 – Apr 2003 |
27.29%
Jan 1999 – Jan 2004 |
20.43%
Dec 1993 – Dec 2003 |
11.56%
Jun 2000 – Jun 2015 |
Annualized Rolling Returns Comparison Chart