Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OCBI (Orange County Bancorp Inc) | NA | 53.97% | 9.30% | 11.30% | 8.98% | 4.81% | NA | … | … |
Data as of 10/04/2021, Common starting date is 10/16/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OCBI (Orange County Bancorp Inc) | 10/16/2003 | 10/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.58 | 53.97 | 9.30 | 11.30 | 8.98 | 4.81 | NA | … | … | 28.97 | -4.42 | 12.10 | -1.27 | 24.45 | -0.24 | 14.77 | 15.31 | 1.91 | 8.55 | 3.70 | 2.87 | -7.80 | -12.08 | 1.01 | -9.17 | 9.00 | 8.70 | 8.24 |
| Sharpe Ratio | NA | 2.82 | 0.40 | 0.22 | 0.25 | NA | NA | … | … | 2.32 | -0.22 | 0.51 | -0.03 | 1.67 | -0.09 | 0.93 | 1.54 | 0.28 | 1.07 | 0.22 | 0.12 | -0.26 | -0.80 | -0.08 | -0.55 | 0.26 | 0.26 | 1.48 |
| Standard Deviation(%) | NA | 19.02 | 21.37 | 48.08 | 34.74 | NA | NA | … | … | 17.25 | 21.37 | 20.86 | 101.39 | 14.35 | 5.25 | 15.85 | 9.95 | 6.75 | 8.04 | 16.52 | 22.67 | 29.90 | 16.16 | 24.85 | 22.90 | 26.03 | 30.33 | 31.13 |
| Draw Down(%) | NA | 6.03 | 27.26 | 57.58 | 57.58 | NA | NA | … | … | 6.03 | 27.26 | 8.62 | 55.81 | 5.37 | 3.75 | 7.21 | 4.52 | 2.14 | 4.13 | 10.05 | 8.73 | 17.44 | 17.27 | 12.28 | 14.39 | 8.77 | 16.67 | 7.91 |
| Yield(%) | 0.00 | 3.48 | 2.78 | 3.43 | 3.85 | 2.55 | 2.39 | … | … | 2.20 | 2.73 | 2.96 | 2.85 | 3.48 | 3.32 | 3.68 | 4.08 | 3.02 | 4.00 | 3.79 | 3.58 | 3.16 | 2.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/04/2021, Common starting date is 10/16/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCBI (Orange County Bancorp Inc) |
-17.31%
Feb 2018 – Feb 2021 |
-7.46%
Feb 2005 – Feb 2010 |
-0.54%
Feb 2005 – Feb 2015 |
1.32%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCBI (Orange County Bancorp Inc) |
42.56%
Feb 2015 – Feb 2018 |
27.68%
Feb 2013 – Feb 2018 |
12.31%
Feb 2008 – Feb 2018 |
5.07%
Sep 2006 – Sep 2021 |
Annualized Rolling Returns Comparison Chart