Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OFG-PA (OFG Bancorp PFD A 7.125%) | NA | 3.99% | 2.37% | 5.17% | 0.94% | 0.73% | 0.25% | … | … |
Data as of 04/30/2021, Common starting date is 06/11/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFG-PA (OFG Bancorp PFD A 7.125%) | 06/11/1999 | 04/30/2021 |
| 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 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.28 | 3.99 | 2.37 | 5.17 | 0.94 | 0.73 | 0.25 | … | … | -5.08 | 0.77 | 8.05 | 0.42 | -5.11 | 44.19 | -25.30 | 6.12 | -9.96 | 9.88 | -0.75 | 24.11 | -7.64 | -18.25 | -2.15 | -2.18 | -1.56 | -1.35 | 2.16 | 3.25 | 22.11 | -16.32 | -1.28 |
| Sharpe Ratio | NA | 0.33 | 0.06 | 0.19 | 0.02 | NA | NA | … | … | -1.66 | 0.01 | 0.80 | -0.06 | -0.34 | 1.67 | -0.89 | 0.32 | -0.75 | 0.58 | -0.04 | 0.70 | -0.09 | -0.43 | -0.37 | -0.24 | -0.23 | -0.15 | 0.13 | 0.15 | 1.17 | -1.17 | -0.42 |
| Standard Deviation(%) | NA | 12.10 | 24.21 | 21.83 | 21.87 | NA | NA | … | … | 8.93 | 39.80 | 8.27 | 13.78 | 16.82 | 26.23 | 28.40 | 19.12 | 13.30 | 17.20 | 17.65 | 34.13 | 90.73 | 43.94 | 13.98 | 22.41 | 15.99 | 15.48 | 10.69 | 14.27 | 16.84 | 16.89 | 13.84 |
| Draw Down(%) | NA | 5.16 | 36.54 | 36.54 | 43.08 | NA | NA | … | … | 5.16 | 34.99 | 4.11 | 9.97 | 12.39 | 17.73 | 31.08 | 11.31 | 18.53 | 6.08 | 10.86 | 13.41 | 57.46 | 34.24 | 8.40 | 14.90 | 6.79 | 5.66 | 5.48 | 6.83 | 8.96 | 17.95 | 3.74 |
| Yield(%) | 0.00 | 7.48 | 7.72 | 9.25 | 7.43 | 6.24 | 4.95 | … | … | 2.32 | 6.86 | 7.43 | 7.50 | 7.63 | 10.20 | 7.66 | 8.14 | 7.29 | 6.78 | 2.65 | 3.29 | 5.97 | 4.31 | 3.61 | 0.59 | 0.00 | 0.00 | 3.54 | 5.30 | 3.68 | 3.69 | 1.84 |
Data as of 04/30/2021, Common starting date is 06/11/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFG-PA (OFG Bancorp PFD A 7.125%) |
-25.60%
Feb 2006 – Feb 2009 |
-16.32%
Feb 2004 – Feb 2009 |
-4.56%
Jul 1999 – Jul 2009 |
-2.02%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFG-PA (OFG Bancorp PFD A 7.125%) |
31.03%
Feb 2009 – Feb 2012 |
15.72%
Feb 2009 – Feb 2014 |
9.10%
Feb 2009 – Feb 2019 |
0.77%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart