Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAVB (Savannah Bancorp Inc) | NA | 98.32% | 3.68% | -12.34% | -1.42% | -0.62% | NA | … | … |
Data as of 12/14/2012, Common starting date is 08/21/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAVB (Savannah Bancorp Inc) | 08/21/1995 | 12/14/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.27 | 98.32 | 3.68 | -12.34 | -1.42 | -0.62 | NA | … | … | 91.11 | -29.29 | -12.28 | -7.66 | -46.58 | -35.85 | -2.79 | 32.97 | 18.34 | 54.72 | 4.71 | 18.60 | -1.20 | -23.37 | 12.07 | 43.56 | 22.74 | 25.06 |
| Sharpe Ratio | NA | 1.73 | 0.08 | -0.22 | -0.06 | NA | NA | … | … | 1.54 | -0.56 | -0.31 | -0.11 | -0.82 | -1.46 | -0.34 | 1.44 | 0.61 | 1.90 | 0.10 | 0.50 | -0.23 | -0.85 | 0.26 | -0.25 | 0.49 | 1.44 |
| Standard Deviation(%) | NA | 56.77 | 47.79 | 56.33 | 44.13 | NA | NA | … | … | 63.22 | 52.07 | 39.57 | 72.80 | 57.69 | 26.77 | 17.85 | 21.39 | 28.65 | 28.47 | 35.06 | 33.35 | 23.20 | 31.14 | 33.10 | 46.68 | 39.20 | 57.21 |
| Draw Down(%) | NA | 24.96 | 61.89 | 75.37 | 83.37 | NA | NA | … | … | 18.48 | 41.87 | 43.85 | 39.18 | 53.00 | 38.14 | 12.31 | 8.67 | 12.18 | 10.67 | 21.76 | 23.58 | 13.41 | 26.09 | 31.99 | 13.04 | 9.52 | 13.51 |
| Yield(%) | 0.00 | 0.00 | 0.08 | 0.73 | 1.35 | 1.19 | 1.38 | … | … | 0.00 | 0.00 | 0.25 | 2.12 | 2.86 | 1.78 | 1.28 | 1.60 | 1.45 | 1.94 | 1.91 | 1.86 | 1.16 | 0.99 | 0.77 | 0.30 | 0.20 | 0.06 |
Data as of 12/14/2012, Common starting date is 08/21/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAVB (Savannah Bancorp Inc) |
-38.10%
Jun 2006 – Jun 2009 |
-27.79%
Dec 2006 – Dec 2011 |
-8.80%
Jun 2002 – Jun 2012 |
-4.24%
Jun 1997 – Jun 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAVB (Savannah Bancorp Inc) |
34.53%
Dec 2002 – Dec 2005 |
24.77%
Dec 2000 – Dec 2005 |
18.72%
Oct 1995 – Oct 2005 |
4.30%
Sep 1995 – Sep 2010 |
Annualized Rolling Returns Comparison Chart