Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBBX (SB One Bancorp) | NA | -15.86% | -8.17% | 8.78% | 13.43% | 1.74% | 4.20% | … | … |
Data as of 08/03/2020, Common starting date is 02/20/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBBX (SB One Bancorp) | 02/20/1998 | 08/03/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.99 | -15.86 | -8.17 | 8.78 | 13.43 | 1.74 | 4.20 | … | … | -25.72 | 21.92 | -23.87 | 28.47 | 59.66 | 28.33 | 30.60 | 45.17 | 24.54 | -27.27 | 76.79 | -25.33 | -63.78 | -11.80 | -0.53 | 0.92 | 0.58 | 59.80 | 0.00 | 1.23 | 21.50 | -17.16 | -5.06 |
| Sharpe Ratio | NA | -0.61 | -0.73 | -0.41 | -0.19 | NA | NA | … | … | -0.70 | -0.07 | -2.28 | 0.39 | 0.98 | 0.45 | 0.50 | 0.69 | 0.13 | -0.79 | 1.01 | -0.40 | -0.89 | -1.12 | -1.11 | -1.17 | -0.86 | 1.73 | -1.11 | -0.83 | -1.83 | 0.32 | 1.04 |
| Standard Deviation(%) | NA | 65.20 | 40.87 | 35.70 | 39.15 | NA | NA | … | … | 83.75 | 19.67 | 19.93 | 23.83 | 25.83 | 21.93 | 24.05 | 38.62 | 46.55 | 58.31 | 57.73 | 110.97 | 93.48 | 30.25 | 20.74 | 17.12 | 22.18 | 23.37 | 17.84 | 24.36 | 25.71 | 24.39 | 32.35 |
| Draw Down(%) | NA | 54.00 | 63.40 | 63.40 | 63.40 | NA | NA | … | … | 53.81 | 13.19 | 35.71 | 15.10 | 7.92 | 6.65 | 9.90 | 18.67 | 15.27 | 37.32 | 28.36 | 49.91 | 67.80 | 28.12 | 13.07 | 15.94 | 33.09 | 15.59 | 14.58 | 18.26 | 18.06 | 28.57 | 31.19 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/03/2020, Common starting date is 02/20/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBBX (SB One Bancorp) |
-39.27%
Dec 2006 – Dec 2009 |
-29.18%
Feb 2004 – Feb 2009 |
-10.11%
Mar 1999 – Mar 2009 |
-3.04%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBBX (SB One Bancorp) |
42.17%
Jan 2015 – Jan 2018 |
38.35%
May 2012 – May 2017 |
22.19%
Dec 2009 – Dec 2019 |
7.48%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart