Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBNY (Signature Bank) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 10/23/2023, Common starting date is 03/23/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBNY (Signature Bank) | 03/23/2004 | 10/23/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | -63.99 | 141.48 | 1.21 | 35.25 | -24.33 | -8.62 | -2.07 | 21.76 | 17.26 | 50.57 | 18.92 | 19.84 | 56.93 | 11.19 | -14.99 | 8.94 | 10.37 | -13.26 | 66.20 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -1.17 | 3.60 | 0.01 | 1.38 | -0.94 | -0.40 | -0.07 | 0.92 | 0.68 | 2.72 | 0.95 | 0.49 | 2.12 | 0.22 | -0.25 | 0.19 | 0.27 | -0.55 | 2.61 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 56.08 | 39.34 | 68.09 | 24.50 | 27.30 | 23.00 | 30.72 | 23.65 | 25.19 | 18.60 | 19.99 | 40.13 | 26.83 | 51.05 | 63.33 | 31.60 | 26.85 | 28.03 | 34.94 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 69.15 | 13.70 | 51.02 | 16.76 | 36.52 | 27.15 | 25.14 | 16.59 | 20.84 | 9.99 | 12.74 | 26.30 | 14.74 | 32.64 | 36.65 | 14.22 | 23.31 | 27.79 | 14.25 |
| Yield(%) | 0.00 | 0.85 | 2.26 | 1.89 | 1.06 | 2.72 | 2.77 | … | … | 0.62 | 0.68 | 1.65 | 1.64 | 2.14 | 0.81 | 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 10/23/2023, Common starting date is 03/23/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBNY (Signature Bank) |
-93.67%
Sep 2020 – Sep 2023 |
-81.97%
Sep 2018 – Sep 2023 |
-56.54%
Sep 2013 – Sep 2023 |
-38.82%
Sep 2008 – Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBNY (Signature Bank) |
48.96%
Dec 2018 – Dec 2021 |
39.25%
Feb 2009 – Feb 2014 |
19.97%
Feb 2012 – Feb 2022 |
17.98%
Feb 2007 – Feb 2022 |
Annualized Rolling Returns Comparison Chart