Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGB (Southwest Georgia Financial Corporation) | NA | -12.36% | -3.27% | 9.38% | 6.53% | 0.64% | 5.24% | … | … |
Data as of 04/03/2020, Common starting date is 09/03/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGB (Southwest Georgia Financial Corporation) | 09/03/1996 | 04/03/2020 |
| 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.94 | -12.36 | -3.27 | 9.38 | 6.53 | 0.64 | 5.24 | … | … | -46.01 | 15.48 | -15.50 | 20.06 | 25.33 | 10.92 | 24.18 | 18.77 | 15.38 | -22.48 | 21.25 | -13.56 | -41.41 | -8.03 | -11.67 | -3.74 | 19.74 | 21.33 | 19.43 | 14.18 | 4.31 | -40.51 | 19.63 | 13.19 | 2.13 |
| Sharpe Ratio | NA | -0.60 | -0.34 | -0.01 | 0.04 | NA | NA | … | … | -1.40 | 0.22 | -0.48 | 0.51 | 0.78 | 0.31 | 0.51 | 0.41 | 0.32 | -0.50 | 0.47 | -0.22 | -1.62 | -0.68 | -0.65 | -0.46 | 1.33 | 1.17 | 1.23 | 0.48 | 0.01 | -2.20 | 0.57 | -2.50 | 0.33 |
| Standard Deviation(%) | NA | 71.37 | 49.86 | 44.68 | 45.13 | NA | NA | … | … | 65.55 | 65.24 | 35.33 | 38.08 | 32.17 | 35.55 | 47.23 | 45.76 | 48.93 | 45.42 | 45.12 | 63.47 | 26.03 | 16.31 | 22.94 | 12.98 | 14.11 | 17.62 | 14.91 | 24.96 | 25.92 | 19.90 | 28.52 | 16.74 | 9.55 |
| Draw Down(%) | NA | 53.96 | 58.01 | 58.01 | 58.01 | NA | NA | … | … | 53.96 | 39.11 | 22.73 | 21.44 | 15.36 | 12.17 | 24.74 | 22.27 | 33.36 | 50.71 | 54.72 | 46.95 | 43.87 | 12.82 | 27.19 | 18.13 | 7.92 | 6.30 | 6.13 | 9.82 | 16.81 | 40.51 | 30.82 | 12.33 | 4.67 |
| Yield(%) | 0.00 | 0.55 | 1.58 | 2.79 | 2.29 | 1.39 | 3.26 | … | … | 0.00 | 1.16 | 2.00 | 2.26 | 2.69 | 2.83 | 2.78 | 2.06 | 1.75 | 0.92 | 1.09 | 0.00 | 2.76 | 2.91 | 2.38 | 2.29 | 2.69 | 2.34 | 2.52 | 2.60 | 2.84 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/03/2020, Common starting date is 09/03/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGB (Southwest Georgia Financial Corporation) |
-29.63%
Feb 2006 – Feb 2009 |
-18.67%
Sep 2004 – Sep 2009 |
-5.21%
Jul 1999 – Jul 2009 |
-2.64%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGB (Southwest Georgia Financial Corporation) |
28.46%
Nov 2001 – Nov 2004 |
22.72%
Aug 2012 – Aug 2017 |
16.72%
Dec 2009 – Dec 2019 |
6.20%
Feb 2002 – Feb 2017 |
Annualized Rolling Returns Comparison Chart