Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMTB (Smithtown Bancorp Inc) | NA | -41.63% | -43.50% | -25.68% | -1.91% | NA | NA | … | … |
Data as of 11/30/2010, Common starting date is 01/12/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMTB (Smithtown Bancorp Inc) | 01/12/1999 | 11/30/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.81 | -41.63 | -43.50 | -25.68 | -1.91 | NA | NA | … | … | -37.31 | -62.52 | -27.05 | -9.51 | 37.27 | -5.68 | 46.97 | 61.77 | 39.87 | 23.44 | 3.34 | 10.00 |
| Sharpe Ratio | NA | -0.61 | -0.66 | -0.48 | -0.07 | NA | NA | … | … | -0.63 | -0.97 | -0.39 | -0.46 | 1.01 | -0.23 | 1.16 | 2.21 | 1.49 | 0.82 | -0.04 | 0.33 |
| Standard Deviation(%) | NA | 68.64 | 66.83 | 56.65 | 46.98 | NA | NA | … | … | 63.29 | 64.80 | 72.41 | 27.54 | 33.66 | 34.50 | 39.59 | 27.64 | 26.10 | 26.35 | 17.67 | 21.49 |
| Draw Down(%) | NA | 67.36 | 90.26 | 91.71 | 91.71 | NA | NA | … | … | 65.02 | 70.71 | 35.56 | 21.65 | 16.67 | 32.09 | 38.81 | 9.64 | 10.34 | 12.40 | 6.56 | 9.02 |
| Yield(%) | 0.00 | 0.00 | 0.51 | 0.44 | 0.18 | 0.14 | 0.10 | … | … | 0.00 | 0.75 | 0.71 | 0.59 | 0.50 | 0.46 | 0.28 | 0.20 | 0.24 | 0.13 | 0.03 | 0.00 |
Data as of 11/30/2010, Common starting date is 01/12/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMTB (Smithtown Bancorp Inc) |
-51.07%
May 2007 – May 2010 |
-29.64%
May 2005 – May 2010 |
-4.15%
May 2000 – May 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMTB (Smithtown Bancorp Inc) |
67.21%
Jun 2001 – Jun 2004 |
40.70%
Jun 1999 – Jun 2004 |
12.83%
Aug 1999 – Aug 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart