Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOMH (Somerset Hills Bancorp) | NA | 44.33% | 18.06% | 6.79% | 5.25% | NA | NA | … | … |
Data as of 06/03/2013, Common starting date is 02/24/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOMH (Somerset Hills Bancorp) | 02/24/2000 | 06/03/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | 44.33 | 18.06 | 6.79 | 5.25 | NA | NA | … | … | 36.21 | 24.19 | -14.29 | 19.28 | 25.59 | -50.40 | 4.10 | 5.24 | -1.20 | 7.79 | 50.00 | -6.35 | -8.11 | -30.19 |
| Sharpe Ratio | NA | 1.17 | 0.57 | 0.16 | 0.12 | NA | NA | … | … | 2.65 | 0.72 | -0.48 | 0.61 | 0.57 | -0.82 | 0.04 | 0.09 | -0.15 | 0.27 | 1.59 | -0.20 | -0.99 | -1.32 |
| Standard Deviation(%) | NA | 34.28 | 31.39 | 41.37 | 35.71 | NA | NA | … | … | 41.44 | 33.72 | 29.75 | 31.30 | 44.59 | 62.06 | 29.18 | 20.62 | 22.81 | 25.82 | 31.03 | 37.96 | 10.67 | 29.24 |
| Draw Down(%) | NA | 11.19 | 26.23 | 47.47 | 64.78 | NA | NA | … | … | 6.28 | 11.19 | 26.23 | 15.31 | 26.55 | 52.99 | 24.45 | 16.50 | 17.26 | 18.59 | 13.00 | 35.42 | 9.19 | 35.85 |
| Yield(%) | 0.00 | 3.70 | 3.44 | 2.42 | 1.72 | 0.78 | 0.59 | … | … | 1.83 | 4.08 | 2.94 | 2.64 | 3.14 | 1.42 | 0.99 | 0.73 | 0.25 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/03/2013, Common starting date is 02/24/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOMH (Somerset Hills Bancorp) |
-22.42%
Mar 2006 – Mar 2009 |
-12.20%
Mar 2004 – Mar 2009 |
-1.16%
Mar 2000 – Mar 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOMH (Somerset Hills Bancorp) |
24.33%
Mar 2003 – Mar 2006 |
12.09%
Sep 2002 – Sep 2007 |
6.64%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart