Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UBNC (Union Bank North Carolina) | NA | 23.91% | 15.02% | 7.09% | 13.88% | 4.63% | 12.08% | … | … |
Data as of 12/09/2022, Common starting date is 11/08/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UBNC (Union Bank North Carolina) | 11/08/1999 | 12/09/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.94 | 23.91 | 15.02 | 7.09 | 13.88 | 4.63 | 12.08 | … | … | 19.26 | 52.95 | -19.37 | 1.11 | -13.25 | 26.72 | 6.94 | -3.39 | 22.15 | 47.49 | -18.44 | 3.86 | -11.62 | -1.18 | -30.33 | -20.43 | 74.24 | 34.30 | -1.49 | 31.85 | -7.28 | 30.20 | -4.76 | -2.33 |
| Sharpe Ratio | NA | 0.87 | 0.44 | 0.22 | 0.49 | NA | NA | … | … | 0.78 | 2.01 | -0.46 | -0.03 | -0.57 | 0.75 | 0.28 | -0.23 | 0.94 | 1.70 | -0.30 | 0.06 | -0.21 | -0.02 | -0.80 | -0.88 | 1.40 | 1.98 | -0.11 | 2.48 | -0.39 | 0.81 | -0.40 | -1.34 |
| Standard Deviation(%) | NA | 24.35 | 32.02 | 27.70 | 26.75 | NA | NA | … | … | 24.77 | 26.33 | 42.40 | 9.19 | 25.54 | 34.79 | 23.68 | 14.99 | 23.64 | 27.92 | 61.18 | 68.19 | 56.81 | 78.14 | 39.09 | 26.77 | 50.93 | 16.21 | 22.36 | 12.56 | 21.28 | 35.18 | 21.96 | 13.69 |
| Draw Down(%) | NA | 13.87 | 41.00 | 52.28 | 52.28 | NA | NA | … | … | 13.87 | 14.15 | 41.00 | 8.61 | 27.90 | 18.75 | 12.82 | 17.19 | 9.33 | 16.25 | 28.00 | 22.45 | 35.60 | 21.57 | 39.47 | 22.58 | 20.45 | 3.45 | 12.75 | 4.55 | 15.12 | 18.18 | 18.18 | 4.55 |
| Yield(%) | 0.00 | 1.85 | 1.65 | 1.33 | 2.43 | 1.18 | 4.76 | … | … | 1.26 | 1.70 | 1.37 | 1.39 | 1.12 | 1.37 | 1.47 | 1.26 | 1.35 | 1.99 | 1.86 | 1.44 | 1.28 | 1.26 | 0.85 | 0.64 | 0.91 | 0.68 | 0.00 | 47.99 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/09/2022, Common starting date is 11/08/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UBNC (Union Bank North Carolina) |
-20.70%
Jun 2007 – Jun 2010 |
-14.35%
Feb 2007 – Feb 2012 |
-1.34%
Dec 2006 – Dec 2016 |
1.95%
Dec 2006 – Dec 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UBNC (Union Bank North Carolina) |
54.57%
Jan 2003 – Jan 2006 |
43.02%
Apr 2002 – Apr 2007 |
16.59%
Apr 2000 – Apr 2010 |
14.12%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart