Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYB (New York Community Bancorp, Inc.) | NA | 17.37% | 11.20% | -0.01% | 4.18% | 10.60% | NA | … | … |
Data as of 11/12/2012, Common starting date is 11/24/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYB (New York Community Bancorp, Inc.) | 11/24/1993 | 11/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.26 | 17.37 | 11.20 | -0.01 | 4.18 | 10.60 | NA | … | … | 13.76 | -29.83 | 35.93 | 32.46 | -27.89 | 15.81 | 3.54 | -15.01 | -25.02 | 78.79 | 28.18 | 42.73 | 42.55 | -4.39 | 11.78 | 94.73 | 64.32 | 52.01 | 19.16 | 1.82 |
| Sharpe Ratio | NA | 0.71 | 0.41 | -0.01 | 0.09 | NA | NA | … | … | 0.78 | -0.89 | 1.51 | 0.59 | -0.47 | 0.53 | 0.02 | -0.88 | -0.82 | 3.64 | 0.78 | 1.10 | 1.04 | -0.26 | 0.28 | 1.59 | 3.36 | 1.83 | 0.53 | 1.05 |
| Standard Deviation(%) | NA | 21.25 | 27.50 | 43.15 | 34.86 | NA | NA | … | … | 20.60 | 33.41 | 23.72 | 54.88 | 61.74 | 24.03 | 14.57 | 19.58 | 31.69 | 21.44 | 34.74 | 37.35 | 36.89 | 29.81 | 29.78 | 24.66 | 17.91 | 26.31 | 30.40 | 16.94 |
| Draw Down(%) | NA | 15.23 | 38.04 | 60.07 | 69.93 | NA | NA | … | … | 15.23 | 37.58 | 15.50 | 41.17 | 45.36 | 12.53 | 9.50 | 20.16 | 48.57 | 11.39 | 21.36 | 39.04 | 33.71 | 25.70 | 27.08 | 10.64 | 5.83 | 9.41 | 26.91 | 3.39 |
| Yield(%) | 1.85 | 8.34 | 8.73 | 5.49 | 3.54 | 2.08 | 1.68 | … | … | 7.94 | 5.27 | 6.93 | 8.24 | 5.77 | 6.17 | 6.01 | 4.90 | 2.56 | 2.23 | 1.85 | 0.84 | 0.93 | 0.84 | 0.43 | 0.22 | 0.16 | 0.07 | 0.02 | 0.00 |
Data as of 11/12/2012, Common starting date is 11/24/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYB (New York Community Bancorp, Inc.) |
-17.36%
Feb 2004 – Feb 2007 |
-17.82%
Feb 2004 – Feb 2009 |
2.84%
May 2002 – May 2012 |
10.58%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYB (New York Community Bancorp, Inc.) |
71.74%
Mar 1995 – Mar 1998 |
48.14%
Apr 1994 – Apr 1999 |
41.43%
Mar 1994 – Mar 2004 |
21.96%
Mar 1995 – Mar 2010 |
Annualized Rolling Returns Comparison Chart