Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WAKE (Wake Forest Bancshares Inc) | NA | 99.55% | 28.13% | 16.51% | 14.29% | 10.08% | 5.19% | … | … |
Data as of 01/05/2024, Common starting date is 05/11/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WAKE (Wake Forest Bancshares Inc) | 05/11/1999 | 01/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 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 (%) | 0.00 | 99.55 | 28.13 | 16.51 | 14.29 | 10.08 | 5.19 | … | … | 0.00 | 100.82 | 3.20 | 2.08 | -7.15 | 8.02 | 1.92 | 11.45 | 6.49 | 1.49 | 45.96 | 36.81 | 26.91 | -5.05 | -11.76 | -23.69 | -39.36 | -13.58 | 8.79 | -6.43 | 22.08 | 41.57 | -12.55 | 53.19 | -4.79 | 9.00 |
| Sharpe Ratio | NA | 1.55 | 0.61 | 0.38 | 0.40 | NA | NA | … | … | 0.00 | 1.58 | 0.07 | 0.07 | -0.17 | 0.40 | 0.04 | 0.43 | 0.63 | 0.06 | 1.01 | 1.03 | 0.51 | -0.36 | -0.25 | -0.33 | -0.89 | -0.46 | 0.22 | -0.26 | 0.54 | 2.48 | -0.49 | 1.96 | -0.24 | 0.25 |
| Standard Deviation(%) | NA | 61.58 | 43.08 | 39.34 | 33.59 | NA | NA | … | … | NA | 61.70 | 23.90 | 31.76 | 44.53 | 16.35 | 13.91 | 25.47 | 9.91 | 25.09 | 45.68 | 35.83 | 53.20 | 14.09 | 46.84 | 72.01 | 45.34 | 35.85 | 24.74 | 32.76 | 39.13 | 16.49 | 28.10 | 26.43 | 37.16 | 43.39 |
| Draw Down(%) | NA | 11.32 | 20.85 | 37.80 | 37.80 | NA | NA | … | … | 0.00 | 11.32 | 20.85 | 10.61 | 37.80 | 9.35 | 14.08 | 12.60 | 4.30 | 15.46 | 20.00 | 13.69 | 25.25 | 15.09 | 33.87 | 34.02 | 41.29 | 26.11 | 11.11 | 23.53 | 23.47 | 5.41 | 20.00 | 10.45 | 27.89 | 17.79 |
| Yield(%) | 0.00 | 1.90 | 3.79 | 2.89 | 3.49 | 2.93 | 2.03 | … | … | 0.00 | 2.53 | 7.22 | 1.67 | 1.82 | 1.75 | 1.51 | 1.07 | 1.50 | 1.50 | 2.15 | 2.41 | 2.99 | 2.76 | 2.94 | 2.61 | 3.94 | 3.28 | 3.08 | 2.48 | 2.71 | 4.29 | 2.00 | 3.96 | 3.59 | 2.88 |
Data as of 01/05/2024, Common starting date is 05/11/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAKE (Wake Forest Bancshares Inc) |
-29.50%
Jul 2007 – Jul 2010 |
-20.13%
Oct 2006 – Oct 2011 |
-6.41%
Dec 2001 – Dec 2011 |
-1.06%
Apr 2005 – Apr 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAKE (Wake Forest Bancshares Inc) |
37.44%
Oct 2020 – Oct 2023 |
26.37%
Feb 2012 – Feb 2017 |
14.80%
Mar 2012 – Mar 2022 |
8.55%
Sep 2008 – Sep 2023 |
Annualized Rolling Returns Comparison Chart