Annualized Returns
|
Annual Return 1y
|
Annual Return 3y
|
Annual Return 5y
|
Annual Return 10y
|
Annual Return 20y
|
Annual Return
|
Sterling Bancorp, Inc. (Southfield, MI) |
-13.93% |
-1.41% |
-12.78% |
-15.17% |
-8.79% |
-8.79% |
Annual Returns
Year
|
Sterling Bancorp, Inc. (Southfield, MI)
|
2006 |
0% |
2007 |
5.13% |
2008 |
0% |
2009 |
0% |
2010 |
0% |
2011 |
0% |
2012 |
0% |
2013 |
0% |
2014 |
0% |
2015 |
0% |
2016 |
0% |
2017 |
-49.6% |
2018 |
-45.08% |
2019 |
17.02% |
2020 |
-43.87% |
2021 |
26.65% |
2022 |
5.91% |
2023 |
-5.25% |
2024 |
-16.46% |
Sterling Bancorp, Inc. (Southfield, MI) had 4 positive years and 5 negative years. That's a positive ratio of 44%.
Monthly Returns
|
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
YTD
|
2006 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
0% |
0% |
2007 |
0% |
5.1% |
0.7% |
0.2% |
-0.4% |
-0.4% |
0% |
0% |
0% |
0% |
0% |
0% |
5.1% |
2008 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
2009 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
2010 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
2011 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
2012 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
2013 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
2014 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
2015 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
2016 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
2017 |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
0% |
-50.8% |
2.4% |
-49.6% |
2018 |
-0.1% |
10.4% |
-3.5% |
-5.7% |
7% |
-1.9% |
-4% |
-4.4% |
-7.7% |
-8.5% |
-18.5% |
-17.6% |
-45.1% |
2019 |
23.7% |
17.4% |
0.5% |
-3.5% |
-9.1% |
12.2% |
-1.5% |
-4.9% |
4.6% |
-0.7% |
0.1% |
-16.4% |
17% |
2020 |
-9.5% |
-4.4% |
-38.6% |
-16.1% |
-21.1% |
25.6% |
-14.8% |
-2.6% |
1.4% |
17.3% |
10.8% |
16.1% |
-43.9% |
2021 |
3.1% |
9.8% |
10.1% |
-12.5% |
-2.8% |
-5.4% |
5.1% |
11.1% |
-2.8% |
4.8% |
-0.4% |
6.7% |
26.7% |
2022 |
3.5% |
3.9% |
14.9% |
-3.8% |
-3.1% |
-13.9% |
9.8% |
-5.9% |
2.4% |
5.6% |
1.1% |
-5.4% |
5.9% |
2023 |
0% |
1.8% |
-8.7% |
-4.2% |
-7.9% |
9.6% |
8.6% |
-0.8% |
-0.9% |
-5.1% |
0.9% |
3.2% |
-5.3% |
2024 |
-6.2% |
-6.8% |
2.4% |
-6.6% |
- |
- |
- |
- |
- |
- |
- |
- |
-16.5% |
Pos |
50% |
75% |
62.5% |
12.5% |
14.3% |
42.9% |
50% |
16.7% |
50% |
50% |
57.1% |
57.1% |
44.4% |
Avg |
2.4% |
4.7% |
-2.8% |
-6.5% |
-5.3% |
3.7% |
0.5% |
-1.3% |
-0.5% |
2.2% |
-8.1% |
-1.6% |
-11.7% |
Other Return Metrics
Metric
|
Sterling Bancorp, Inc. (Southfield, MI)
|
Cumulative Return |
-79.71% |
Enh Ann Return |
-4.86% |
Best Year |
26.65% |
Worst Year |
-49.6% |
Best Month |
25.61% |
Worst Month |
-50.79% |
Best Day |
33.23% |
Worst Day |
-52.38% |
Win Ratio (Yearly) |
44.44% |
Win Ratio (Quarterly) |
37.93% |
Win Ratio (Monthly) |
45.78% |
Win Ratio (Daily) |
49.37% |
Annual Volatility
|
Annual Volatility 1y
|
Annual Volatility 3y
|
Annual Volatility 5y
|
Annual Volatility 10y
|
Annual Volatility 20y
|
Annual Volatility
|
Sterling Bancorp, Inc. (Southfield, MI) |
32.13% |
31.85% |
52.67% |
42.9% |
32.63% |
32.63% |
Sharpe Ratio
|
Sharpe Ratio 1y
|
Sharpe Ratio 3y
|
Sharpe Ratio 5y
|
Sharpe Ratio 10y
|
Sharpe Ratio 20y
|
Sharpe Ratio
|
Sterling Bancorp, Inc. (Southfield, MI) |
-0.31 |
0.11 |
0.01 |
-0.15 |
-0.1 |
-0.1 |
3-Year Rolling Sharpe Ratio
The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.
Drawdown Periods
Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.
Sterling Bancorp, Inc. (Southfield, MI)
start
|
valley
|
end
|
days
|
Drawdown
|
2007-05-25 |
2020-05-26 |
- |
6179 |
-89.64% |
2007-05-10 |
2007-05-17 |
2007-05-24 |
14 |
-1.49% |
2007-02-13 |
2007-02-13 |
2007-04-02 |
48 |
-1.46% |
2007-04-03 |
2007-04-12 |
2007-04-30 |
27 |
-0.51% |
The Sterling Bancorp, Inc. (Southfield, MI) took approximately 52 months on average to recover from a major drawdown. The longest drawdown lasted 206 months.
Underwater plot
The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.
Other Risk Metrics
Metric
|
Sterling Bancorp, Inc. (Southfield, MI)
|
Sharpe Ratio |
-0.1 |
Sortino Ratio |
-0.14 |
Adjusted Sortino (S/√2) |
-0.1 |
Calmar Ratio |
-0.1 |
Omega Ratio |
0.96 |
Gain to Pain Ratio |
-0.04 |
Winckel Ratio |
78.95 |
Ulcer Index |
0.45 |
Kelly Criterion |
-1.99% |
Skew |
-3.17 |
Kurtosis |
165.84 |