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EJF Capital 13F Equal weight draft

Last updated Feb 24, 2024

EJF Capital 13F Equal weight

Asset Allocation


BANC 5.5%MCB 5.5%FCNCA 5.5%EWBC 5.5%NYCB 5.5%AX 5.5%OSBC 5.5%FBMS 5.5%WBS 5.5%WAL 5.5%FUNC 5.5%CMA 5.5%PNFP 5.5%GNW 5.3%EFSC 4.8%COLB 4.6%FRME 4.6%SNV 4.6%SMMF 4.6%EquityEquity
PositionCategory/SectorWeight
BANC
Banc of California, Inc.
Financial Services

5.50%

MCB
Metropolitan Bank Holding Corp.
Financial Services

5.50%

FCNCA
First Citizens BancShares, Inc.
Financial Services

5.50%

EWBC
East West Bancorp, Inc.
Financial Services

5.50%

NYCB
New York Community Bancorp, Inc.
Financial Services

5.50%

AX
Axos Financial, Inc.
Financial Services

5.50%

OSBC
Old Second Bancorp, Inc.
Financial Services

5.50%

FBMS
The First Bancshares, Inc.
Financial Services

5.50%

WBS
Webster Financial Corporation
Financial Services

5.50%

WAL
Western Alliance Bancorporation
Financial Services

5.50%

FUNC
First United Corporation
Financial Services

5.50%

CMA
Comerica Incorporated
Financial Services

5.50%

PNFP
Pinnacle Financial Partners, Inc.
Financial Services

5.50%

GNW
Genworth Financial, Inc.
Financial Services

5.30%

EFSC
Enterprise Financial Services Corp
Financial Services

4.80%

COLB
Columbia Banking System, Inc.
Financial Services

4.60%

FRME
First Merchants Corporation
Financial Services

4.60%

SNV
Synovus Financial Corp.
Financial Services

4.60%

SMMF
Summit Financial Group, Inc.
Financial Services

4.60%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in EJF Capital 13F Equal weight draft, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2024February
42.09%
96.15%
EJF Capital 13F Equal weight draft
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 8, 2017, corresponding to the inception date of MCB

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
EJF Capital 13F Equal weight draft-10.72%-8.70%9.85%-3.83%6.15%N/A
BANC
Banc of California, Inc.
7.59%-0.82%21.41%-14.44%-1.00%3.87%
MCB
Metropolitan Bank Holding Corp.
-24.05%-16.30%3.75%-24.62%1.82%N/A
FCNCA
First Citizens BancShares, Inc.
8.15%2.98%12.89%108.19%29.18%21.83%
EWBC
East West Bancorp, Inc.
1.34%-1.84%35.33%-2.59%8.48%10.09%
NYCB
New York Community Bancorp, Inc.
-55.36%-56.17%-60.72%-46.35%-12.74%-6.41%
AX
Axos Financial, Inc.
-4.65%-6.55%25.26%9.37%10.38%8.77%
OSBC
Old Second Bancorp, Inc.
-12.48%-4.60%-5.47%-18.77%-0.32%11.08%
FBMS
The First Bancshares, Inc.
-15.82%-5.76%-12.00%-18.83%-3.25%7.18%
WBS
Webster Financial Corporation
-6.22%-7.04%15.62%-7.87%0.18%7.75%
WAL
Western Alliance Bancorporation
-10.18%-12.25%21.19%-17.69%7.22%11.29%
FUNC
First United Corporation
-6.43%-4.55%36.52%15.98%8.16%13.50%
CMA
Comerica Incorporated
-11.23%-9.80%11.13%-25.07%-6.15%3.78%
PNFP
Pinnacle Financial Partners, Inc.
-4.35%-7.00%28.19%13.14%8.71%10.20%
GNW
Genworth Financial, Inc.
-8.08%-3.46%6.97%-1.92%9.81%-8.65%
EFSC
Enterprise Financial Services Corp
-8.56%-3.77%6.19%-23.55%-0.05%10.05%
COLB
Columbia Banking System, Inc.
-30.60%-9.29%-4.57%-35.93%-9.68%0.68%
FRME
First Merchants Corporation
-7.96%-2.12%18.60%-13.19%-0.06%7.74%
SNV
Synovus Financial Corp.
-1.49%-4.38%25.59%-6.31%2.88%7.38%
SMMF
Summit Financial Group, Inc.
-13.85%-9.51%8.73%7.01%4.96%12.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.68%
202320.88%-7.52%-4.91%-5.13%11.64%20.28%

Sharpe Ratio

The current EJF Capital 13F Equal weight draft Sharpe ratio is -0.10. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

0.002.004.00-0.10

The Sharpe ratio of EJF Capital 13F Equal weight draft is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
-0.10
2.23
EJF Capital 13F Equal weight draft
Benchmark (^GSPC)
Portfolio components

Dividend yield

EJF Capital 13F Equal weight draft granted a 3.19% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
EJF Capital 13F Equal weight draft3.19%2.57%2.36%1.84%2.21%1.74%1.83%1.12%1.14%1.48%1.34%1.10%
BANC
Banc of California, Inc.
2.77%2.98%1.51%1.22%1.63%1.80%3.91%2.52%2.82%3.28%4.18%3.58%
MCB
Metropolitan Bank Holding Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCNCA
First Citizens BancShares, Inc.
0.25%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%0.47%0.54%
EWBC
East West Bancorp, Inc.
2.75%2.67%2.43%1.68%2.17%2.17%1.98%1.32%1.57%1.92%1.86%1.72%
NYCB
New York Community Bancorp, Inc.
12.39%6.65%7.91%5.57%6.45%5.66%7.23%5.22%4.27%6.13%6.25%5.93%
AX
Axos Financial, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OSBC
Old Second Bancorp, Inc.
1.48%1.30%1.25%1.27%0.40%0.30%0.31%0.29%0.27%0.00%0.00%0.00%
FBMS
The First Bancshares, Inc.
3.85%3.07%2.31%1.50%1.36%0.87%0.66%0.44%0.55%0.82%1.03%1.07%
WBS
Webster Financial Corporation
3.39%3.15%3.38%2.87%3.80%2.87%2.54%1.83%1.81%2.39%2.31%1.76%
WAL
Western Alliance Bancorporation
2.49%2.20%2.38%1.11%1.67%0.88%0.00%0.00%0.00%0.00%0.00%0.00%
FUNC
First United Corporation
3.67%3.32%3.05%3.09%3.35%1.66%1.70%0.00%0.00%0.00%0.00%0.00%
CMA
Comerica Incorporated
5.73%5.09%4.07%3.13%4.87%3.74%2.68%1.26%1.31%1.98%1.69%1.43%
PNFP
Pinnacle Financial Partners, Inc.
1.06%1.01%1.20%0.75%0.99%1.00%1.26%0.84%0.81%0.93%0.81%0.25%
GNW
Genworth Financial, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EFSC
Enterprise Financial Services Corp
2.45%2.24%1.84%1.59%2.06%1.29%1.25%0.97%0.95%0.93%1.06%1.03%
COLB
Columbia Banking System, Inc.
7.93%5.17%3.98%3.48%3.73%3.42%3.09%1.99%3.39%4.12%3.37%1.38%
FRME
First Merchants Corporation
3.93%3.61%3.04%2.70%2.78%2.40%2.45%1.64%1.43%1.61%1.27%0.79%
SNV
Synovus Financial Corp.
4.10%4.04%3.62%2.76%4.08%3.06%3.13%1.25%1.17%1.30%1.14%1.11%
SMMF
Summit Financial Group, Inc.
3.18%2.74%3.05%2.55%3.08%2.18%2.74%1.67%1.45%2.69%0.00%0.00%

Expense Ratio

The EJF Capital 13F Equal weight draft has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
EJF Capital 13F Equal weight draft
-0.10
BANC
Banc of California, Inc.
-0.34
MCB
Metropolitan Bank Holding Corp.
-0.25
FCNCA
First Citizens BancShares, Inc.
1.70
EWBC
East West Bancorp, Inc.
-0.03
NYCB
New York Community Bancorp, Inc.
-0.64
AX
Axos Financial, Inc.
0.19
OSBC
Old Second Bancorp, Inc.
-0.56
FBMS
The First Bancshares, Inc.
-0.52
WBS
Webster Financial Corporation
-0.20
WAL
Western Alliance Bancorporation
-0.15
FUNC
First United Corporation
0.40
CMA
Comerica Incorporated
-0.39
PNFP
Pinnacle Financial Partners, Inc.
0.33
GNW
Genworth Financial, Inc.
0.06
EFSC
Enterprise Financial Services Corp
-0.73
COLB
Columbia Banking System, Inc.
-0.70
FRME
First Merchants Corporation
-0.39
SNV
Synovus Financial Corp.
-0.15
SMMF
Summit Financial Group, Inc.
0.22

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

FUNCGNWSMMFMCBNYCBOSBCFCNCAFBMSAXBANCEFSCCOLBCMAWALFRMEPNFPWBSEWBCSNV
FUNC1.000.210.280.250.230.300.260.260.290.300.300.320.290.270.300.310.320.290.32
GNW0.211.000.350.380.380.420.420.430.440.400.440.440.440.440.430.440.460.460.47
SMMF0.280.351.000.470.440.520.480.540.510.510.550.540.500.530.590.510.540.510.52
MCB0.250.380.471.000.490.540.500.570.570.560.600.600.590.590.610.590.590.600.62
NYCB0.230.380.440.491.000.540.590.570.620.600.600.630.660.670.630.670.650.670.67
OSBC0.300.420.520.540.541.000.570.630.620.630.690.670.650.640.700.660.670.650.66
FCNCA0.260.420.480.500.590.571.000.620.650.630.660.670.690.700.680.710.700.700.72
FBMS0.260.430.540.570.570.630.621.000.650.660.700.690.670.680.720.690.670.680.71
AX0.290.440.510.570.620.620.650.651.000.680.700.710.720.730.710.730.720.730.75
BANC0.300.400.510.560.600.630.630.660.681.000.710.730.720.720.720.740.730.740.75
EFSC0.300.440.550.600.600.690.660.700.700.711.000.760.730.720.820.750.750.740.76
COLB0.320.440.540.600.630.670.670.690.710.730.761.000.750.770.800.800.790.780.79
CMA0.290.440.500.590.660.650.690.670.720.720.730.751.000.810.740.800.820.840.85
WAL0.270.440.530.590.670.640.700.680.730.720.720.770.811.000.750.810.800.830.82
FRME0.300.430.590.610.630.700.680.720.710.720.820.800.740.751.000.780.780.770.78
PNFP0.310.440.510.590.670.660.710.690.730.740.750.800.800.810.781.000.820.820.84
WBS0.320.460.540.590.650.670.700.670.720.730.750.790.820.800.780.821.000.830.84
EWBC0.290.460.510.600.670.650.700.680.730.740.740.780.840.830.770.820.831.000.86
SNV0.320.470.520.620.670.660.720.710.750.750.760.790.850.820.780.840.840.861.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-16.91%
0
EJF Capital 13F Equal weight draft
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the EJF Capital 13F Equal weight draft. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the EJF Capital 13F Equal weight draft was 52.00%, occurring on Mar 23, 2020. Recovery took 220 trading sessions.

The current EJF Capital 13F Equal weight draft drawdown is 16.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52%Jun 12, 2018448Mar 23, 2020220Feb 4, 2021668
-43.73%Jan 18, 2022326May 4, 2023
-13.8%Jun 9, 202128Jul 19, 202149Sep 27, 202177
-9.74%Nov 24, 202118Dec 20, 202112Jan 6, 202230
-8.31%Mar 15, 20218Mar 24, 202131May 7, 202139

Volatility Chart

The current EJF Capital 13F Equal weight draft volatility is 10.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2024February
10.25%
3.90%
EJF Capital 13F Equal weight draft
Benchmark (^GSPC)
Portfolio components
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