EJF Capital 13F Equal weight draft
EJF Capital 13F Equal weight
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Nov 8, 2017, corresponding to the inception date of MCB
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| EJF Capital 13F Equal weight draft | 26.05% | 11.21% | 32.55% | 51.63% | 13.18% | N/A |
| Portfolio components: | ||||||
BANC Banc of California, Inc. | 24.00% | 8.74% | 17.40% | 32.87% | 4.29% | 6.25% |
MCB Metropolitan Bank Holding Corp. | 17.23% | 10.05% | 46.78% | 71.93% | 7.21% | N/A |
FCNCA First Citizens BancShares, Inc. | 52.09% | 6.19% | 22.68% | 46.15% | 33.64% | 24.72% |
EWBC East West Bancorp, Inc. | 47.91% | 15.56% | 35.56% | 71.93% | 21.31% | 13.42% |
NYCB New York Community Bancorp, Inc. | -64.27% | -8.70% | -1.41% | -60.86% | -17.16% | -8.92% |
AX Axos Financial, Inc. | 47.58% | 21.56% | 31.80% | 104.93% | 22.77% | 15.52% |
OSBC Old Second Bancorp, Inc. | 22.14% | 18.21% | 26.57% | 27.94% | 9.61% | 15.61% |
FBMS The First Bancshares, Inc. | 28.01% | 10.07% | 42.10% | 39.06% | 4.45% | 10.73% |
WBS Webster Financial Corporation | 21.61% | 22.96% | 30.90% | 44.80% | 8.30% | 9.87% |
WAL Western Alliance Bancorporation | 41.99% | 1.08% | 43.22% | 91.54% | 14.62% | 14.71% |
FUNC First United Corporation | 51.90% | 11.80% | 57.35% | 95.69% | 11.46% | 17.83% |
CMA Comerica Incorporated | 30.86% | 13.29% | 32.14% | 64.31% | 5.22% | 7.52% |
PNFP Pinnacle Financial Partners, Inc. | 42.89% | 23.02% | 48.38% | 72.52% | 16.86% | 13.61% |
GNW Genworth Financial, Inc. | 8.68% | 1.68% | 10.17% | 24.53% | 13.26% | -2.48% |
EFSC Enterprise Financial Services Corp | 34.79% | 13.20% | 47.25% | 52.03% | 7.86% | 13.70% |
COLB Columbia Banking System, Inc. | 23.07% | 13.37% | 58.26% | 45.81% | -0.28% | 5.38% |
FRME First Merchants Corporation | 20.82% | 12.39% | 24.76% | 42.04% | 4.55% | 9.93% |
SNV Synovus Financial Corp. | 52.19% | 17.65% | 43.00% | 90.12% | 12.38% | 11.33% |
SMMF Summit Financial Group, Inc. | -15.55% | 0.00% | 0.00% | 18.87% | 2.49% | N/A |
Monthly Returns
The table below presents the monthly returns of EJF Capital 13F Equal weight draft, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -6.71% | -4.03% | 3.97% | -6.39% | 3.91% | 0.61% | 19.95% | 0.02% | -1.05% | 4.62% | 26.05% | ||
| 2023 | 8.86% | -1.49% | -20.83% | -1.20% | -5.14% | 7.65% | 20.88% | -7.52% | -4.91% | -5.13% | 11.64% | 20.28% | 15.98% |
| 2022 | 0.30% | 3.47% | -6.66% | -8.14% | 3.22% | -9.72% | 9.00% | -0.26% | -7.05% | 11.13% | 2.25% | -7.24% | -11.69% |
| 2021 | 3.94% | 18.76% | 5.17% | 3.67% | 1.10% | -6.02% | -1.30% | 5.90% | 3.56% | 3.09% | -2.27% | 3.06% | 43.74% |
| 2020 | -6.58% | -11.51% | -29.30% | 13.18% | -1.49% | 2.38% | -3.96% | 3.65% | -6.01% | 17.51% | 17.36% | 9.33% | -5.87% |
| 2019 | 11.77% | 6.19% | -8.93% | 6.62% | -10.39% | 8.06% | 5.68% | -7.27% | 4.63% | 1.49% | 4.51% | 5.54% | 28.08% |
| 2018 | 4.02% | -2.44% | 1.02% | 1.91% | 5.16% | 0.03% | 0.24% | 1.37% | -5.65% | -9.17% | 3.02% | -13.97% | -15.19% |
| 2017 | 7.61% | -1.73% | 5.74% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EJF Capital 13F Equal weight draft is 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BANC Banc of California, Inc. | 0.78 | 1.38 | 1.17 | 0.73 | 3.99 |
MCB Metropolitan Bank Holding Corp. | 1.33 | 2.21 | 1.25 | 1.01 | 3.45 |
FCNCA First Citizens BancShares, Inc. | 1.31 | 2.21 | 1.29 | 3.19 | 7.89 |
EWBC East West Bancorp, Inc. | 2.42 | 3.24 | 1.40 | 2.30 | 12.96 |
NYCB New York Community Bancorp, Inc. | -0.68 | -0.73 | 0.89 | -0.76 | -1.00 |
AX Axos Financial, Inc. | 2.37 | 3.63 | 1.41 | 2.68 | 9.53 |
OSBC Old Second Bancorp, Inc. | 0.95 | 1.52 | 1.19 | 1.12 | 2.75 |
FBMS The First Bancshares, Inc. | 1.19 | 1.97 | 1.24 | 0.94 | 3.63 |
WBS Webster Financial Corporation | 1.17 | 2.02 | 1.24 | 1.37 | 4.02 |
WAL Western Alliance Bancorporation | 2.12 | 2.89 | 1.36 | 1.56 | 9.26 |
FUNC First United Corporation | 3.99 | 6.11 | 1.94 | 5.15 | 15.01 |
CMA Comerica Incorporated | 1.80 | 2.48 | 1.32 | 1.20 | 8.92 |
PNFP Pinnacle Financial Partners, Inc. | 2.06 | 2.91 | 1.36 | 2.09 | 8.36 |
GNW Genworth Financial, Inc. | 0.96 | 1.56 | 1.18 | 1.59 | 3.31 |
EFSC Enterprise Financial Services Corp | 1.51 | 2.52 | 1.30 | 1.69 | 5.36 |
COLB Columbia Banking System, Inc. | 1.07 | 1.59 | 1.23 | 0.76 | 2.15 |
FRME First Merchants Corporation | 1.24 | 2.09 | 1.24 | 1.23 | 4.50 |
SNV Synovus Financial Corp. | 2.40 | 3.34 | 1.42 | 2.21 | 14.41 |
SMMF Summit Financial Group, Inc. | 0.81 | 1.39 | 1.27 | 0.78 | 1.26 |
Dividends
Dividend yield
EJF Capital 13F Equal weight draft provided a 1.88% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.88% | 2.57% | 2.36% | 1.84% | 2.21% | 1.74% | 1.83% | 1.12% | 1.15% | 1.50% | 1.34% | 1.10% |
| Portfolio components: | ||||||||||||
BANC Banc of California, Inc. | 2.45% | 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. | 0.30% | 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. | 2.12% | 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. | 1.76% | 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. | 1.13% | 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. | 2.76% | 3.07% | 2.31% | 1.50% | 1.36% | 0.87% | 0.66% | 0.44% | 0.55% | 0.82% | 1.05% | 1.06% |
WBS Webster Financial Corporation | 2.68% | 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 | 2.02% | 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 | 2.37% | 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 | 4.05% | 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. | 0.71% | 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 | 1.74% | 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. | 4.63% | 5.17% | 3.98% | 3.48% | 3.73% | 3.44% | 3.14% | 2.03% | 3.42% | 4.68% | 3.40% | 1.49% |
FRME First Merchants Corporation | 3.18% | 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. | 2.73% | 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. | 1.71% | 2.74% | 3.05% | 2.55% | 3.08% | 2.18% | 2.74% | 1.67% | 1.45% | 2.69% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 1.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52% | Jun 12, 2018 | 448 | Mar 23, 2020 | 220 | Feb 4, 2021 | 668 |
| -43.73% | Jan 18, 2022 | 326 | May 4, 2023 | 307 | Jul 25, 2024 | 633 |
| -13.8% | Jun 9, 2021 | 28 | Jul 19, 2021 | 49 | Sep 27, 2021 | 77 |
| -10.42% | Jul 29, 2024 | 6 | Aug 5, 2024 | 32 | Sep 19, 2024 | 38 |
| -9.74% | Nov 24, 2021 | 18 | Dec 20, 2021 | 12 | Jan 6, 2022 | 30 |
Volatility
Volatility Chart
The current EJF Capital 13F Equal weight draft volatility is 14.50%, 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.
Diversification
Asset Correlations Table
| FUNC | GNW | SMMF | MCB | NYCB | FCNCA | OSBC | FBMS | BANC | AX | EFSC | CMA | COLB | WAL | FRME | WBS | PNFP | EWBC | SNV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FUNC | 1.00 | 0.23 | 0.27 | 0.26 | 0.23 | 0.27 | 0.32 | 0.28 | 0.31 | 0.31 | 0.32 | 0.30 | 0.34 | 0.29 | 0.32 | 0.33 | 0.33 | 0.31 | 0.33 |
| GNW | 0.23 | 1.00 | 0.34 | 0.39 | 0.37 | 0.42 | 0.43 | 0.44 | 0.41 | 0.44 | 0.45 | 0.44 | 0.45 | 0.45 | 0.44 | 0.47 | 0.45 | 0.47 | 0.47 |
| SMMF | 0.27 | 0.34 | 1.00 | 0.45 | 0.40 | 0.46 | 0.50 | 0.51 | 0.48 | 0.49 | 0.53 | 0.48 | 0.51 | 0.50 | 0.56 | 0.51 | 0.49 | 0.49 | 0.50 |
| MCB | 0.26 | 0.39 | 0.45 | 1.00 | 0.48 | 0.49 | 0.56 | 0.58 | 0.57 | 0.59 | 0.61 | 0.59 | 0.61 | 0.61 | 0.62 | 0.59 | 0.60 | 0.60 | 0.62 |
| NYCB | 0.23 | 0.37 | 0.40 | 0.48 | 1.00 | 0.56 | 0.52 | 0.55 | 0.57 | 0.60 | 0.58 | 0.62 | 0.60 | 0.65 | 0.60 | 0.62 | 0.64 | 0.64 | 0.64 |
| FCNCA | 0.27 | 0.42 | 0.46 | 0.49 | 0.56 | 1.00 | 0.57 | 0.61 | 0.61 | 0.64 | 0.65 | 0.67 | 0.65 | 0.68 | 0.67 | 0.69 | 0.70 | 0.69 | 0.71 |
| OSBC | 0.32 | 0.43 | 0.50 | 0.56 | 0.52 | 0.57 | 1.00 | 0.65 | 0.63 | 0.63 | 0.69 | 0.65 | 0.68 | 0.64 | 0.71 | 0.67 | 0.67 | 0.66 | 0.67 |
| FBMS | 0.28 | 0.44 | 0.51 | 0.58 | 0.55 | 0.61 | 0.65 | 1.00 | 0.65 | 0.66 | 0.70 | 0.66 | 0.70 | 0.68 | 0.73 | 0.67 | 0.70 | 0.68 | 0.71 |
| BANC | 0.31 | 0.41 | 0.48 | 0.57 | 0.57 | 0.61 | 0.63 | 0.65 | 1.00 | 0.68 | 0.71 | 0.72 | 0.73 | 0.72 | 0.72 | 0.73 | 0.74 | 0.74 | 0.75 |
| AX | 0.31 | 0.44 | 0.49 | 0.59 | 0.60 | 0.64 | 0.63 | 0.66 | 0.68 | 1.00 | 0.71 | 0.71 | 0.71 | 0.73 | 0.72 | 0.72 | 0.74 | 0.73 | 0.75 |
| EFSC | 0.32 | 0.45 | 0.53 | 0.61 | 0.58 | 0.65 | 0.69 | 0.70 | 0.71 | 0.71 | 1.00 | 0.72 | 0.76 | 0.73 | 0.82 | 0.75 | 0.75 | 0.74 | 0.76 |
| CMA | 0.30 | 0.44 | 0.48 | 0.59 | 0.62 | 0.67 | 0.65 | 0.66 | 0.72 | 0.71 | 0.72 | 1.00 | 0.75 | 0.80 | 0.74 | 0.81 | 0.79 | 0.83 | 0.84 |
| COLB | 0.34 | 0.45 | 0.51 | 0.61 | 0.60 | 0.65 | 0.68 | 0.70 | 0.73 | 0.71 | 0.76 | 0.75 | 1.00 | 0.77 | 0.80 | 0.79 | 0.80 | 0.79 | 0.79 |
| WAL | 0.29 | 0.45 | 0.50 | 0.61 | 0.65 | 0.68 | 0.64 | 0.68 | 0.72 | 0.73 | 0.73 | 0.80 | 0.77 | 1.00 | 0.75 | 0.80 | 0.81 | 0.83 | 0.82 |
| FRME | 0.32 | 0.44 | 0.56 | 0.62 | 0.60 | 0.67 | 0.71 | 0.73 | 0.72 | 0.72 | 0.82 | 0.74 | 0.80 | 0.75 | 1.00 | 0.77 | 0.79 | 0.77 | 0.78 |
| WBS | 0.33 | 0.47 | 0.51 | 0.59 | 0.62 | 0.69 | 0.67 | 0.67 | 0.73 | 0.72 | 0.75 | 0.81 | 0.79 | 0.80 | 0.77 | 1.00 | 0.82 | 0.83 | 0.84 |
| PNFP | 0.33 | 0.45 | 0.49 | 0.60 | 0.64 | 0.70 | 0.67 | 0.70 | 0.74 | 0.74 | 0.75 | 0.79 | 0.80 | 0.81 | 0.79 | 0.82 | 1.00 | 0.82 | 0.84 |
| EWBC | 0.31 | 0.47 | 0.49 | 0.60 | 0.64 | 0.69 | 0.66 | 0.68 | 0.74 | 0.73 | 0.74 | 0.83 | 0.79 | 0.83 | 0.77 | 0.83 | 0.82 | 1.00 | 0.86 |
| SNV | 0.33 | 0.47 | 0.50 | 0.62 | 0.64 | 0.71 | 0.67 | 0.71 | 0.75 | 0.75 | 0.76 | 0.84 | 0.79 | 0.82 | 0.78 | 0.84 | 0.84 | 0.86 | 1.00 |