Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMLYY (AMP Ltd ADR) | NA | -4.22% | -15.62% | -29.52% | -16.10% | NA | NA | … | … |
Data as of 08/05/2022, Common starting date is 12/30/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMLYY (AMP Ltd ADR) | 12/30/2009 | 08/05/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.22 | -15.62 | -29.52 | -16.10 | NA | NA | … | … | 13.03 | -38.55 | -0.92 | -20.64 | -57.21 | 12.63 | -16.30 | -4.73 | 12.33 | -22.49 | 24.07 | -22.95 | -13.14 | 2.76 |
| Sharpe Ratio | NA | -0.13 | -0.28 | -0.59 | -0.40 | NA | NA | … | … | 0.71 | -1.39 | -0.02 | -0.34 | -1.29 | 0.67 | -0.50 | -0.19 | 0.40 | -0.74 | 0.78 | -0.57 | -0.34 | NA |
| Standard Deviation(%) | NA | 34.57 | 57.97 | 50.94 | 41.25 | NA | NA | … | … | 31.62 | 37.94 | 66.76 | 65.36 | 45.45 | 17.92 | 32.72 | 25.51 | 30.58 | 30.28 | 30.90 | 40.12 | 38.86 | 0.00 |
| Draw Down(%) | NA | 30.48 | 65.92 | 85.61 | 89.65 | NA | NA | … | … | 10.33 | 43.95 | 54.23 | 44.41 | 61.00 | 12.09 | 25.75 | 27.93 | 20.62 | 36.34 | 24.83 | 40.67 | 32.00 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 1.95 | 1.88 | 3.52 | 2.50 | 1.87 | … | … | 0.00 | 0.00 | 5.31 | 1.66 | 4.65 | 6.22 | 5.03 | 4.64 | 5.60 | 4.64 | 6.29 | 5.78 | 4.42 | 0.00 |
Data as of 08/05/2022, Common starting date is 12/30/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMLYY (AMP Ltd ADR) |
-39.75%
Mar 2017 – Mar 2020 |
-30.48%
Jan 2017 – Jan 2022 |
-18.10%
Jan 2012 – Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMLYY (AMP Ltd ADR) |
11.03%
May 2012 – May 2015 |
1.92%
Jun 2010 – Jun 2015 |
-12.04%
Jun 2010 – Jun 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart