Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AVEVF (AVEVA Group PLC) | NA | 6.93% | -10.98% | -0.37% | 4.61% | NA | NA | … | … |
Data as of 02/02/2023, Common starting date is 02/08/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AVEVF (AVEVA Group PLC) | 02/08/2012 | 02/02/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.93 | -10.98 | -0.37 | 4.61 | NA | NA | … | … | 0.00 | -4.71 | -2.07 | -24.35 | 97.46 | -15.96 | 63.53 | -10.60 | 15.63 | -42.75 | 9.10 | 32.67 |
| Sharpe Ratio | NA | 0.13 | -0.24 | -0.02 | 0.10 | NA | NA | … | … | 0.00 | -0.12 | -0.09 | -0.45 | 3.19 | -0.31 | 2.23 | -0.39 | 0.31 | -0.97 | 0.39 | 1.63 |
| Standard Deviation(%) | NA | 51.77 | 45.92 | 44.89 | 41.47 | NA | NA | … | … | NA | 53.00 | 23.95 | 54.39 | 30.12 | 56.26 | 28.38 | 27.56 | 50.80 | 44.21 | 23.27 | 22.97 |
| Draw Down(%) | NA | 38.30 | 64.01 | 64.01 | 64.01 | NA | NA | … | … | 0.00 | 43.42 | 22.94 | 48.08 | 16.08 | 34.59 | 8.27 | 22.20 | 34.95 | 47.31 | 22.22 | 8.04 |
| Yield(%) | 0.00 | 1.22 | 0.86 | 1.15 | 2.11 | 1.95 | 1.47 | … | … | 0.00 | 1.49 | 1.11 | 0.98 | 1.69 | 0.77 | 2.37 | 1.66 | 3.03 | 1.16 | 8.02 | 1.08 |
Data as of 02/02/2023, Common starting date is 02/08/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVEVF (AVEVA Group PLC) |
-17.17%
Apr 2019 – Apr 2022 |
-2.48%
Dec 2013 – Dec 2018 |
2.02%
Apr 2012 – Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AVEVF (AVEVA Group PLC) |
41.62%
Aug 2017 – Aug 2020 |
25.23%
Jan 2015 – Jan 2020 |
4.86%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart