Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AWCMY (Alumina Limited PK) | NA | -0.27% | 1.51% | -1.69% | 3.41% | 2.42% | -1.70% | … | … |
Data as of 08/01/2024, Common starting date is 01/03/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AWCMY (Alumina Limited PK) | 01/03/1990 | 08/01/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.60 | -0.27 | 1.51 | -1.69 | 3.41 | 2.42 | -1.70 | … | … | 53.11 | -40.64 | -26.18 | 70.17 | -7.67 | 10.38 | -5.82 | 50.52 | 64.85 | -39.15 | 46.72 | 2.59 | -14.30 | -53.22 | 59.33 | 53.04 | -78.33 | 14.89 | -6.10 | 21.67 | -4.07 | 92.87 | 6.40 | 21.02 | -19.71 | 84.01 | -9.85 | -44.73 | -3.05 | 14.64 | 24.16 | 63.48 | -12.55 | 19.07 | -39.41 |
| Sharpe Ratio | NA | -0.08 | 0.11 | 0.01 | 0.10 | NA | NA | … | … | 2.14 | -1.00 | -0.67 | 1.40 | -0.13 | 0.33 | -0.22 | 1.74 | 1.47 | -0.99 | 1.40 | 0.07 | -0.31 | -0.96 | 1.13 | 0.67 | -0.80 | 0.30 | -0.27 | 0.73 | -0.16 | 3.33 | 0.20 | 0.51 | -0.70 | 1.94 | -0.32 | -1.36 | -0.28 | 0.38 | 0.60 | 2.07 | -0.52 | 0.56 | -1.55 |
| Standard Deviation(%) | NA | 50.66 | 48.37 | 47.91 | 42.20 | NA | NA | … | … | 48.53 | 45.01 | 40.90 | 50.21 | 59.96 | 27.04 | 32.61 | 28.78 | 44.04 | 39.43 | 33.40 | 36.04 | 47.14 | 55.26 | 52.57 | 78.98 | 98.71 | 40.38 | 34.69 | 26.61 | 32.19 | 27.66 | 26.61 | 37.30 | 33.93 | 41.74 | 41.70 | 35.39 | 23.56 | 28.28 | 35.61 | 29.50 | 28.62 | 27.00 | 28.95 |
| Draw Down(%) | NA | 49.73 | 72.61 | 72.61 | 72.61 | NA | NA | … | … | 28.00 | 60.68 | 50.00 | 25.33 | 50.88 | 23.66 | 28.90 | 17.36 | 22.06 | 50.53 | 13.53 | 34.36 | 53.30 | 59.09 | 35.18 | 53.88 | 89.22 | 36.46 | 27.74 | 20.86 | 32.58 | 17.09 | 31.41 | 32.67 | 35.27 | 21.14 | 33.90 | 55.02 | 24.38 | 18.72 | 19.29 | 24.82 | 37.19 | 24.93 | 42.58 |
| Yield(%) | 0.00 | 0.00 | 12.01 | 7.45 | 7.62 | 5.41 | 2.80 | … | … | 0.00 | 0.00 | 5.21 | 28.43 | 3.94 | 11.71 | 9.35 | 5.52 | 5.91 | 4.20 | 0.00 | 0.00 | 2.51 | 2.71 | 2.20 | 0.00 | 6.07 | 3.92 | 2.73 | 2.93 | 2.86 | 5.02 | 6.74 | 11.49 | 11.82 | 4.36 | 7.31 | 5.53 | 9.16 | 8.99 | 12.46 | 7.80 | 8.05 | 20.67 | 13.99 |
Data as of 08/01/2024, Common starting date is 01/03/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AWCMY (Alumina Limited PK) |
-47.26%
Jan 2006 – Jan 2009 |
-32.66%
Jul 2007 – Jul 2012 |
-16.18%
Jan 2006 – Jan 2016 |
-6.93%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AWCMY (Alumina Limited PK) |
48.67%
Nov 1992 – Nov 1995 |
36.64%
Dec 1998 – Dec 2003 |
20.29%
Oct 1997 – Oct 2007 |
17.95%
Dec 1990 – Dec 2005 |
Annualized Rolling Returns Comparison Chart