Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAE.TO (Caesarstone Sdot-Yam Ltd) | NA | 81.49% | 12.00% | 15.70% | 15.08% | 10.96% | 7.02% | … | … |
Data as of 08/23/2021, Common starting date is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAE.TO (Caesarstone Sdot-Yam Ltd) | 01/12/1995 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.05 | 81.49 | 12.00 | 15.70 | 15.08 | 10.96 | 7.02 | … | … | 0.91 | 3.03 | 37.03 | 7.45 | 24.33 | 22.35 | 1.79 | 11.62 | 34.16 | 1.82 | -14.07 | 31.24 | 8.27 | -39.14 | 23.81 | 26.17 | 68.71 | -13.82 | 13.35 | -55.32 | -5.16 | 146.46 | 21.47 | -27.23 | 8.21 | -0.29 | 43.17 |
| Sharpe Ratio | NA | 2.17 | 0.25 | 0.41 | 0.49 | NA | NA | … | … | 0.04 | 0.04 | 0.61 | -0.67 | 0.31 | -0.66 | -0.79 | -0.42 | 0.83 | -0.83 | -1.27 | 0.56 | -0.29 | -1.16 | 0.07 | 0.17 | 1.37 | -1.02 | -0.10 | -1.26 | -0.61 | 2.79 | 0.60 | -0.89 | 0.19 | -0.18 | 1.64 |
| Standard Deviation(%) | NA | 39.31 | 45.62 | 36.88 | 29.68 | NA | NA | … | … | 33.61 | 69.06 | 22.70 | 21.18 | 16.46 | 17.95 | 21.09 | 16.45 | 18.92 | 20.30 | 25.63 | 22.72 | 35.87 | 50.30 | 25.50 | 22.89 | 34.84 | 32.70 | 56.94 | 59.45 | 43.75 | 44.23 | 30.28 | 34.51 | 24.11 | 21.41 | 25.09 |
| Draw Down(%) | NA | 19.92 | 64.89 | 64.89 | 64.89 | NA | NA | … | … | 19.17 | 64.89 | 12.03 | 17.86 | 12.96 | 13.88 | 16.19 | 13.99 | 9.62 | 15.23 | 30.45 | 10.42 | 27.78 | 58.42 | 25.36 | 15.47 | 12.04 | 34.72 | 54.50 | 75.99 | 52.09 | 20.50 | 21.76 | 41.03 | 16.39 | 20.40 | 10.12 |
| Yield(%) | 0.00 | 0.00 | 0.94 | 1.55 | 2.59 | 2.38 | 1.53 | … | … | 0.00 | 0.32 | 1.66 | 1.62 | 1.81 | 2.03 | 2.24 | 1.94 | 2.05 | 1.80 | 1.40 | 1.95 | 1.41 | 2.27 | 0.37 | 0.48 | 0.80 | 2.01 | 2.21 | 1.03 | 0.66 | 2.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 01/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAE.TO (Caesarstone Sdot-Yam Ltd) |
-25.89%
Nov 2001 – Nov 2004 |
-10.94%
Mar 1998 – Mar 2003 |
-1.65%
May 2002 – May 2012 |
2.04%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAE.TO (Caesarstone Sdot-Yam Ltd) |
48.89%
May 1999 – May 2002 |
32.05%
Mar 2003 – Mar 2008 |
19.73%
Jun 2009 – Jun 2019 |
16.82%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison Chart