Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNPAF (CNP Assurances SA) | NA | 40.72% | 3.16% | 5.13% | 5.63% | NA | NA | … | … |
Data as of 07/29/2022, Common starting date is 04/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNPAF (CNP Assurances SA) | 04/06/2010 | 07/29/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 40.72 | 3.16 | 5.13 | 5.63 | NA | NA | … | … | -0.04 | 52.60 | -16.58 | 0.90 | 0.00 | 9.54 | 32.06 | -39.80 | 19.23 | 29.62 | 13.55 | -32.79 | -80.40 |
| Sharpe Ratio | NA | 0.65 | 0.04 | 0.07 | 0.11 | NA | NA | … | … | -0.01 | 0.70 | -0.18 | -0.02 | 0.00 | 0.98 | 1.38 | -1.05 | 1.30 | 1.22 | 1.07 | -0.72 | -0.54 |
| Standard Deviation(%) | NA | 61.79 | 76.91 | 60.24 | 45.85 | NA | NA | … | … | 68.17 | 75.48 | 95.62 | 25.54 | NA | 9.13 | 23.13 | 38.09 | 14.79 | 24.21 | 12.69 | 45.64 | 163.62 |
| Draw Down(%) | NA | 28.97 | 67.55 | 68.62 | 68.66 | NA | NA | … | … | 28.96 | 37.65 | 62.40 | 17.07 | 0.00 | 0.00 | 9.74 | 39.80 | 5.14 | 5.42 | 0.00 | 45.97 | 80.56 |
| Yield(%) | 0.00 | 6.59 | 4.56 | 5.31 | 6.72 | 0.99 | 0.74 | … | … | 4.68 | 11.85 | 0.00 | 5.22 | 5.33 | 4.97 | 6.72 | 4.84 | 5.81 | 5.47 | 6.21 | 4.17 | 3.19 |
Data as of 07/29/2022, Common starting date is 04/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNPAF (CNP Assurances SA) |
-42.55%
May 2010 – May 2013 |
-25.97%
May 2010 – May 2015 |
-18.11%
May 2010 – May 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNPAF (CNP Assurances SA) |
20.62%
Dec 2011 – Dec 2014 |
8.85%
Jan 2012 – Jan 2017 |
6.98%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart