Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EDNMF (Edenred SA) | NA | -9.52% | -4.20% | 9.17% | 6.31% | NA | NA | … | … |
Data as of 06/07/2022, Common starting date is 01/04/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EDNMF (Edenred SA) | 01/04/2011 | 06/07/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.12 | -9.52 | -4.20 | 9.17 | 6.31 | NA | NA | … | … | 14.11 | -22.89 | 11.96 | 32.43 | 38.15 | 19.58 | 26.32 | -32.36 | -21.43 | 16.45 | 26.34 | 0.41 |
| Sharpe Ratio | NA | -0.45 | -0.14 | 0.28 | 0.22 | NA | NA | … | … | 2.07 | -0.86 | 0.26 | 1.66 | 1.14 | 0.83 | 1.09 | -1.62 | -0.80 | 1.05 | 1.39 | 0.01 |
| Standard Deviation(%) | NA | 21.49 | 33.77 | 30.68 | 27.17 | NA | NA | … | … | 17.23 | 35.81 | 44.38 | 18.64 | 32.38 | 22.92 | 23.96 | 19.94 | 26.96 | 15.62 | 19.09 | 30.85 |
| Draw Down(%) | NA | 27.45 | 41.67 | 41.67 | 51.77 | NA | NA | … | … | 0.00 | 26.44 | 29.67 | 1.87 | 0.00 | 10.04 | 15.26 | 34.85 | 22.52 | 8.40 | 12.93 | 23.67 |
| Yield(%) | 0.00 | 0.00 | 1.23 | 2.00 | 2.75 | 2.19 | 1.64 | … | … | 2.32 | 1.55 | 1.45 | 2.42 | 0.00 | 2.79 | 5.05 | 3.35 | 3.19 | 3.16 | 0.00 | 2.69 |
Data as of 06/07/2022, Common starting date is 01/04/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDNMF (Edenred SA) |
-19.39%
Feb 2013 – Feb 2016 |
-10.00%
Apr 2011 – Apr 2016 |
4.63%
Apr 2012 – Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDNMF (Edenred SA) |
45.43%
Mar 2016 – Mar 2019 |
32.89%
Jan 2016 – Jan 2021 |
11.27%
Feb 2011 – Feb 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart