Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENIAY (Enel Américas S.A.) | NA | -35.00% | -18.61% | -15.24% | -7.71% | -5.01% | 3.05% | … | … |
Data as of 07/20/2022, Common starting date is 10/20/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENIAY (Enel Américas S.A.) | 10/20/1993 | 07/20/2022 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 17.27 | -35.00 | -18.61 | -15.24 | -7.71 | -5.01 | 3.05 | … | … | -16.36 | -33.82 | -25.14 | 23.09 | -20.14 | 36.05 | 25.28 | -24.20 | 6.94 | -16.07 | 3.35 | -24.07 | 1.58 | 79.43 | -20.52 | 0.19 | 45.59 | 29.14 | 15.62 | 79.95 | -69.25 | -24.54 | -23.78 | -10.41 | -10.99 | 4.50 | -2.63 | 2.70 | 18.08 | 7.43 |
| Sharpe Ratio | NA | -0.97 | -0.49 | -0.46 | -0.27 | NA | NA | … | … | -0.76 | -1.08 | -0.51 | 0.83 | -0.79 | 1.62 | 0.90 | -0.95 | 0.33 | -0.75 | 0.14 | -0.86 | 0.07 | 2.76 | -0.32 | -0.10 | 1.83 | 1.22 | 0.55 | 2.00 | -1.36 | -0.97 | -0.87 | -0.31 | -0.36 | 0.03 | -0.32 | -0.03 | 0.41 | 1.30 |
| Standard Deviation(%) | NA | 36.38 | 38.67 | 34.36 | 29.63 | NA | NA | … | … | 37.47 | 31.29 | 49.96 | 26.00 | 27.17 | 22.02 | 27.82 | 25.42 | 21.02 | 21.35 | 23.45 | 28.10 | 19.94 | 28.70 | 66.72 | 28.70 | 23.22 | 22.15 | 26.48 | 39.61 | 51.70 | 28.22 | 31.99 | 44.52 | 40.31 | 30.55 | 19.29 | 42.10 | 36.93 | 31.95 |
| Draw Down(%) | NA | 45.28 | 65.20 | 67.64 | 67.64 | NA | NA | … | … | 36.91 | 39.82 | 51.21 | 26.72 | 41.03 | 15.04 | 15.48 | 38.65 | 14.95 | 24.78 | 22.28 | 29.68 | 22.45 | 12.69 | 43.30 | 22.89 | 19.23 | 12.34 | 26.84 | 20.86 | 72.59 | 42.96 | 36.98 | 37.11 | 50.00 | 29.49 | 19.47 | 32.29 | 31.53 | 12.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/20/2022, Common starting date is 10/20/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENIAY (Enel Américas S.A.) |
-43.87%
Dec 1999 – Dec 2002 |
-34.47%
Sep 1997 – Sep 2002 |
-12.94%
Nov 1994 – Nov 2004 |
-5.48%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENIAY (Enel Américas S.A.) |
49.84%
Jun 2004 – Jun 2007 |
35.36%
Mar 2003 – Mar 2008 |
17.57%
Mar 2003 – Mar 2013 |
12.24%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart