Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCAU (Fiat Chrysler Automobiles N.V) | NA | 105.90% | -4.41% | 18.96% | 16.96% | NA | NA | … | … |
Data as of 03/12/2021, Common starting date is 06/09/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCAU (Fiat Chrysler Automobiles N.V) | 06/09/2010 | 03/12/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 10.64 | 105.90 | -4.41 | 18.96 | 16.96 | NA | NA | … | … | 2.32 | 23.14 | 1.59 | -18.95 | 95.61 | -0.91 | 20.81 | 42.61 | 60.79 | 11.97 | -49.31 | 102.97 | 113.97 | -10.50 |
| Sharpe Ratio | NA | 1.96 | -0.12 | 0.43 | 0.36 | NA | NA | … | … | 0.27 | 0.41 | -0.66 | -0.97 | 2.17 | -0.74 | 0.06 | 0.60 | 1.09 | -0.14 | -1.08 | 5.47 | 0.57 | -0.72 |
| Standard Deviation(%) | NA | 54.08 | 44.63 | 43.20 | 46.60 | NA | NA | … | … | 48.18 | 56.01 | 33.00 | 41.69 | 35.38 | 47.39 | 35.78 | 40.28 | 38.71 | 46.56 | 63.07 | 40.74 | 170.82 | 135.72 |
| Draw Down(%) | NA | 36.69 | 73.86 | 74.41 | 74.41 | NA | NA | … | … | 18.66 | 57.89 | 29.28 | 42.72 | 16.23 | 38.29 | 26.97 | 29.65 | 21.22 | 34.36 | 60.00 | 8.75 | 40.22 | 10.95 |
| 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 |
Data as of 03/12/2021, Common starting date is 06/09/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCAU (Fiat Chrysler Automobiles N.V) |
-14.27%
Jan 2018 – Jan 2021 |
0.37%
Mar 2015 – Mar 2020 |
13.66%
Jan 2011 – Jan 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCAU (Fiat Chrysler Automobiles N.V) |
61.69%
Jan 2015 – Jan 2018 |
56.11%
Feb 2013 – Feb 2018 |
17.21%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart