Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FURGF (Fugro N.V) | NA | 24.47% | -25.72% | -21.72% | -20.98% | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 02/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FURGF (Fugro N.V) | 02/17/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24.47 | -25.72 | -21.72 | -20.98 | NA | NA | … | … | 20.36 | -59.12 | 31.90 | -45.04 | -0.67 | -7.55 | -20.40 | -65.67 | 2.43 | 3.04 | -30.48 | 39.72 | 98.79 |
| Sharpe Ratio | NA | 0.56 | -0.41 | -0.42 | -0.42 | NA | NA | … | … | 0.93 | -0.69 | 0.62 | -0.90 | -0.05 | -0.28 | -0.45 | -0.85 | 0.09 | 0.06 | -0.87 | 0.92 | 2.87 |
| Standard Deviation(%) | NA | 44.02 | 64.94 | 53.81 | 51.12 | NA | NA | … | … | 36.29 | 85.41 | 49.09 | 51.25 | 27.38 | 27.54 | 45.35 | 77.37 | 25.29 | 47.76 | 35.21 | 43.18 | 41.41 |
| Draw Down(%) | NA | 23.84 | 75.09 | 81.72 | 95.44 | NA | NA | … | … | 10.81 | 70.83 | 43.30 | 49.97 | 22.03 | 27.59 | 48.99 | 82.31 | 14.82 | 25.39 | 43.86 | 32.01 | 9.48 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.26 | 3.33 | 2.50 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.08 | 1.66 | 5.36 | 3.72 | 5.20 | 5.17 |
Data as of 08/23/2021, Common starting date is 02/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FURGF (Fugro N.V) |
-39.18%
Apr 2014 – Apr 2017 |
-34.51%
Apr 2015 – Apr 2020 |
-26.03%
Apr 2010 – Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FURGF (Fugro N.V) |
37.75%
Mar 2009 – Mar 2012 |
18.19%
Mar 2009 – Mar 2014 |
-8.76%
Mar 2009 – Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart