Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITRUF (Intertrust N.V) | NA | -3.71% | 5.59% | 3.43% | NA | NA | NA | … | … |
Data as of 12/19/2022, Common starting date is 09/06/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITRUF (Intertrust N.V) | 09/06/2016 | 12/19/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.38 | -3.71 | 5.59 | 3.43 | NA | NA | NA | … | … | -3.71 | -4.12 | -7.73 | 10.50 | -8.99 | 3.44 | -21.80 |
| Sharpe Ratio | NA | -0.30 | 0.14 | 0.09 | NA | NA | NA | … | … | -0.27 | -0.38 | -0.19 | 0.54 | -0.61 | 0.09 | -1.17 |
| Standard Deviation(%) | NA | 18.27 | 34.96 | 28.06 | NA | NA | NA | … | … | 19.26 | 16.87 | 42.89 | 16.72 | 17.02 | 32.49 | 45.35 |
| Draw Down(%) | NA | 11.61 | 33.32 | 37.98 | NA | NA | NA | … | … | 11.61 | 15.05 | 33.32 | 13.01 | 13.99 | 29.58 | 31.08 |
| Yield(%) | 0.00 | 1.29 | 9,139.87 | 18,897.93 | 10,719.56 | 7,146.38 | 5,359.78 | … | … | 1.29 | 9,986.02 | 18,145.25 | 48,852.54 | 22,489.25 | 37,753.73 | 492.67 |
Data as of 12/19/2022, Common starting date is 09/06/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITRUF (Intertrust N.V) |
-14.02%
Apr 2017 – Apr 2020 |
-5.08%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITRUF (Intertrust N.V) |
10.54%
Dec 2018 – Dec 2021 |
4.92%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart