Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LUKOY (NK Lukoil PAO ADR) | NA | 0.00% | -54.76% | -36.41% | -14.03% | -7.92% | -3.04% | … | … |
Data as of 05/06/2024, Common starting date is 11/19/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LUKOY (NK Lukoil PAO ADR) | 11/19/1996 | 05/06/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -54.76 | -36.41 | -14.03 | -7.92 | -3.04 | … | … | 0.00 | 0.00 | -92.25 | 43.11 | -25.33 | 46.91 | 30.03 | 9.77 | 83.58 | -8.98 | -36.09 | -4.12 | 35.55 | -4.04 | 4.87 | 76.18 | -60.87 | -0.59 | 53.14 | 96.21 | 35.87 | 60.59 | 26.33 | 34.25 | -27.00 | 217.46 | -82.79 | 92.63 | 9.51 |
| Sharpe Ratio | NA | 0.00 | -0.64 | -0.51 | -0.26 | NA | NA | … | … | 0.00 | 0.00 | -0.62 | 1.45 | -0.42 | 1.98 | 1.04 | 0.44 | 2.40 | -0.23 | -0.95 | -0.21 | 1.35 | -0.11 | 0.15 | 1.22 | -0.62 | -0.11 | 1.22 | 3.28 | 0.93 | 1.85 | 0.66 | 0.62 | -0.53 | 2.87 | -0.89 | 1.68 | 4.03 |
| Standard Deviation(%) | NA | NA | 88.61 | 74.83 | 57.58 | NA | NA | … | … | NA | NA | 151.53 | 29.69 | 60.31 | 22.95 | 27.70 | 20.78 | 34.67 | 38.88 | 37.90 | 20.04 | 26.57 | 37.23 | 30.98 | 62.49 | 99.59 | 32.32 | 41.02 | 28.63 | 37.70 | 32.31 | 38.04 | 52.58 | 58.25 | 74.71 | 97.13 | 52.81 | 30.51 |
| Draw Down(%) | NA | 0.00 | 93.14 | 93.14 | 93.14 | NA | NA | … | … | 0.00 | 0.00 | 92.52 | 20.52 | 57.33 | 15.91 | 13.77 | 23.12 | 18.85 | 36.98 | 43.98 | 18.83 | 19.23 | 33.84 | 21.88 | 31.13 | 77.46 | 17.76 | 33.55 | 15.82 | 21.79 | 18.42 | 22.76 | 34.94 | 50.97 | 42.24 | 91.43 | 43.75 | 7.69 |
| Yield(%) | 0.00 | 0.00 | 3.08 | 4.45 | 6.36 | 6.26 | 8.73 | … | … | 0.00 | 0.00 | 0.00 | 10.77 | 5.44 | 7.70 | 5.93 | 5.91 | 9.08 | 7.03 | 4.28 | 2.15 | 6.70 | 3.66 | 3.06 | 4.02 | 2.06 | 1.70 | 1.98 | 3.30 | 3.49 | 4.03 | 3.79 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/06/2024, Common starting date is 11/19/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LUKOY (NK Lukoil PAO ADR) |
-56.90%
Jan 2020 – Jan 2023 |
-37.28%
Mar 2019 – Mar 2024 |
-15.87%
Jan 2013 – Jan 2023 |
-12.89%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LUKOY (NK Lukoil PAO ADR) |
87.53%
Mar 2003 – Mar 2006 |
58.50%
Mar 2001 – Mar 2006 |
38.15%
Sep 1998 – Sep 2008 |
26.14%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart