Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRWSY (Wm Morrison Supermarkets PLC) | NA | 68.89% | 12.56% | 12.40% | 2.61% | NA | NA | … | … |
Data as of 11/23/2021, Common starting date is 10/29/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRWSY (Wm Morrison Supermarkets PLC) | 10/29/2008 | 11/23/2021 |
| 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 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.89 | 68.89 | 12.56 | 12.40 | 2.61 | NA | NA | … | … | 64.40 | -7.86 | -1.85 | -8.67 | 4.09 | 29.50 | -22.78 | -35.16 | 2.29 | -14.99 | 21.15 | -6.61 | 12.27 | 1.54 |
| Sharpe Ratio | NA | 1.81 | 0.38 | 0.43 | 0.08 | NA | NA | … | … | 1.89 | -0.26 | -0.14 | -0.51 | 0.17 | 0.87 | -0.72 | -1.14 | 0.12 | -0.75 | 0.92 | -0.29 | 0.31 | 0.18 |
| Standard Deviation(%) | NA | 38.07 | 31.12 | 27.08 | 27.21 | NA | NA | … | … | 39.13 | 31.37 | 23.27 | 19.52 | 20.30 | 33.38 | 31.60 | 30.77 | 18.20 | 20.27 | 22.83 | 23.46 | 39.40 | 50.52 |
| Draw Down(%) | NA | 8.16 | 33.58 | 38.01 | 49.66 | NA | NA | … | … | 8.16 | 24.74 | 33.04 | 22.62 | 17.18 | 25.63 | 33.29 | 43.85 | 14.35 | 20.93 | 15.48 | 24.99 | 25.32 | 9.84 |
| Yield(%) | 0.00 | 7.42 | 4.50 | 4.92 | 3.11 | 3.25 | 2.44 | … | … | 5.09 | 5.28 | 6.15 | 5.66 | 2.56 | 3.22 | 5.89 | 5.06 | 4.53 | 3.44 | 4.43 | 2.86 | 2.53 | 0.00 |
Data as of 11/23/2021, Common starting date is 10/29/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRWSY (Wm Morrison Supermarkets PLC) |
-15.77%
Oct 2011 – Oct 2014 |
-8.15%
Jul 2011 – Jul 2016 |
-3.45%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRWSY (Wm Morrison Supermarkets PLC) |
14.51%
Sep 2015 – Sep 2018 |
14.29%
Aug 2016 – Aug 2021 |
3.79%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart