Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCMGY (Newcrest Mining Ltd PK) | NA | 59.16% | -6.14% | 4.28% | 7.15% | 2.21% | NA | … | … |
Data as of 11/03/2023, Common starting date is 12/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCMGY (Newcrest Mining Ltd PK) | 12/07/2005 | 11/03/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.64 | 59.16 | -6.14 | 4.28 | 7.15 | 2.21 | NA | … | … | 23.12 | -19.88 | -8.17 | -4.83 | 37.89 | -11.80 | 25.30 | 52.41 | 6.17 | 26.70 | -70.03 | -21.19 | -26.17 | 32.48 | 32.53 | -16.57 | 47.85 | 17.24 | 10.77 |
| Sharpe Ratio | NA | 1.48 | -0.21 | 0.07 | 0.16 | NA | NA | … | … | 0.69 | -0.47 | -0.27 | -0.09 | 1.26 | -0.47 | 0.77 | 1.06 | 0.13 | 0.63 | -1.38 | -0.58 | -0.69 | 0.91 | 0.58 | -0.20 | 0.86 | 0.28 | 9.85 |
| Standard Deviation(%) | NA | 37.07 | 36.95 | 40.09 | 40.60 | NA | NA | … | … | 34.52 | 45.15 | 30.09 | 55.92 | 29.00 | 27.98 | 32.27 | 49.39 | 47.08 | 42.20 | 50.88 | 37.04 | 37.91 | 35.63 | 55.93 | 86.56 | 52.46 | 49.40 | 40.39 |
| Draw Down(%) | NA | 24.91 | 52.85 | 59.44 | 59.44 | NA | NA | … | … | 24.91 | 51.68 | 27.16 | 44.69 | 26.55 | 27.83 | 24.47 | 39.42 | 37.78 | 34.43 | 74.69 | 44.40 | 34.11 | 25.39 | 26.83 | 71.58 | 24.23 | 37.50 | 8.77 |
| Yield(%) | 0.00 | 15.24 | 3.76 | 3.90 | 3.49 | 2.18 | 2.03 | … | … | 11.59 | 1.55 | 2.60 | 1.13 | 1.37 | 0.99 | 0.95 | 0.83 | 0.00 | 0.00 | 0.49 | 1.09 | 1.21 | 0.72 | 0.57 | 0.29 | 8.69 | 0.21 | 0.00 |
Data as of 11/03/2023, Common starting date is 12/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCMGY (Newcrest Mining Ltd PK) |
-44.13%
Dec 2010 – Dec 2013 |
-26.47%
Nov 2010 – Nov 2015 |
-8.45%
Sep 2012 – Sep 2022 |
-5.71%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCMGY (Newcrest Mining Ltd PK) |
40.27%
Oct 2008 – Oct 2011 |
27.02%
Jul 2006 – Jul 2011 |
7.80%
Jun 2013 – Jun 2023 |
3.71%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart