Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOVKY (Novatek DRC) | NA | 0.00% | -36.23% | -22.29% | -8.79% | NA | NA | … | … |
Data as of 06/23/2023, Common starting date is 12/05/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOVKY (Novatek DRC) | 12/05/2012 | 06/23/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -36.23 | -22.29 | -8.79 | NA | NA | … | … | 0.00 | -84.11 | 48.09 | -15.84 | 29.73 | 40.49 | -4.81 | 58.44 | 3.12 | -39.87 | 14.53 | 6.67 |
| Sharpe Ratio | NA | -0.04 | -0.39 | -0.29 | -0.15 | NA | NA | … | … | -0.08 | -0.59 | 0.77 | -0.20 | 0.94 | 1.49 | -0.26 | 2.20 | 0.08 | -0.96 | 0.56 | 6.45 |
| Standard Deviation(%) | NA | 84.72 | 95.25 | 82.22 | 62.36 | NA | NA | … | … | 55.15 | 144.70 | 62.40 | 78.66 | 30.13 | 26.34 | 21.28 | 26.51 | 39.48 | 41.38 | 26.04 | 24.85 |
| Draw Down(%) | NA | 23.42 | 86.33 | 86.33 | 86.33 | NA | NA | … | … | 23.42 | 84.11 | 28.56 | 63.72 | 13.49 | 11.64 | 21.48 | 10.74 | 21.18 | 42.11 | 17.55 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 1.86 | 2.31 | 2.34 | 1.66 | 1.24 | … | … | 0.00 | 0.00 | 3.89 | 1.91 | 2.85 | 2.35 | 1.88 | 2.48 | 2.37 | 0.90 | 1.69 | 0.00 |
Data as of 06/23/2023, Common starting date is 12/05/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVKY (Novatek DRC) |
-42.36%
Oct 2019 – Oct 2022 |
-21.42%
May 2018 – May 2023 |
-9.22%
Feb 2013 – Feb 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVKY (Novatek DRC) |
39.43%
Jan 2016 – Jan 2019 |
23.17%
Dec 2014 – Dec 2019 |
-7.61%
Apr 2013 – Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart