Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NTXFF (Natixis S.A) | NA | 64.62% | -11.82% | 0.58% | 3.29% | NA | NA | … | … |
Data as of 10/06/2021, Common starting date is 06/26/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NTXFF (Natixis S.A) | 06/26/2008 | 10/06/2021 |
| 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 (%) | 0.00 | 64.62 | -11.82 | 0.58 | 3.29 | NA | NA | … | … | 39.45 | -25.34 | -6.01 | -40.56 | 42.55 | -1.08 | -16.77 | 15.17 | 68.60 | 38.71 | -46.55 | -7.20 | 197.62 | -86.51 |
| Sharpe Ratio | NA | 1.73 | -0.22 | 0.00 | 0.06 | NA | NA | … | … | 2.02 | -0.29 | -0.20 | -1.33 | 1.56 | -0.03 | -0.51 | 0.57 | 1.91 | 0.72 | -0.77 | -0.16 | 1.90 | -0.71 |
| Standard Deviation(%) | NA | 37.44 | 58.06 | 47.72 | 44.61 | NA | NA | … | … | 27.04 | 86.45 | 36.79 | 31.60 | 27.03 | 37.15 | 33.00 | 26.66 | 35.92 | 53.82 | 60.25 | 46.06 | 104.04 | 139.25 |
| Draw Down(%) | NA | 13.72 | 70.23 | 77.98 | 77.98 | NA | NA | … | … | 9.22 | 59.01 | 30.48 | 48.16 | 9.77 | 32.55 | 33.73 | 16.06 | 16.70 | 48.66 | 62.25 | 31.01 | 51.35 | 87.95 |
| Yield(%) | 0.00 | 2.53 | 4.71 | 6.00 | 8.73 | 1.67 | 1.25 | … | … | 2.14 | 0.00 | 18.67 | 0.00 | 7.09 | 7.01 | 5.69 | 3.79 | 13.37 | 3.72 | 4.96 | 0.00 | 0.00 | 0.00 |
Data as of 10/06/2021, Common starting date is 06/26/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTXFF (Natixis S.A) |
-31.69%
Oct 2017 – Oct 2020 |
-22.66%
Apr 2015 – Apr 2020 |
-8.63%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTXFF (Natixis S.A) |
48.11%
May 2012 – May 2015 |
40.96%
Feb 2009 – Feb 2014 |
14.76%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart