Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NTXFY (Natixis S.A) | NA | 71.92% | -12.36% | 3.19% | NA | NA | NA | … | … |
Data as of 08/09/2021, Common starting date is 01/30/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NTXFY (Natixis S.A) | 01/30/2015 | 08/09/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 15.87 | 71.92 | -12.36 | 3.19 | NA | NA | NA | … | … | 49.56 | -24.02 | -9.81 | -41.07 | 42.92 | -1.12 | -12.43 |
| Sharpe Ratio | NA | 1.80 | -0.23 | 0.05 | NA | NA | NA | … | … | 2.35 | -0.29 | -0.33 | -1.46 | 1.62 | -0.03 | -0.42 |
| Standard Deviation(%) | NA | 39.88 | 56.15 | 46.80 | NA | NA | NA | … | … | 40.81 | 82.63 | 34.46 | 28.95 | 26.23 | 46.94 | 32.36 |
| Draw Down(%) | NA | 25.19 | 75.61 | 81.02 | NA | NA | NA | … | … | 17.42 | 63.04 | 36.58 | 49.27 | 9.31 | 39.67 | 35.08 |
| Yield(%) | 0.00 | 2.62 | 4.44 | 8.64 | 3.98 | 2.65 | 1.99 | … | … | 2.28 | 0.00 | 18.72 | 5.56 | 6.84 | 7.45 | 5.92 |
Data as of 08/09/2021, Common starting date is 01/30/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTXFY (Natixis S.A) |
-33.60%
Sep 2017 – Sep 2020 |
-22.18%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTXFY (Natixis S.A) |
9.50%
Sep 2015 – Sep 2018 |
4.77%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart