Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NZSTF (NZX Limited) | NA | 31.15% | 1.05% | 11.79% | 6.58% | -6.17% | NA | … | … |
Data as of 04/16/2025, Common starting date is 02/27/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NZSTF (NZX Limited) | 02/27/2008 | 04/16/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.77 | 31.15 | 1.05 | 11.79 | 6.58 | -6.17 | NA | … | … | -2.62 | 58.68 | -11.76 | -38.16 | -10.84 | 83.73 | 43.86 | -6.26 | 19.42 | -16.93 | -13.32 | 6.04 | 1.93 | -36.56 | 34.90 | -74.02 | 69.29 | -51.54 |
| Sharpe Ratio | NA | 0.52 | -0.11 | 0.20 | 0.11 | NA | NA | … | … | -0.10 | 1.61 | -0.94 | -0.97 | -1.05 | 0.99 | 1.76 | -0.11 | 0.65 | -0.41 | -0.69 | 1.06 | 0.26 | -0.46 | 0.90 | -0.55 | 1.29 | -0.75 |
| Standard Deviation(%) | NA | 47.81 | 29.08 | 46.63 | 44.09 | NA | NA | … | … | 108.40 | 35.01 | 17.09 | 33.11 | 14.33 | 83.95 | 24.11 | 68.33 | 29.24 | 41.62 | 19.31 | 4.69 | 9.18 | 79.35 | 38.58 | 134.00 | 53.65 | 77.57 |
| Draw Down(%) | NA | 12.21 | 33.23 | 52.70 | 52.70 | NA | NA | … | … | 10.44 | 10.04 | 15.39 | 40.70 | 13.30 | 33.33 | 7.06 | 30.00 | 17.43 | 25.58 | 17.31 | 0.00 | 6.67 | 52.49 | 11.46 | 74.02 | 14.29 | 51.54 |
| Yield(%) | 0.00 | 0.00 | 3.99 | 6.46 | 5.58 | 0.88 | 0.49 | … | … | 0.00 | 5.05 | 8.22 | 5.13 | 2.08 | 7.06 | 7.81 | 10.58 | 6.02 | 5.81 | 3.85 | 5.77 | 2.86 | 2.94 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/16/2025, Common starting date is 02/27/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NZSTF (NZX Limited) |
-39.42%
Dec 2009 – Dec 2012 |
-28.49%
Sep 2008 – Sep 2013 |
-16.67%
Dec 2008 – Dec 2018 |
-9.95%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NZSTF (NZX Limited) |
41.70%
Apr 2018 – Apr 2021 |
26.16%
May 2016 – May 2021 |
7.32%
Apr 2011 – Apr 2021 |
-2.33%
Aug 2009 – Aug 2024 |
Annualized Rolling Returns Comparison Chart