Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NZT (Telecom Corporation of New Zealand Ltd ADR) | NA | 3.98% | 12.00% | -6.51% | 3.59% | -0.65% | 7.87% | … | … |
Data as of 07/09/2012, Common starting date is 07/18/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NZT (Telecom Corporation of New Zealand Ltd ADR) | 07/18/1991 | 07/09/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.61 | 3.98 | 12.00 | -6.51 | 3.59 | -0.65 | 7.87 | … | … | 27.52 | 2.53 | -3.78 | 47.46 | -55.51 | -4.64 | -8.27 | 1.17 | 33.27 | 54.15 | 16.68 | 3.60 | -53.10 | 14.47 | -1.06 | 1.63 | 24.33 | 43.33 | 11.31 | 107.30 | -9.19 | 13.16 |
| Sharpe Ratio | NA | 0.05 | 0.32 | -0.15 | 0.06 | NA | NA | … | … | 2.18 | 0.06 | -0.14 | 1.11 | -1.00 | -0.24 | -0.43 | -0.06 | 1.73 | 2.48 | 0.59 | 0.04 | -1.56 | 0.44 | -0.16 | -1.93 | 1.12 | 2.53 | 0.33 | 3.74 | -0.52 | 1.18 |
| Standard Deviation(%) | NA | 45.88 | 36.81 | 46.17 | 39.81 | NA | NA | … | … | 27.66 | 39.45 | 27.85 | 42.64 | 56.14 | 31.99 | 26.78 | 17.07 | 18.71 | 21.59 | 26.37 | 35.80 | 36.71 | 25.60 | 28.00 | 27.64 | 18.42 | 15.62 | 25.04 | 28.00 | 22.06 | 23.46 |
| Draw Down(%) | NA | 36.17 | 36.28 | 70.06 | 70.68 | NA | NA | … | … | 17.07 | 36.17 | 36.28 | 23.03 | 63.34 | 26.93 | 38.69 | 14.98 | 15.10 | 9.45 | 16.30 | 36.57 | 54.34 | 21.20 | 26.80 | 17.76 | 16.24 | 11.95 | 21.66 | 17.88 | 25.75 | 9.88 |
| Yield(%) | 0.00 | 8.93 | 9.48 | 3.40 | 5.64 | 2.81 | 5.22 | … | … | 5.47 | 9.02 | 8.28 | 10.90 | 6.83 | 6.25 | 4.77 | 6.17 | 4.39 | 3.89 | 2.33 | 3.29 | 3.54 | 4.50 | 4.12 | 2.20 | 2.41 | 2.61 | 3.20 | 1.42 | 1.29 | 0.83 |
Data as of 07/09/2012, Common starting date is 07/18/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NZT (Telecom Corporation of New Zealand Ltd ADR) |
-26.99%
Dec 2005 – Dec 2008 |
-16.10%
Feb 2004 – Feb 2009 |
-8.39%
Feb 1999 – Feb 2009 |
-1.86%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NZT (Telecom Corporation of New Zealand Ltd ADR) |
53.01%
Apr 1992 – Apr 1995 |
37.64%
Jun 1992 – Jun 1997 |
12.06%
Jun 1992 – Jun 2002 |
13.32%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison Chart