Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ROMA (Roma Green Finance Limited) | NA | 151.01% | 31.33% | 10.21% | NA | NA | NA | … | … |
Data as of 12/06/2013, Common starting date is 07/13/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROMA (Roma Green Finance Limited) | 07/13/2006 | 12/06/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.10 | 151.01 | 31.33 | 10.21 | NA | NA | NA | … | … | 39.29 | 55.64 | -3.31 | -11.81 | 0.79 | -18.06 | -4.24 | 16.13 |
| Sharpe Ratio | NA | 3.86 | 0.84 | 0.27 | NA | NA | NA | … | … | 2.13 | 0.95 | -0.08 | -0.45 | 0.02 | -0.37 | -0.32 | 1.73 |
| Standard Deviation(%) | NA | 39.11 | 37.26 | 36.50 | NA | NA | NA | … | … | 19.87 | 59.29 | 43.16 | 26.51 | 42.58 | 50.82 | 22.90 | 19.74 |
| Draw Down(%) | NA | 8.89 | 29.61 | 41.61 | NA | NA | NA | … | … | 8.89 | 29.61 | 28.51 | 24.90 | 23.70 | 23.22 | 20.90 | 8.22 |
| Yield(%) | 0.00 | 0.00 | 1.77 | 1.61 | 1.15 | 0.77 | 0.58 | … | … | 0.00 | 1.18 | 3.72 | 2.55 | 2.58 | 1.92 | 1.12 | 0.00 |
Data as of 12/06/2013, Common starting date is 07/13/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROMA (Roma Green Finance Limited) |
-15.66%
Sep 2008 – Sep 2011 |
-11.55%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROMA (Roma Green Finance Limited) |
29.51%
Nov 2010 – Nov 2013 |
9.33%
Jun 2008 – Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart