Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAPFD (Saipem SpA) | NA | -64.75% | -45.23% | -26.52% | -32.47% | NA | NA | … | … |
Data as of 07/28/2022, Common starting date is 04/21/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAPFD (Saipem SpA) | 04/21/2011 | 07/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -64.75 | -45.23 | -26.52 | -32.47 | NA | NA | … | … | -58.73 | -24.91 | -42.04 | 8.28 | 1.16 | 696.30 | -93.59 | -22.04 | -54.89 | -39.24 | -6.86 | -21.88 |
| Sharpe Ratio | NA | -0.15 | -0.18 | -0.14 | -0.19 | NA | NA | … | … | -0.14 | -0.54 | -0.59 | 0.22 | 0.00 | 3.06 | -0.41 | -1.40 | -0.93 | -0.74 | -0.25 | -0.54 |
| Standard Deviation(%) | NA | 437.17 | 256.49 | 200.17 | 176.54 | NA | NA | … | … | 580.03 | 45.94 | 71.57 | 31.01 | 39.05 | 229.72 | 228.30 | 15.74 | 58.98 | 53.39 | 27.94 | 55.93 |
| Draw Down(%) | NA | 96.30 | 96.30 | 96.30 | 99.48 | NA | NA | … | … | 96.30 | 33.87 | 66.33 | 20.29 | 32.90 | 25.93 | 96.91 | 26.11 | 62.47 | 58.25 | 24.52 | 44.04 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/28/2022, Common starting date is 04/21/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAPFD (Saipem SpA) |
-79.87%
Mar 2013 – Mar 2016 |
-61.75%
Apr 2012 – Apr 2017 |
-31.94%
Feb 2012 – Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAPFD (Saipem SpA) |
172.31%
Mar 2016 – Mar 2019 |
66.42%
May 2017 – May 2022 |
-18.06%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart