Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBER (Sberbank of Russia PJSC ADR) | NA | 5.89% | 17.39% | 11.09% | 13.68% | -31.24% | -9.07% | … | … |
Data as of 12/17/2021, Common starting date is 12/27/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBER (Sberbank of Russia PJSC ADR) | 12/27/1999 | 12/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.85 | 5.89 | 17.39 | 11.09 | 13.68 | -31.24 | -9.07 | … | … | 8.56 | 6.63 | 36.60 | -17.18 | 29.99 | 71.09 | 84.44 | -45.73 | 8.86 | 17.85 | -24.30 | 24.54 | 263.70 | -77.45 | -99.89 | 144.89 | 170.67 | 83.51 | 24.06 | 181.57 | 210.00 | -30.45 | -4.15 |
| Sharpe Ratio | NA | 0.22 | 0.58 | 0.34 | 0.43 | NA | NA | … | … | 0.33 | 0.17 | 1.68 | -0.49 | 1.22 | 2.43 | 2.31 | -1.11 | 0.35 | 0.64 | -0.61 | 0.68 | 3.41 | -0.86 | -0.14 | 2.86 | 6.02 | 2.33 | 0.77 | 4.51 | 4.59 | -0.48 | -8.62 |
| Standard Deviation(%) | NA | 26.86 | 29.16 | 30.22 | 31.45 | NA | NA | … | … | 26.65 | 37.76 | 20.92 | 37.90 | 24.17 | 29.04 | 36.55 | 41.31 | 25.22 | 28.01 | 39.91 | 36.24 | 77.40 | 90.90 | 712.51 | 49.89 | 27.80 | 35.37 | 30.29 | 39.78 | 46.48 | 72.55 | 11.70 |
| Draw Down(%) | NA | 27.60 | 34.99 | 39.51 | 51.69 | NA | NA | … | … | 27.60 | 34.99 | 13.82 | 39.51 | 22.83 | 17.21 | 20.16 | 47.65 | 20.33 | 24.41 | 42.58 | 30.09 | 38.43 | 83.45 | 99.92 | 28.60 | 13.58 | 21.63 | 21.80 | 23.51 | 26.89 | 57.39 | 4.15 |
| 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 | 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 12/17/2021, Common starting date is 12/27/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBER (Sberbank of Russia PJSC ADR) |
-93.07%
Feb 2006 – Feb 2009 |
-75.65%
Dec 2006 – Dec 2011 |
-47.96%
Jun 2007 – Jun 2017 |
-29.93%
Nov 2006 – Nov 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBER (Sberbank of Russia PJSC ADR) |
144.41%
Feb 2001 – Feb 2004 |
130.57%
Sep 2001 – Sep 2006 |
30.71%
Feb 2009 – Feb 2019 |
-11.38%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart