Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEGSF (SIA Engineering Company Limited) | NA | -5.54% | 1.45% | 0.06% | -6.70% | -1.23% | NA | … | … |
Data as of 07/24/2024, Common starting date is 06/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEGSF (SIA Engineering Company Limited) | 06/27/2005 | 07/24/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.54 | 1.45 | 0.06 | -6.70 | -1.23 | NA | … | … | 0.00 | 0.86 | 7.76 | -2.42 | -9.84 | -16.82 | -12.00 | -10.39 | 7.31 | -17.98 | -18.09 | 10.26 | 32.45 | -13.68 | 42.79 | 42.38 | -52.81 | 30.08 | 76.28 | -6.97 |
| Sharpe Ratio | NA | -1.16 | 0.05 | -0.12 | -0.23 | NA | NA | … | … | 0.00 | -0.18 | 0.04 | -0.02 | -0.10 | -0.15 | -0.13 | -0.57 | 0.11 | -0.47 | -0.21 | 0.12 | 0.53 | -0.08 | NA | NA | -0.24 | 0.23 | 0.28 | NA |
| Standard Deviation(%) | NA | 8.10 | 17.87 | 28.02 | 39.12 | NA | NA | … | … | NA | 18.74 | 153.99 | 77.01 | 205.22 | 124.67 | 93.04 | 20.62 | 60.45 | 51.51 | 91.05 | 89.76 | 55.84 | 128.18 | 0.00 | 0.00 | 219.33 | 135.96 | 211.15 | 0.00 |
| Draw Down(%) | NA | 7.41 | 7.41 | 21.46 | 60.64 | NA | NA | … | … | 0.00 | 7.41 | 3.07 | 5.85 | 19.51 | 19.09 | 12.00 | 10.39 | 1.82 | 17.98 | 22.49 | 7.86 | 10.00 | 24.72 | 0.00 | 0.00 | 52.81 | 9.54 | 0.00 | 6.97 |
| Yield(%) | 0.00 | 1.84 | 0.68 | 0.39 | 0.10 | 0.11 | 0.12 | … | … | 0.00 | 1.84 | 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 07/24/2024, Common starting date is 06/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEGSF (SIA Engineering Company Limited) |
-24.46%
Aug 2020 – Aug 2023 |
-12.60%
Mar 2019 – Mar 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEGSF (SIA Engineering Company Limited) |
41.46%
May 2010 – May 2013 |
9.53%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart