Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHMUF (Shimizu Corporation) | NA | -3.78% | 5.66% | 4.67% | 7.62% | 6.95% | 6.73% | … | … |
Data as of 07/10/2024, Common starting date is 01/24/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHMUF (Shimizu Corporation) | 01/24/1997 | 07/10/2024 |
| 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 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.78 | 5.66 | 4.67 | 7.62 | 6.95 | 6.73 | … | … | -13.82 | 33.89 | 8.23 | -0.86 | -0.55 | 0.94 | -16.07 | 18.53 | 8.42 | 25.02 | 76.92 | 0.00 | -4.94 | 11.94 | -3.18 | -33.27 | 0.00 | 13.13 | 6.45 | 49.95 | 0.00 | 12.76 | 0.00 | 0.00 | -14.97 | 23.20 | 0.00 | -76.40 |
| Sharpe Ratio | NA | -0.43 | 0.11 | 0.12 | 0.28 | NA | NA | … | … | -1.13 | 2.40 | 0.20 | -0.03 | -0.03 | -0.20 | -1.22 | 1.27 | 0.57 | 1.08 | 1.73 | 0.00 | -0.16 | 0.30 | -1.01 | -1.17 | 0.00 | 0.82 | 0.06 | 1.18 | 0.00 | 0.56 | 0.00 | 0.00 | -1.18 | 0.96 | -0.04 | -0.72 |
| Standard Deviation(%) | NA | 17.57 | 28.29 | 25.28 | 23.36 | NA | NA | … | … | 25.21 | 12.46 | 33.72 | 31.78 | 23.77 | 2.33 | 14.26 | 14.14 | 14.47 | 23.10 | 44.54 | 16.78 | 30.84 | 39.08 | 3.24 | 28.44 | NA | 12.36 | 56.82 | 40.51 | NA | 21.59 | NA | NA | 16.21 | 20.86 | 75.98 | 114.15 |
| Draw Down(%) | NA | 16.32 | 22.78 | 22.78 | 29.40 | NA | NA | … | … | 16.32 | 0.00 | 19.54 | 22.78 | 16.67 | 1.18 | 17.24 | 0.77 | 8.28 | 1.76 | 19.12 | 11.17 | 29.68 | 23.00 | 3.18 | 33.27 | 0.00 | 0.00 | 30.77 | 0.00 | 0.00 | 9.09 | 0.00 | 0.00 | 14.97 | 0.00 | 36.36 | 76.40 |
| Yield(%) | 0.00 | 3.56 | 13.48 | 9.36 | 8.41 | 7.38 | 7.44 | … | … | 0.63 | 4.91 | 24.30 | 20.00 | 3.33 | 2.12 | 2.12 | 2.46 | 1.08 | 1.19 | 1.56 | 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 07/10/2024, Common starting date is 01/24/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHMUF (Shimizu Corporation) |
-37.24%
Mar 1997 – Mar 2000 |
-24.39%
Feb 1997 – Feb 2002 |
-7.78%
Feb 1997 – Feb 2007 |
-8.09%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHMUF (Shimizu Corporation) |
41.95%
May 2003 – May 2006 |
28.15%
Aug 2012 – Aug 2017 |
13.15%
Oct 2013 – Oct 2023 |
10.34%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart