Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SKRUF (Scottish Re Group Limited) | NA | -99.31% | -86.35% | -83.88% | -62.71% | -49.04% | NA | … | … |
Data as of 03/11/2022, Common starting date is 07/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKRUF (Scottish Re Group Limited) | 07/18/2005 | 03/11/2022 |
| 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 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -99.31 | -86.35 | -83.88 | -62.71 | -49.04 | NA | … | … | 0.00 | -53.85 | -13.33 | -50.00 | -94.00 | -36.31 | -21.50 | 29.03 | -42.59 | -12.90 | 34.90 | 24.49 | 63.36 | 564.71 | -88.36 | -67.48 | -10.74 | 1.21 |
| Sharpe Ratio | NA | -0.27 | -0.32 | -0.38 | -0.31 | NA | NA | … | … | NA | -0.23 | -0.06 | -0.55 | -0.85 | -0.54 | -0.39 | 0.41 | -1.27 | -0.35 | 0.30 | 0.27 | 0.80 | 1.40 | -0.22 | -1.00 | -0.17 | 0.02 |
| Standard Deviation(%) | NA | 281.34 | 207.76 | 165.68 | 128.32 | NA | NA | … | … | NA | 299.04 | 224.14 | 94.00 | 111.60 | 68.45 | 55.45 | 70.03 | 33.42 | 36.74 | 117.73 | 89.23 | 78.95 | 404.33 | 414.60 | 70.30 | 84.09 | 8.50 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 82.76 | 75.56 | 75.00 | 95.00 | 61.59 | 39.50 | 23.75 | 47.41 | 29.09 | 47.61 | 63.76 | 30.36 | 87.90 | 97.67 | 74.06 | 50.35 | 4.43 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.25 | 0.66 | 0.99 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.27 | 0.00 | 0.00 | 0.00 | 0.00 | 7.98 | 7.21 | 3.65 |
Data as of 03/11/2022, Common starting date is 07/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKRUF (Scottish Re Group Limited) |
-86.35%
Dec 2018 – Dec 2021 |
-84.28%
Jan 2017 – Jan 2022 |
-62.93%
Feb 2012 – Feb 2022 |
-49.12%
Jan 2007 – Jan 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKRUF (Scottish Re Group Limited) |
201.84%
Oct 2008 – Oct 2011 |
116.79%
Oct 2008 – Oct 2013 |
13.09%
Oct 2008 – Oct 2018 |
-22.08%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart