Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOLVY (Solvay SA) | NA | 25.20% | 5.16% | 4.08% | 3.43% | NA | NA | … | … |
Data as of 11/08/2021, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOLVY (Solvay SA) | 04/07/2011 | 11/08/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.94 | 25.20 | 5.16 | 4.08 | 3.43 | NA | NA | … | … | 0.67 | 10.45 | 19.51 | -24.93 | 18.86 | 6.52 | -17.10 | -8.72 | 3.79 | 71.60 | -36.81 |
| Sharpe Ratio | NA | 1.26 | 0.11 | 0.09 | 0.09 | NA | NA | … | … | 0.03 | 0.19 | 0.57 | -0.87 | 0.72 | 0.17 | -0.70 | -0.44 | 0.14 | 1.65 | -0.95 |
| Standard Deviation(%) | NA | 29.01 | 39.82 | 35.93 | 33.59 | NA | NA | … | … | 26.31 | 54.24 | 31.99 | 30.17 | 25.26 | 37.06 | 24.36 | 20.05 | 26.76 | 43.92 | 48.70 |
| Draw Down(%) | NA | 16.91 | 49.96 | 57.15 | 60.30 | NA | NA | … | … | 16.91 | 47.40 | 25.18 | 33.57 | 13.47 | 28.30 | 32.41 | 22.90 | 16.45 | 24.29 | 48.90 |
| Yield(%) | 0.00 | 4.69 | 3.75 | 3.62 | 2.07 | 1.06 | 0.80 | … | … | 3.76 | 3.51 | 4.33 | 3.11 | 3.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/08/2021, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOLVY (Solvay SA) |
-19.00%
Jan 2013 – Jan 2016 |
-10.93%
Mar 2015 – Mar 2020 |
0.17%
Jun 2011 – Jun 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOLVY (Solvay SA) |
17.58%
Dec 2011 – Dec 2014 |
10.70%
Jun 2016 – Jun 2021 |
3.77%
Oct 2011 – Oct 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart