Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VE (Veolia Environnement SA ADR) | NA | 21.79% | 26.91% | -5.52% | -2.07% | NA | NA | … | … |
Data as of 12/22/2014, Common starting date is 10/08/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VE (Veolia Environnement SA ADR) | 10/08/2001 | 12/22/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.26 | 21.79 | 26.91 | -5.52 | -2.07 | NA | NA | … | … | 15.76 | 43.18 | 19.43 | -60.19 | -6.12 | 9.39 | -64.22 | 24.98 | 69.39 | 27.11 | 38.37 | 18.98 | -29.48 | -11.18 |
| Sharpe Ratio | NA | 0.90 | 0.79 | -0.14 | -0.07 | NA | NA | … | … | 0.67 | 1.46 | 0.44 | -1.04 | -0.19 | 0.19 | -1.06 | 0.96 | 2.84 | 1.33 | 1.80 | 0.47 | -0.66 | -1.51 |
| Standard Deviation(%) | NA | 23.96 | 34.02 | 40.37 | 40.55 | NA | NA | … | … | 24.06 | 29.49 | 44.90 | 57.71 | 33.00 | 48.61 | 61.13 | 22.92 | 23.37 | 18.82 | 20.77 | 38.88 | 46.11 | 27.60 |
| Draw Down(%) | NA | 20.85 | 39.97 | 69.59 | 87.32 | NA | NA | … | … | 20.85 | 17.83 | 39.97 | 68.04 | 34.38 | 38.35 | 76.81 | 16.42 | 23.64 | 8.64 | 18.25 | 36.81 | 45.65 | 17.87 |
| Yield(%) | 0.00 | 6.23 | 8.74 | 3.70 | 4.02 | 2.85 | 2.13 | … | … | 6.14 | 7.50 | 7.99 | 5.76 | 4.31 | 5.05 | 2.05 | 3.66 | 2.30 | 2.44 | 2.42 | 2.48 | 2.84 | 1.05 |
Data as of 12/22/2014, Common starting date is 10/08/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VE (Veolia Environnement SA ADR) |
-31.18%
Nov 2007 – Nov 2010 |
-32.15%
Oct 2007 – Oct 2012 |
-7.53%
Dec 2001 – Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VE (Veolia Environnement SA ADR) |
52.35%
Mar 2003 – Mar 2006 |
40.08%
Feb 2003 – Feb 2008 |
1.86%
Aug 2003 – Aug 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart