Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGU (Agrium Inc) | NA | 15.56% | 9.56% | 5.78% | 6.46% | 18.20% | 13.24% | … | … |
Data as of 12/31/2017, Common starting date is 05/05/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGU (Agrium Inc) | 05/05/1995 | 12/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.32 | 15.56 | 9.56 | 5.78 | 6.46 | 18.20 | 13.24 | … | … | 15.15 | 16.89 | -2.31 | 6.93 | -5.82 | 50.42 | -26.56 | 49.44 | 80.56 | -52.62 | 129.82 | 43.83 | 31.21 | 3.13 | 46.82 | 8.41 | -27.16 | 87.57 | -8.17 | -28.00 | -10.51 | -7.73 | 48.76 |
| Sharpe Ratio | NA | 0.73 | 0.40 | 0.25 | 0.15 | NA | NA | … | … | 0.73 | 0.67 | -0.09 | 0.39 | -0.26 | 1.89 | -0.74 | 1.40 | 1.43 | -0.60 | 3.00 | 1.24 | 0.89 | 0.08 | 1.69 | 0.24 | -0.85 | 2.02 | -0.35 | -0.84 | -0.51 | -0.39 | 2.84 |
| Standard Deviation(%) | NA | 19.96 | 23.34 | 22.18 | 41.00 | NA | NA | … | … | 19.96 | 24.93 | 24.85 | 17.57 | 22.80 | 26.86 | 35.79 | 35.32 | 56.16 | 88.96 | 42.52 | 32.79 | 32.59 | 28.52 | 27.24 | 30.40 | 34.99 | 41.24 | 32.19 | 37.35 | 27.38 | 28.34 | 28.08 |
| Draw Down(%) | NA | 18.89 | 27.12 | 28.00 | 79.27 | NA | NA | … | … | 18.89 | 9.98 | 22.98 | 13.71 | 28.00 | 15.28 | 34.65 | 32.59 | 29.31 | 79.27 | 22.04 | 25.98 | 19.40 | 29.46 | 18.11 | 24.50 | 38.15 | 32.93 | 25.60 | 46.37 | 34.00 | 26.92 | 11.57 |
| Yield(%) | 0.00 | 2.62 | 3.35 | 3.02 | 2.31 | 10.15 | 7.29 | … | … | 2.62 | 3.93 | 3.57 | 3.32 | 2.43 | 1.41 | 0.30 | 0.18 | 0.30 | 0.15 | 0.34 | 0.48 | 0.65 | 0.66 | 0.96 | 1.58 | 0.39 | 1.24 | 1.21 | 0.92 | 0.82 | 0.18 | 0.00 |
Data as of 12/31/2017, Common starting date is 05/05/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGU (Agrium Inc) |
-19.03%
Feb 1996 – Feb 1999 |
-7.78%
Jan 1997 – Jan 2002 |
4.77%
Nov 1995 – Nov 2005 |
11.04%
Jun 1995 – Jun 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGU (Agrium Inc) |
76.92%
Jun 2005 – Jun 2008 |
58.63%
Jun 2003 – Jun 2008 |
28.07%
Sep 2002 – Sep 2012 |
19.94%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart