Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMCRY (Amcor plc) | NA | 5.42% | 1.82% | 2.46% | 11.67% | 6.74% | 4.00% | … | … |
Data as of 06/12/2019, Common starting date is 01/11/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMCRY (Amcor plc) | 01/11/1993 | 06/12/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.42 | 1.82 | 2.46 | 11.67 | 6.74 | 4.00 | … | … | 20.18 | -22.54 | 11.67 | 10.09 | -11.61 | 1.12 | 29.29 | 27.52 | 7.94 | 23.39 | 33.84 | -31.61 | 6.14 | 4.88 | -4.48 | -8.74 | 29.63 | 29.82 | 28.87 | -40.26 | 14.93 | -1.47 | -33.33 | -10.53 | -1.30 | 7.94 | 31.29 |
| Sharpe Ratio | NA | -1.06 | -1.02 | -0.93 | -0.33 | NA | NA | … | … | 1.65 | -2.38 | -0.47 | -0.82 | -1.19 | -0.83 | 0.32 | 0.37 | -0.32 | 0.14 | 0.32 | -0.80 | -0.53 | -0.68 | -1.12 | -1.06 | 0.58 | 0.33 | 0.24 | -1.34 | 0.42 | -0.12 | -1.35 | -0.74 | -0.24 | 0.20 | 1.24 |
| Standard Deviation(%) | NA | 17.03 | 18.43 | 21.85 | 26.92 | NA | NA | … | … | 14.94 | 18.55 | 16.12 | 29.09 | 25.30 | 20.94 | 34.05 | 24.31 | 32.62 | 33.74 | 47.36 | 63.81 | 30.22 | 25.73 | 22.78 | 26.62 | 17.86 | 30.09 | 33.07 | 47.31 | 27.82 | 40.30 | 27.12 | 18.88 | 21.43 | 25.46 | 24.24 |
| Draw Down(%) | NA | 20.74 | 30.36 | 30.36 | 31.99 | NA | NA | … | … | 5.21 | 25.91 | 11.83 | 16.84 | 22.79 | 20.00 | 14.16 | 11.07 | 20.31 | 20.56 | 43.57 | 55.15 | 22.99 | 20.02 | 20.01 | 29.82 | 8.19 | 17.64 | 24.07 | 46.43 | 30.05 | 32.48 | 39.04 | 21.37 | 13.85 | 21.03 | 14.14 |
| Yield(%) | 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 | 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 06/12/2019, Common starting date is 01/11/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMCRY (Amcor plc) |
-24.68%
May 1997 – May 2000 |
-18.86%
Nov 1995 – Nov 2000 |
-5.59%
Feb 1999 – Feb 2009 |
-6.22%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMCRY (Amcor plc) |
39.98%
Feb 2009 – Feb 2012 |
29.65%
Feb 2009 – Feb 2014 |
15.66%
Feb 2009 – Feb 2019 |
10.48%
Mar 2001 – Mar 2016 |
Annualized Rolling Returns Comparison Chart