Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANEWF (Australia and New Zealand Banking Group Ltd) | NA | -21.31% | 22.03% | -4.80% | -5.61% | NA | NA | … | … |
Data as of 03/24/2023, Common starting date is 02/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANEWF (Australia and New Zealand Banking Group Ltd) | 02/17/2009 | 03/24/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.61 | -21.31 | 22.03 | -4.80 | -5.61 | NA | NA | … | … | -8.56 | -11.35 | 15.48 | 5.52 | 1.20 | -24.91 | 1.98 | 5.23 | -20.58 | -9.57 | 9.32 | 26.56 | -13.95 | 27.78 | 142.31 |
| Sharpe Ratio | NA | -0.76 | 0.63 | -0.17 | -0.20 | NA | NA | … | … | -1.31 | -0.39 | 1.06 | 0.09 | -0.01 | -0.94 | 0.06 | 0.17 | -0.71 | -0.51 | 0.41 | 1.21 | -0.42 | 0.67 | 3.90 |
| Standard Deviation(%) | NA | 31.75 | 33.67 | 35.59 | 30.72 | NA | NA | … | … | 29.39 | 32.88 | 23.37 | 57.63 | 20.93 | 28.01 | 21.46 | 29.75 | 29.04 | 18.91 | 22.52 | 22.14 | 33.53 | 41.36 | 44.66 |
| Draw Down(%) | NA | 28.35 | 32.53 | 63.22 | 75.51 | NA | NA | … | … | 16.25 | 28.35 | 9.10 | 54.31 | 15.38 | 28.74 | 15.88 | 24.21 | 37.41 | 20.09 | 24.61 | 20.19 | 32.53 | 26.39 | 16.74 |
| Yield(%) | 0.00 | 4.77 | 8.27 | 5.88 | 5.23 | 16.61 | 12.46 | … | … | 0.00 | 4.95 | 3.94 | 3.65 | 13.91 | 7.62 | 7.93 | 8.25 | 7.50 | 7.98 | 6.19 | 6.71 | 5.79 | 0.00 | 13.08 |
Data as of 03/24/2023, Common starting date is 02/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANEWF (Australia and New Zealand Banking Group Ltd) |
-25.30%
Mar 2017 – Mar 2020 |
-19.30%
Mar 2015 – Mar 2020 |
-8.12%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANEWF (Australia and New Zealand Banking Group Ltd) |
34.94%
Mar 2009 – Mar 2012 |
25.11%
Mar 2009 – Mar 2014 |
6.40%
Mar 2009 – Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart