Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANZBY (Australia and New Zealand Banking Group Ltd ADR) | NA | -4.67% | 7.90% | 0.20% | 0.23% | 4.91% | 8.68% | … | … |
Data as of 03/02/2023, Common starting date is 05/16/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANZBY (Australia and New Zealand Banking Group Ltd ADR) | 05/16/1994 | 03/02/2023 |
| 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 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.29 | -4.67 | 7.90 | 0.20 | 0.23 | 4.91 | 8.68 | … | … | 0.19 | -10.29 | 24.01 | 4.72 | 1.06 | -23.68 | 2.29 | 8.01 | -22.23 | -9.88 | 9.45 | 26.61 | -13.39 | 17.27 | 91.59 | -55.45 | 7.66 | 26.73 | 8.79 | 21.05 | 36.57 | 7.14 | 14.23 | 11.69 | 10.19 | -1.70 | 6.22 | 33.87 | 45.31 | -9.86 |
| Sharpe Ratio | NA | -0.23 | 0.18 | -0.03 | -0.02 | NA | NA | … | … | -0.21 | -0.40 | 1.13 | 0.08 | -1.13 | -2.17 | -0.94 | -0.90 | -1.47 | -1.62 | -0.37 | 0.37 | -0.81 | -0.03 | 1.31 | -0.89 | -0.48 | 0.23 | -0.66 | 0.08 | 0.88 | -0.61 | -0.24 | -0.49 | 0.31 | -0.14 | 0.09 | 1.17 | 1.74 | -0.56 |
| Standard Deviation(%) | NA | 30.65 | 39.39 | 32.96 | 28.58 | NA | NA | … | … | 27.05 | 29.59 | 21.17 | 57.85 | 19.63 | 20.88 | 18.12 | 28.98 | 27.79 | 17.47 | 24.82 | 21.89 | 39.60 | 38.89 | 55.67 | 84.12 | 30.30 | 19.01 | 18.48 | 17.71 | 19.66 | 20.84 | 29.09 | 23.37 | 22.66 | 35.32 | 28.85 | 25.71 | 23.81 | 32.86 |
| Draw Down(%) | NA | 26.75 | 49.22 | 60.30 | 65.35 | NA | NA | … | … | 10.82 | 26.75 | 14.29 | 54.76 | 17.19 | 31.12 | 17.44 | 21.27 | 38.24 | 22.84 | 24.34 | 20.26 | 32.62 | 32.88 | 31.83 | 69.67 | 20.14 | 16.46 | 9.61 | 17.69 | 11.61 | 21.03 | 23.14 | 17.35 | 22.29 | 37.00 | 24.77 | 16.19 | 13.29 | 22.54 |
| Yield(%) | 0.00 | 5.22 | 5.20 | 4.15 | 3.98 | 6.00 | 11.14 | … | … | 0.00 | 4.95 | 6.16 | 2.48 | 5.63 | 5.21 | 5.43 | 6.17 | 5.23 | 5.64 | 6.08 | 6.93 | 6.19 | 5.72 | 7.68 | 4.45 | 5.28 | 5.32 | 5.20 | 5.50 | 10.97 | 5.06 | 4.61 | 4.90 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/02/2023, Common starting date is 05/16/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANZBY (Australia and New Zealand Banking Group Ltd ADR) |
-20.25%
Mar 2017 – Mar 2020 |
-12.89%
Mar 2015 – Mar 2020 |
-2.16%
Mar 2010 – Mar 2020 |
2.14%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANZBY (Australia and New Zealand Banking Group Ltd ADR) |
48.35%
Feb 2009 – Feb 2012 |
35.21%
Feb 2009 – Feb 2014 |
21.70%
Oct 1994 – Oct 2004 |
18.11%
Sep 1994 – Sep 2009 |
Annualized Rolling Returns Comparison Chart