Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BAFYY (Balfour Beatty PLC ADR) | NA | 15.98% | 9.70% | 19.81% | 4.38% | NA | NA | 3.09% |
Data as of 08/06/2024, AR inception is 07/11/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAFYY (Balfour Beatty PLC ADR) | 07/11/2012 | 08/06/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.67 | 15.98 | 9.70 | 19.81 | 4.38 | NA | NA | 3.09 | 23.43 | 5.05 | 21.18 | -2.33 | 5.08 | 13.08 | -20.00 | 23.51 | -19.41 | 27.13 | -28.18 | 11.33 | -2.35 |
| Sharpe Ratio | NA | 0.37 | 0.19 | 0.46 | 0.08 | NA | NA | 0.05 | 0.87 | 0.02 | 0.50 | -0.10 | 0.10 | 0.28 | -0.59 | 0.71 | -0.40 | 0.75 | -0.64 | 0.28 | -0.10 |
| Standard Deviation(%) | NA | 43.07 | 38.16 | 39.54 | 39.68 | NA | NA | 40.23 | 44.79 | 37.08 | 39.42 | 22.98 | 47.81 | 41.70 | 36.45 | 32.22 | 49.50 | 36.26 | 44.10 | 40.63 | 50.01 |
| Draw Down(%) | NA | 20.77 | 34.95 | 42.10 | 46.68 | NA | NA | 54.06 | 15.36 | 26.13 | 24.35 | 30.33 | 42.10 | 41.85 | 31.28 | 14.97 | 37.56 | 14.78 | 54.06 | 30.18 | 27.93 |
| Yield(%) | 0.00 | 3.23 | 3.08 | 3.84 | 1.69 | 1.59 | 1.19 | 1.99 | 2.39 | 3.27 | 3.41 | 1.63 | 0.00 | 2.22 | 1.22 | 1.22 | 0.26 | 0.00 | 5.00 | 4.72 | 1.90 |
Data as of 08/06/2024, AR inception is 07/11/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAFYY (Balfour Beatty PLC ADR) |
-11.22%
Feb 2014 - Feb 2017 |
-7.83%
Jul 2014 - Jul 2019 |
-1.91%
Oct 2012 - Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAFYY (Balfour Beatty PLC ADR) |
21.83%
Mar 2020 - Mar 2023 |
17.87%
Jul 2019 - Jul 2024 |
5.66%
Apr 2013 - Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart