Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BAYRY (Bayer AG PK) | 54.12% | 8.78% | -17.28% | -14.57% | -11.22% | -0.78% | 2.81% | 2.92% |
Data as of 07/03/2025, AR inception is 11/18/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAYRY (Bayer AG PK) | 11/18/1996 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.78 | -17.28 | -14.57 | -11.22 | -0.78 | 2.81 | 2.92 | 54.12 | -45.94 | -25.09 | -0.20 | -5.88 | -23.94 | 20.91 | -41.07 | 22.07 | -14.52 | -0.40 | -1.51 | 51.66 | 55.27 | -10.84 | -5.36 | 39.32 | -33.00 | 73.97 | 31.22 | 62.43 | 18.14 | 43.28 | -29.23 | -38.20 | 10.32 | 13.17 | 13.22 | -9.23 | 5.52 |
| Sharpe Ratio | NA | 0.24 | -0.64 | -0.48 | -0.42 | NA | NA | 0.04 | 3.80 | -1.48 | -0.91 | -0.05 | -0.23 | -0.56 | 0.65 | -1.32 | 1.22 | -0.58 | -0.02 | -0.07 | 2.36 | 1.96 | -0.25 | -0.19 | 1.04 | -0.67 | 2.61 | 1.11 | 2.07 | 0.72 | 0.83 | -0.66 | -0.91 | 0.14 | 0.32 | 0.27 | -0.44 | 2.07 |
| Standard Deviation(%) | NA | 40.46 | 35.18 | 33.47 | 31.68 | NA | NA | 34.35 | 40.66 | 35.44 | 32.41 | 34.03 | 25.27 | 43.40 | 29.98 | 32.25 | 17.68 | 25.32 | 27.07 | 22.93 | 21.87 | 28.51 | 43.73 | 29.22 | 37.71 | 50.65 | 27.33 | 25.27 | 29.16 | 23.78 | 51.33 | 46.28 | 44.93 | 43.27 | 31.46 | 37.02 | 29.14 | 27.04 |
| Draw Down(%) | NA | 42.39 | 69.79 | 71.45 | 82.68 | NA | NA | 82.68 | 19.50 | 49.40 | 48.69 | 35.48 | 27.90 | 42.86 | 25.10 | 47.29 | 12.78 | 24.34 | 19.22 | 12.18 | 9.93 | 17.51 | 42.43 | 31.53 | 29.40 | 50.70 | 13.11 | 18.55 | 12.08 | 25.52 | 51.92 | 50.84 | 55.96 | 27.04 | 25.83 | 33.02 | 26.09 | 8.33 |
| Yield(%) | 0.00 | 0.43 | 1.62 | 1.93 | 1.78 | 5.50 | 8.30 | 6.21 | 0.61 | 0.32 | 4.87 | 4.08 | 3.93 | 3.71 | 4.53 | 3.95 | 2.69 | 2.35 | 9.37 | 2.11 | 2.61 | 3.24 | 2.81 | 2.32 | 3.03 | 2.35 | 2.46 | 2.59 | 25.20 | 2.03 | 4.38 | 2.46 | 2.38 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/03/2025, AR inception is 11/18/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAYRY (Bayer AG PK) |
-31.19%
Mar 2000 - Mar 2003 |
-21.97%
Dec 2019 - Dec 2024 |
-14.85%
Nov 2014 - Nov 2024 |
-5.63%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAYRY (Bayer AG PK) |
62.29%
Feb 2003 - Feb 2006 |
54.51%
Mar 2003 - Mar 2008 |
29.38%
Mar 2003 - Mar 2013 |
21.29%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart