Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BBL (BHP Group) | NA | 24.98% | 23.19% | 21.17% | 5.38% | 8.80% | NA | … | … |
Data as of 01/28/2022, Common starting date is 06/25/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BBL (BHP Group) | 06/25/2003 | 01/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.06 | 24.98 | 23.19 | 21.17 | 5.38 | 8.80 | NA | … | … | 7.38 | 16.41 | 19.79 | 12.22 | 3.95 | 28.10 | 38.90 | -47.33 | -30.78 | -11.72 | 20.52 | -27.47 | 26.08 | 65.50 | -37.06 | 64.78 | 13.35 | 40.44 | 33.93 | 64.62 | -8.67 |
| Sharpe Ratio | NA | 0.53 | 0.52 | 0.53 | 0.12 | NA | NA | … | … | 4.66 | 0.50 | 0.36 | -0.47 | -0.57 | 0.35 | 0.09 | -1.63 | -1.97 | -1.23 | 0.07 | -1.07 | 0.20 | 0.81 | -0.67 | 1.06 | -0.27 | 0.70 | 0.47 | 4.76 | -0.07 |
| Standard Deviation(%) | NA | 32.15 | 38.54 | 34.70 | 34.83 | NA | NA | … | … | 33.68 | 32.86 | 53.52 | 23.49 | 31.04 | 25.16 | 50.13 | 40.43 | 25.03 | 24.61 | 28.02 | 42.79 | 37.32 | 57.98 | 83.96 | 40.45 | 33.53 | 27.63 | 30.40 | 29.93 | 201.00 |
| Draw Down(%) | NA | 25.58 | 49.44 | 49.44 | 73.83 | NA | NA | … | … | 6.12 | 25.58 | 47.78 | 21.17 | 20.10 | 22.20 | 24.64 | 59.48 | 43.85 | 30.22 | 25.39 | 39.98 | 30.30 | 33.97 | 75.29 | 25.09 | 27.03 | 23.78 | 22.75 | 8.98 | 56.34 |
| Yield(%) | 0.00 | 10.62 | 8.65 | 9.62 | 4.03 | 6.30 | 17.33 | … | … | 0.00 | 10.93 | 5.07 | 11.35 | 5.66 | 5.07 | 2.70 | 5.81 | 3.98 | 3.22 | 3.59 | 2.51 | 2.60 | 4.00 | 2.27 | 2.60 | 2.10 | 2.42 | 1.99 | 1.51 | 0.00 |
Data as of 01/28/2022, Common starting date is 06/25/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BBL (BHP Group) |
-30.92%
Jan 2013 – Jan 2016 |
-20.81%
Feb 2011 – Feb 2016 |
-3.82%
Oct 2007 – Oct 2017 |
4.99%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BBL (BHP Group) |
59.14%
Oct 2004 – Oct 2007 |
44.20%
Jul 2003 – Jul 2008 |
20.32%
Jul 2003 – Jul 2013 |
13.21%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison Chart