Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BHPBF (BHP Group) | NA | 5.76% | 6.00% | 13.67% | -0.11% | NA | NA | … | … |
Data as of 04/05/2022, Common starting date is 01/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BHPBF (BHP Group) | 01/06/2010 | 04/05/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.76 | 6.00 | 13.67 | -0.11 | NA | NA | … | … | 0.00 | 12.96 | 12.75 | 15.85 | -0.98 | 31.94 | 40.02 | -48.39 | -26.03 | -15.45 | 20.77 | -29.27 | 21.23 |
| Sharpe Ratio | NA | 0.18 | 0.14 | 0.36 | -0.01 | NA | NA | … | … | 0.00 | 0.34 | 0.24 | 0.58 | -0.08 | 1.10 | 0.71 | -1.06 | -0.74 | -0.57 | 0.68 | -0.77 | 0.58 |
| Standard Deviation(%) | NA | 31.67 | 39.77 | 36.03 | 38.08 | NA | NA | … | … | NA | 40.72 | 52.48 | 24.70 | 30.23 | 28.49 | 55.76 | 45.51 | 35.10 | 27.15 | 30.86 | 38.25 | 37.04 |
| Draw Down(%) | NA | 20.28 | 52.48 | 52.48 | 73.95 | NA | NA | … | … | 0.00 | 20.28 | 50.00 | 21.90 | 19.15 | 17.33 | 21.96 | 57.51 | 41.13 | 30.25 | 24.60 | 36.68 | 28.57 |
| Yield(%) | 0.00 | 7.12 | 6.64 | 12.07 | 3.93 | 2.38 | 1.78 | … | … | 0.00 | 11.38 | 5.03 | 16.30 | 5.62 | 10.06 | 2.36 | 0.00 | 4.41 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/05/2022, Common starting date is 01/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BHPBF (BHP Group) |
-34.30%
Jan 2013 – Jan 2016 |
-24.29%
Jan 2011 – Jan 2016 |
-7.76%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BHPBF (BHP Group) |
31.98%
Feb 2016 – Feb 2019 |
26.56%
Feb 2016 – Feb 2021 |
0.45%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart