Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BNGRF (Savencia SA) | NA | -7.06% | -1.15% | -7.66% | NA | NA | NA | … | … |
Data as of 05/15/2023, Common starting date is 10/13/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BNGRF (Savencia SA) | 10/13/2015 | 05/15/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.37 | -7.06 | -1.15 | -7.66 | NA | NA | NA | … | … | 2.38 | -16.91 | 9.23 | 5.37 | 1.81 | -29.85 | 42.06 | 7.59 | 1.94 |
| Sharpe Ratio | NA | -0.69 | -0.11 | -0.47 | NA | NA | NA | … | … | 0.44 | -1.15 | 0.45 | 0.23 | 0.02 | -1.84 | 1.82 | 0.56 | 0.71 |
| Standard Deviation(%) | NA | 11.28 | 19.56 | 18.80 | NA | NA | NA | … | … | 3.89 | 16.03 | 20.31 | 22.59 | 17.32 | 16.98 | 22.90 | 13.20 | 12.86 |
| Draw Down(%) | NA | 13.58 | 34.43 | 41.98 | NA | NA | NA | … | … | 0.00 | 20.91 | 17.10 | 19.15 | 14.60 | 32.64 | 2.03 | 7.17 | 3.75 |
| Yield(%) | 0.00 | 2.45 | 1.70 | 0.92 | 1.42 | 0.94 | 0.71 | … | … | 2.32 | 2.18 | 2.44 | 0.00 | 1.69 | 1.73 | 2.54 | 1.72 | 0.00 |
Data as of 05/15/2023, Common starting date is 10/13/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNGRF (Savencia SA) |
-13.39%
Oct 2017 – Oct 2020 |
-8.63%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNGRF (Savencia SA) |
8.27%
Feb 2016 – Feb 2019 |
10.15%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart