Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BOALY (Boral Ltd ADR) | NA | 45.48% | 17.27% | 13.18% | 7.35% | 8.20% | NA | … | … |
Data as of 01/16/2024, Common starting date is 03/01/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BOALY (Boral Ltd ADR) | 03/01/2004 | 01/16/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.94 | 45.48 | 17.27 | 13.18 | 7.35 | 8.20 | NA | … | … | -1.96 | 81.12 | -56.00 | 19.54 | 25.19 | -5.67 | -42.04 | 58.41 | 8.95 | 1.15 | 5.23 | -5.76 | 30.73 | -22.00 | 0.16 | 65.03 | -37.67 | -5.42 | 5.50 | 13.46 | 16.83 |
| Sharpe Ratio | NA | 2.30 | 0.29 | 0.21 | 0.14 | NA | NA | … | … | -2.71 | 2.45 | -0.61 | 0.54 | 0.35 | -0.19 | -1.29 | 1.88 | 0.19 | 0.04 | 0.20 | -0.19 | 0.93 | -0.48 | 0.00 | 0.88 | -0.56 | -0.23 | 0.08 | 0.06 | 0.18 |
| Standard Deviation(%) | NA | 31.83 | 53.84 | 55.13 | 45.29 | NA | NA | … | … | 15.83 | 31.73 | 94.32 | 36.15 | 71.10 | 38.18 | 33.60 | 30.88 | 44.91 | 28.90 | 26.05 | 31.24 | 33.42 | 45.78 | 36.48 | 73.50 | 68.41 | 36.90 | 26.44 | 184.04 | 105.68 |
| Draw Down(%) | NA | 11.56 | 51.51 | 70.51 | 81.34 | NA | NA | … | … | 2.87 | 11.56 | 68.15 | 21.03 | 67.89 | 26.16 | 47.84 | 11.50 | 29.07 | 28.39 | 24.21 | 29.46 | 32.57 | 44.53 | 32.01 | 43.89 | 56.33 | 29.67 | 31.65 | 72.56 | 55.83 |
| Yield(%) | 0.00 | 0.00 | 17.43 | 12.40 | 7.35 | 8.05 | 5.28 | … | … | 0.00 | 0.00 | 47.52 | 0.00 | 2.03 | 5.27 | 3.23 | 4.57 | 5.88 | 3.29 | 3.25 | 2.29 | 3.31 | 3.11 | 4.25 | 2.99 | 5.58 | 4.55 | 4.30 | 4.83 | 2.41 |
Data as of 01/16/2024, Common starting date is 03/01/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BOALY (Boral Ltd ADR) |
-30.45%
Mar 2017 – Mar 2020 |
-17.80%
Mar 2015 – Mar 2020 |
-7.99%
Mar 2010 – Mar 2020 |
-3.80%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BOALY (Boral Ltd ADR) |
45.27%
Mar 2020 – Mar 2023 |
25.24%
Feb 2009 – Feb 2014 |
10.25%
Feb 2009 – Feb 2019 |
9.56%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart