Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BPHLF (Bank of the Philippine Islands) | NA | 20,052.38% | 1,064.45% | 494.75% | 268.21% | NA | NA | 280.27% |
Data as of 02/05/2024, AR inception is 06/28/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BPHLF (Bank of the Philippine Islands) | 06/28/2013 | 02/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.98 | 20,052.38 | 1,064.45 | 494.75 | 268.21 | NA | NA | 280.27 | 5.98 | 223,874.21 | 471.68 | 4.72 | 4.33 | 356.99 | -10.07 | 72.79 | 279.78 | 379.52 | 85.73 | 67.47 |
| Sharpe Ratio | NA | 54.12 | 4.64 | 2.65 | 1.61 | NA | NA | 1.55 | 4.27 | 446.95 | 3.45 | 0.56 | 0.07 | 3.22 | -0.05 | 0.68 | 1.82 | 3.65 | 1.35 | 2.33 |
| Standard Deviation(%) | NA | 370.46 | 229.00 | 185.97 | 166.16 | NA | NA | 162.33 | 18.82 | 532.78 | 137.50 | 8.36 | 61.41 | 110.41 | 233.27 | 106.25 | 153.22 | 104.07 | 63.43 | 75.65 |
| Draw Down(%) | NA | 12.84 | 20.74 | 38.29 | 81.06 | NA | NA | 81.06 | 0.00 | 12.84 | 20.74 | 4.40 | 35.71 | 8.57 | 78.84 | 44.87 | 68.67 | 16.90 | 18.98 | 2.26 |
| Yield(%) | 0.00 | 173.85 | 107.51 | 83.69 | 79.51 | 46.23 | 34.67 | 69.34 | 0.00 | 227.52 | 117.98 | 2.35 | 2.38 | 104.00 | 1.02 | 45.06 | 98.20 | 123.09 | 43.12 | 40.70 |
Data as of 02/05/2024, AR inception is 06/28/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPHLF (Bank of the Philippine Islands) |
54.17%
Apr 2018 - Apr 2021 |
49.81%
Dec 2016 - Dec 2021 |
204.18%
Jul 2013 - Jul 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BPHLF (Bank of the Philippine Islands) |
1,042.13%
Dec 2020 - Dec 2023 |
518.81%
Nov 2018 - Nov 2023 |
278.93%
Nov 2013 - Nov 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart