Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BRFS (BRF S.A.) | -6.88% | 2.57% | 7.13% | -1.20% | -14.94% | -7.55% | 0.66% | 6.66% |
Data as of 07/30/2025, AR inception is 10/23/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRFS (BRF S.A.) | 10/23/2000 | 07/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.32 | 2.57 | 7.13 | -1.20 | -14.94 | -7.55 | 0.66 | 6.66 | -6.88 | 50.56 | 75.95 | -61.37 | -2.62 | -51.72 | 53.17 | -49.56 | -23.71 | 8.44 | -39.04 | 13.74 | 0.29 | 8.38 | 18.48 | 30.33 | 98.78 | -46.20 | 79.30 | 23.16 | 58.19 | 167.77 | 156.89 | -44.36 | -8.51 | 7.69 |
| Sharpe Ratio | NA | 0.03 | 0.10 | -0.05 | -0.32 | NA | NA | 0.11 | -0.35 | 1.06 | 1.12 | -0.98 | -0.06 | -0.76 | 1.29 | -0.97 | -0.72 | 0.21 | -1.18 | 0.47 | 0.01 | 0.32 | 0.50 | 0.94 | 1.87 | -0.58 | 1.44 | 0.34 | 1.32 | 3.95 | 3.70 | -1.08 | -0.33 | 1.48 |
| Standard Deviation(%) | NA | 42.55 | 55.33 | 53.06 | 50.49 | NA | NA | 47.07 | 46.15 | 41.64 | 64.55 | 64.28 | 44.82 | 68.43 | 40.19 | 52.40 | 33.85 | 38.36 | 32.97 | 29.21 | 25.60 | 26.37 | 37.22 | 32.08 | 52.81 | 81.54 | 53.38 | 58.32 | 42.54 | 42.27 | 42.16 | 42.23 | 33.55 | 30.17 |
| Draw Down(%) | NA | 35.34 | 67.75 | 81.65 | 94.60 | NA | NA | 95.81 | 24.57 | 14.70 | 38.42 | 70.59 | 43.10 | 71.32 | 27.75 | 61.95 | 29.29 | 23.69 | 41.59 | 21.96 | 22.46 | 35.92 | 25.06 | 15.86 | 24.34 | 64.43 | 27.12 | 46.65 | 28.75 | 31.69 | 32.77 | 64.47 | 50.00 | 11.61 |
| Yield(%) | 0.00 | 3.08 | 1.23 | 0.57 | 0.31 | 1.01 | 3.01 | 9.63 | 0.00 | 4.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.73 | 2.10 | 1.80 | 1.47 | 0.28 | 2.48 | 1.30 | 0.24 | 0.44 | 0.45 | 1.75 | 2.57 | 6.62 | 7.72 | 0.98 | 5.34 | 1.41 |
Data as of 07/30/2025, AR inception is 10/23/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRFS (BRF S.A.) |
-43.37%
Dec 2019 - Dec 2022 |
-33.67%
Feb 2018 - Feb 2023 |
-25.08%
Apr 2013 - Apr 2023 |
-13.96%
Apr 2008 - Apr 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRFS (BRF S.A.) |
153.32%
Jan 2003 - Jan 2006 |
99.25%
Feb 2003 - Feb 2008 |
50.44%
Feb 2003 - Feb 2013 |
27.56%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart