Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BSMX (Grupo Financiero Santander Mexico SAB De CV Series B ADR) | NA | 21.32% | 36.83% | 2.08% | -5.09% | NA | NA | -2.97% |
Data as of 05/15/2023, AR inception is 09/27/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BSMX (Grupo Financiero Santander Mexico SAB De CV Series B ADR) | 09/27/2012 | 05/15/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 21.32 | 36.83 | 2.08 | -5.09 | NA | NA | -2.97 | -9.45 | 21.46 | 13.91 | -24.04 | 14.17 | -12.78 | 6.02 | -9.87 | -13.46 | -22.76 | -8.34 | 19.85 |
| Sharpe Ratio | NA | 0.69 | 1.02 | 0.02 | -0.16 | NA | NA | -0.10 | -1.22 | 0.68 | 0.45 | -0.37 | 0.45 | -0.41 | 0.22 | -0.27 | -0.44 | -0.74 | -0.24 | 4.71 |
| Standard Deviation(%) | NA | 29.76 | 35.17 | 39.92 | 35.79 | NA | NA | 35.62 | 23.55 | 29.74 | 30.65 | 64.92 | 28.78 | 34.47 | 24.45 | 37.27 | 30.69 | 30.94 | 35.55 | 22.56 |
| Draw Down(%) | NA | 21.50 | 31.71 | 69.20 | 78.25 | NA | NA | 79.32 | 21.50 | 13.96 | 17.47 | 68.14 | 27.94 | 33.10 | 33.11 | 32.57 | 38.02 | 37.38 | 26.42 | 7.47 |
| Yield(%) | 0.00 | 12.01 | 10.37 | 4.56 | 2.54 | 2.11 | 1.58 | 3.17 | 0.00 | 11.34 | 3.53 | 0.00 | 6.41 | 5.44 | 4.68 | 7.55 | 3.13 | 1.31 | 7.17 | 0.00 |
Data as of 05/15/2023, AR inception is 09/27/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSMX (Grupo Financiero Santander Mexico SAB De CV Series B ADR) |
-29.16%
Jul 2017 - Jul 2020 |
-18.50%
Apr 2015 - Apr 2020 |
-3.94%
Apr 2013 - Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSMX (Grupo Financiero Santander Mexico SAB De CV Series B ADR) |
38.77%
Apr 2020 - Apr 2023 |
5.72%
Mar 2018 - Mar 2023 |
-2.04%
Feb 2013 - Feb 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart