Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAJ (Canon Inc ADR) | NA | -4.10% | 4.96% | -5.79% | -1.72% | -2.57% | 4.09% | … | … |
Data as of 04/11/2023, Common starting date is 01/03/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAJ (Canon Inc ADR) | 01/03/2000 | 04/11/2023 |
| 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 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.75 | -4.10 | 4.96 | -5.79 | -1.72 | -2.57 | 4.09 | … | … | 1.01 | -7.62 | 30.42 | -26.36 | 4.39 | -22.56 | 38.39 | -1.88 | -0.92 | 1.08 | -18.39 | -10.97 | -14.22 | 21.31 | 34.78 | -31.49 | -17.67 | 120.21 | 10.91 | 15.39 | 30.65 | 6.42 | 4.76 | -15.93 |
| Sharpe Ratio | NA | -0.28 | 0.15 | -0.27 | -0.11 | NA | NA | … | … | 0.02 | -0.41 | 1.02 | -0.73 | 0.19 | -1.35 | 3.21 | -0.11 | -0.05 | 0.07 | -0.72 | -0.39 | -0.51 | 0.86 | 0.91 | -0.58 | -0.84 | 2.54 | 0.49 | 0.61 | 1.02 | 0.15 | 0.06 | -0.41 |
| Standard Deviation(%) | NA | 22.53 | 27.70 | 25.57 | 22.23 | NA | NA | … | … | 21.10 | 22.37 | 29.78 | 36.39 | 15.47 | 17.84 | 11.82 | 19.03 | 19.47 | 14.58 | 25.76 | 28.36 | 28.11 | 24.75 | 37.97 | 55.38 | 24.75 | 46.19 | 17.79 | 23.77 | 29.26 | 34.67 | 41.85 | 48.96 |
| Draw Down(%) | NA | 19.12 | 27.80 | 52.18 | 56.60 | NA | NA | … | … | 6.73 | 19.12 | 15.10 | 43.86 | 14.28 | 32.88 | 7.83 | 10.99 | 22.86 | 11.84 | 25.51 | 37.96 | 20.21 | 22.10 | 38.25 | 55.62 | 22.22 | 19.96 | 10.76 | 15.93 | 17.00 | 25.05 | 38.09 | 38.78 |
| Yield(%) | 0.00 | 3.78 | 3.92 | 2.98 | 2.76 | 1.48 | 2.99 | … | … | 0.00 | 3.66 | 4.71 | 2.69 | 5.43 | 3.83 | 5.19 | 4.74 | 4.09 | 2.25 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.52 | 2.18 | 2.42 | 1.48 | 1.30 | 1.27 | 0.73 | 0.37 |
Data as of 04/11/2023, Common starting date is 01/03/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAJ (Canon Inc ADR) |
-19.00%
Nov 2017 – Nov 2020 |
-10.07%
Aug 2007 – Aug 2012 |
-7.37%
Sep 2010 – Sep 2020 |
-3.90%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAJ (Canon Inc ADR) |
41.39%
Aug 2004 – Aug 2007 |
36.07%
Sep 2001 – Sep 2006 |
15.25%
Sep 2001 – Sep 2011 |
8.11%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart