Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CBD (Companhia Brasileira de Distribuição) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
Data as of 04/29/2024, AR inception is 03/08/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBD (Companhia Brasileira de Distribuição) | 03/08/1996 | 04/29/2024 |
| 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -74.19 | -21.03 | -70.39 | -33.95 | 6.31 | -10.31 | 43.03 | 57.36 | -71.04 | -16.77 | 1.62 | 22.91 | -12.30 | 12.97 | 176.21 | -24.91 | 8.47 | 4.57 | 30.60 | 2.84 | 71.82 | -29.08 | -38.41 | 15.52 | 108.47 | -20.00 | 9.93 | 31.78 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | NA | NA | -0.55 | -0.41 | -0.45 | -0.59 | 0.14 | -0.31 | 1.11 | 1.20 | -1.67 | -0.55 | 0.06 | 0.84 | -0.30 | 0.36 | 4.42 | -0.34 | 0.12 | 0.03 | 0.79 | 0.05 | 2.00 | -0.55 | -0.84 | 0.31 | 1.73 | -0.33 | 0.13 | 1.49 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 142.30 | 55.42 | 157.07 | 57.64 | 34.73 | 38.16 | 38.47 | 47.69 | 42.68 | 30.29 | 26.52 | 27.29 | 41.59 | 35.44 | 39.85 | 74.73 | 45.19 | 41.60 | 35.93 | 35.88 | 35.56 | 54.44 | 48.97 | 36.64 | 60.68 | 70.38 | 49.23 | 24.67 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 87.01 | 49.27 | 77.30 | 57.67 | 30.04 | 26.90 | 23.22 | 27.04 | 71.64 | 30.90 | 31.32 | 25.90 | 35.99 | 24.40 | 17.17 | 55.10 | 37.17 | 44.10 | 27.51 | 51.31 | 29.60 | 53.26 | 67.85 | 26.06 | 44.29 | 69.95 | 52.36 | 20.37 |
| Yield(%) | NA | 0.00 | 2.30 | 0.53 | 0.40 | 1.71 | 2.60 | 3.14 | 0.00 | 0.00 | 1.92 | 3.06 | 0.51 | 1.06 | 1.56 | 0.56 | 0.04 | 1.09 | 1.02 | 1.17 | 1.05 | 1.02 | 0.94 | 1.96 | 0.91 | 0.27 | 0.75 | 1.32 | 0.69 | 4.12 | 2.08 | 1.26 | 2.30 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/29/2024, AR inception is 03/08/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBD (Companhia Brasileira de Distribuição) |
-62.13%
Nov 2020 - Nov 2023 |
-50.48%
Mar 2019 - Mar 2024 |
-34.26%
Oct 2013 - Oct 2023 |
-18.50%
Sep 2008 - Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBD (Companhia Brasileira de Distribuição) |
58.68%
Feb 2009 - Feb 2012 |
30.36%
Feb 2003 - Feb 2008 |
25.41%
Mar 2003 - Mar 2013 |
16.10%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison Chart