Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CESDY (CESP – Companhia Energetica de Sao Paulo) | NA | 24.54% | 11.52% | 0.69% | NA | NA | NA | … | … |
Data as of 12/09/2019, Common starting date is 04/26/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CESDY (CESP – Companhia Energetica de Sao Paulo) | 04/26/2010 | 12/09/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.00 | 24.54 | 11.52 | 0.69 | NA | NA | NA | … | … | 15.14 | -9.64 | 33.33 | 176.57 | -73.02 | 23.73 | 0.79 | -38.36 | 16.06 | 13.88 |
| Sharpe Ratio | NA | 0.52 | 0.20 | 0.00 | NA | NA | NA | … | … | 0.32 | -0.17 | 0.74 | 2.61 | -0.64 | 0.59 | 0.01 | -0.68 | 0.42 | 0.61 |
| Standard Deviation(%) | NA | 44.80 | 51.62 | 71.71 | NA | NA | NA | … | … | 45.49 | 63.89 | 44.54 | 67.26 | 114.47 | 40.03 | 52.34 | 56.69 | 38.17 | 33.79 |
| Draw Down(%) | NA | 20.17 | 35.31 | 74.30 | NA | NA | NA | … | … | 20.17 | 35.31 | 24.49 | 28.81 | 74.30 | 37.91 | 28.23 | 54.65 | 28.90 | 10.33 |
| Yield(%) | 0.00 | 9.28 | 6.92 | 6.95 | 6.50 | 4.33 | 3.25 | … | … | 8.58 | 8.43 | 0.00 | 49.72 | 12.79 | 15.79 | 10.06 | 5.92 | 8.13 | 7.75 |
Data as of 12/09/2019, Common starting date is 04/26/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CESDY (CESP – Companhia Energetica de Sao Paulo) |
-35.34%
Sep 2012 – Sep 2015 |
-24.79%
Dec 2010 – Dec 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CESDY (CESP – Companhia Energetica de Sao Paulo) |
49.36%
Dec 2015 – Dec 2018 |
4.50%
Feb 2014 – Feb 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart