Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CETV (Central European Media Enterprises Ltd) | NA | 0.88% | -1.62% | 17.74% | -11.18% | -11.23% | 18.96% | … | … |
Data as of 10/13/2020, Common starting date is 10/13/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CETV (Central European Media Enterprises Ltd) | 10/13/1994 | 10/13/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.44 | 0.88 | -1.62 | 17.74 | -11.18 | -11.23 | 18.96 | … | … | 0.88 | 62.95 | -40.22 | 82.35 | -5.20 | -16.20 | -16.41 | -37.86 | -5.21 | -67.96 | -13.81 | 8.70 | -81.27 | 65.69 | 20.90 | 48.77 | 124.97 | 200.87 | 350.98 | 3,163.96 | -95.54 | -86.67 | -74.01 | -20.47 | 54.88 | 46.43 | -16.42 |
| Sharpe Ratio | NA | 0.00 | -0.05 | 0.33 | -0.26 | NA | NA | … | … | 0.01 | 1.47 | -2.05 | 1.94 | -0.96 | -0.84 | -0.46 | -0.56 | -0.38 | -1.34 | -0.54 | -0.10 | -0.99 | 1.34 | -0.04 | 0.82 | 2.96 | 3.98 | 3.73 | 13.11 | -0.38 | -0.59 | -1.10 | -0.60 | 1.20 | 0.76 | -1.84 |
| Standard Deviation(%) | NA | 92.38 | 59.00 | 51.15 | 62.24 | NA | NA | … | … | 103.57 | 26.94 | 30.10 | 32.74 | 40.80 | 41.19 | 75.76 | 100.88 | 62.89 | 64.61 | 60.23 | 99.23 | 101.94 | 32.66 | 32.33 | 34.04 | 35.65 | 45.67 | 88.77 | 254.18 | 308.60 | 151.48 | 70.39 | 40.09 | 42.33 | 55.72 | 32.90 |
| Draw Down(%) | NA | 63.64 | 64.00 | 64.00 | 93.17 | NA | NA | … | … | 60.26 | 13.22 | 43.96 | 15.00 | 26.95 | 39.25 | 54.64 | 67.98 | 49.33 | 73.48 | 51.03 | 78.62 | 92.18 | 23.74 | 26.39 | 28.60 | 15.01 | 22.53 | 46.87 | 72.12 | 98.86 | 94.71 | 83.80 | 39.73 | 29.17 | 44.64 | 23.70 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.99 | 0.36 | 52.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 39.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/13/2020, Common starting date is 10/13/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CETV (Central European Media Enterprises Ltd) |
-88.43%
Dec 1997 – Dec 2000 |
-71.42%
Dec 1995 – Dec 2000 |
-25.48%
Jan 2007 – Jan 2017 |
-13.60%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CETV (Central European Media Enterprises Ltd) |
662.24%
Dec 2000 – Dec 2003 |
330.71%
Dec 2000 – Dec 2005 |
86.93%
Dec 2000 – Dec 2010 |
37.70%
Dec 2000 – Dec 2015 |
Annualized Rolling Returns Comparison Chart