Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CEY (VictoryShares Emerging Market High Div Volatility Wtd) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | -100.00% |
Data as of 01/19/2023, AR inception is 10/26/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEY (VictoryShares Emerging Market High Div Volatility Wtd) | 10/26/2017 | 01/19/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | -100.00 | -100.00 | 439.07 | 13.78 | -8.39 | 5.27 | -19.94 | 4.19 |
| Sharpe Ratio | NA | 2.58 | 0.78 | 0.52 | NA | NA | NA | 0.53 | 29.69 | 2.43 | 1.14 | -0.30 | 0.29 | -0.68 | 2.73 |
| Standard Deviation(%) | NA | 182.49 | 107.13 | 83.40 | NA | NA | NA | 81.70 | 34.47 | 181.86 | 12.11 | 28.61 | 13.09 | 31.09 | 9.39 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | 100.00 | 100.00 | 28.54 | 7.31 | 36.62 | 15.99 | 27.55 | 2.70 |
| Yield(%) | 0.00 | 4.14 | 4.36 | 3.95 | 2.24 | 1.49 | 1.12 | 4.48 | 0.00 | 4.40 | 6.00 | 3.33 | 4.93 | 4.48 | 0.49 |
Data as of 01/19/2023, AR inception is 10/26/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEY (VictoryShares Emerging Market High Div Volatility Wtd) |
-3.42%
Oct 2019 - Oct 2022 |
0.93%
Nov 2017 - Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEY (VictoryShares Emerging Market High Div Volatility Wtd) |
79.86%
Dec 2019 - Dec 2022 |
42.81%
Dec 2017 - Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart