Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPL (CPFL Energia S.A) | NA | 4.83% | 2.50% | 6.60% | -1.09% | 6.67% | NA | … | … |
Data as of 01/27/2020, Common starting date is 09/29/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPL (CPFL Energia S.A) | 09/29/2004 | 01/27/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.20 | 4.83 | 2.50 | 6.60 | -1.09 | 6.67 | NA | … | … | 0.70 | 16.49 | 28.70 | -25.32 | 112.75 | -43.57 | -15.24 | -23.62 | -28.00 | 10.18 | 24.33 | 58.13 | -31.04 | 38.26 | 17.59 | 75.48 | 10.33 |
| Sharpe Ratio | NA | -0.64 | -0.62 | -0.49 | -0.68 | NA | NA | … | … | 0.37 | -0.24 | 0.24 | -1.37 | 2.14 | -1.42 | -0.82 | -1.59 | -2.00 | -0.29 | 0.23 | 1.06 | -0.72 | 0.41 | -0.13 | 1.45 | 0.91 |
| Standard Deviation(%) | NA | 28.36 | 30.53 | 34.07 | 32.21 | NA | NA | … | … | 26.37 | 28.60 | 29.58 | 32.68 | 36.58 | 43.59 | 41.03 | 26.55 | 23.49 | 28.42 | 24.85 | 37.20 | 70.25 | 40.02 | 35.96 | 37.58 | 29.55 |
| Draw Down(%) | NA | 22.62 | 40.78 | 51.16 | 79.51 | NA | NA | … | … | 4.30 | 22.62 | 30.60 | 39.42 | 12.98 | 50.19 | 37.79 | 32.00 | 38.96 | 27.53 | 12.57 | 16.19 | 53.84 | 30.50 | 32.89 | 17.01 | 12.78 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/27/2020, Common starting date is 09/29/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPL (CPFL Energia S.A) |
-29.31%
Sep 2012 – Sep 2015 |
-21.94%
Dec 2010 – Dec 2015 |
-6.73%
Jun 2008 – Jun 2018 |
6.49%
Nov 2004 – Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPL (CPFL Energia S.A) |
56.36%
Oct 2004 – Oct 2007 |
26.18%
Nov 2004 – Nov 2009 |
9.55%
Oct 2004 – Oct 2014 |
7.38%
Oct 2004 – Oct 2019 |
Annualized Rolling Returns Comparison Chart