Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CTPTY (CTEEP Companhia de Transmissao de Energia Eletrica Paulista ADR) | NA | 11.68% | 8.73% | 13.11% | 10.13% | NA | NA | … | … |
Data as of 01/25/2024, Common starting date is 05/16/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTPTY (CTEEP Companhia de Transmissao de Energia Eletrica Paulista ADR) | 05/16/2012 | 01/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.68 | 8.73 | 13.11 | 10.13 | NA | NA | … | … | 0.31 | 11.34 | 3.33 | 11.39 | -29.35 | 103.82 | 46.18 | 5.93 | 44.79 | -32.61 | -6.91 | 41.98 | -59.60 |
| Sharpe Ratio | NA | 0.15 | 0.24 | 0.13 | 0.13 | NA | NA | … | … | 0.85 | 0.15 | 0.60 | 1.95 | -0.88 | 0.52 | 1.74 | 1.19 | 0.72 | -0.94 | -0.28 | 0.29 | -0.61 |
| Standard Deviation(%) | NA | 48.94 | 28.45 | 91.99 | 69.70 | NA | NA | … | … | 1.19 | 49.04 | 3.29 | 5.84 | 33.41 | 196.99 | 25.75 | 4.48 | 62.27 | 34.84 | 24.96 | 144.94 | 126.04 |
| Draw Down(%) | NA | 26.70 | 26.70 | 72.25 | 72.25 | NA | NA | … | … | 0.00 | 26.70 | 0.00 | 1.61 | 31.49 | 72.25 | 9.49 | 0.00 | 26.52 | 34.81 | 11.24 | 53.79 | 64.11 |
| Yield(%) | 0.00 | 6.41 | 6.76 | 7.88 | 6.92 | 2.70 | 2.03 | … | … | 0.00 | 6.41 | 3.23 | 10.65 | 2.10 | 8.36 | 21.09 | 5.66 | 3.98 | 3.48 | 5.87 | 0.00 | 1.37 |
Data as of 01/25/2024, Common starting date is 05/16/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTPTY (CTEEP Companhia de Transmissao de Energia Eletrica Paulista ADR) |
-28.90%
Aug 2012 – Aug 2015 |
-11.38%
Aug 2012 – Aug 2017 |
2.94%
Aug 2012 – Aug 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTPTY (CTEEP Companhia de Transmissao de Energia Eletrica Paulista ADR) |
136.05%
Apr 2016 – Apr 2019 |
46.72%
Apr 2014 – Apr 2019 |
13.95%
Apr 2013 – Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart