Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CTPZY (CTEEP - Companhia de Transmissão de Energia Elétrica Paulista S.A) | NA | 36.96% | -35.22% | 15.11% | 12.98% | NA | NA | 4.08% |
Data as of 01/25/2024, AR inception is 01/20/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTPZY (CTEEP - Companhia de Transmissão de Energia Elétrica Paulista S.A) | 01/20/2010 | 01/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 14.78 | 36.96 | -35.22 | 15.11 | 12.98 | NA | NA | 4.08 | 18.65 | 24.26 | -25.47 | -73.37 | 377.84 | 55.58 | -19.47 | 1.83 | 83.01 | -18.97 | 40.56 | -31.68 | -43.51 | 3.97 | 26.36 |
| Sharpe Ratio | NA | 0.36 | -0.28 | 0.10 | 0.12 | NA | NA | 0.04 | 20.92 | 0.16 | -0.49 | -0.39 | 1.56 | 0.65 | -0.46 | 0.03 | 2.46 | -0.42 | 1.46 | -1.01 | -0.83 | 0.12 | 0.88 |
| Standard Deviation(%) | NA | 119.82 | 126.33 | 151.38 | 109.69 | NA | NA | 94.43 | 55.36 | 123.15 | 55.07 | 188.76 | 240.37 | 83.06 | 45.66 | 37.78 | 33.70 | 45.09 | 27.82 | 31.54 | 52.64 | 32.34 | 31.51 |
| Draw Down(%) | NA | 40.67 | 84.38 | 85.96 | 85.96 | NA | NA | 85.96 | 0.38 | 40.67 | 33.68 | 84.38 | 66.67 | 29.26 | 34.12 | 22.71 | 22.65 | 38.96 | 14.64 | 40.12 | 57.55 | 21.09 | 14.71 |
| Yield(%) | 0.00 | 9.57 | 1.41 | 2.43 | 5.10 | 3.21 | 2.41 | 3.44 | 0.00 | 9.57 | 3.42 | 1.75 | 6.33 | 2.65 | 9.34 | 1.24 | 4.16 | 4.50 | 10.89 | 0.00 | 5.62 | 10.45 | 7.95 |
Data as of 01/25/2024, AR inception is 01/20/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTPZY (CTEEP - Companhia de Transmissão de Energia Elétrica Paulista S.A) |
-44.45%
Nov 2020 - Nov 2023 |
-18.02%
Oct 2010 - Oct 2015 |
-2.72%
Feb 2012 - Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTPZY (CTEEP - Companhia de Transmissão de Energia Elétrica Paulista S.A) |
81.58%
Dec 2017 - Dec 2020 |
73.28%
Sep 2015 - Sep 2020 |
20.07%
Sep 2010 - Sep 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart