Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DCM (NTT DOCOMO INC) | NA | 161.43% | 61.20% | 340.75% | 116.71% | 67.41% | NA | … | … |
Data as of 03/02/2022, Common starting date is 03/04/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DCM (NTT DOCOMO INC) | 03/04/2002 | 03/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 21.12 | 161.43 | 61.20 | 340.75 | 116.71 | 67.41 | NA | … | … | 6.27 | -2.65 | 92.31 | -27.92 | 42,390.53 | 4.48 | 10.98 | 40.41 | -11.57 | 14.57 | -21.47 | 5.34 | 24.61 | -28.75 | 19.63 | 5.92 | 5.96 | -16.43 | -18.09 | 25.95 | -21.46 |
| Sharpe Ratio | NA | 3.33 | 1.34 | 1.04 | 0.55 | NA | NA | … | … | 0.84 | -0.02 | 1.63 | -1.29 | 59.02 | -1.13 | -0.91 | 0.86 | -1.82 | -0.22 | -2.75 | -0.64 | 0.36 | -1.56 | 0.00 | -0.67 | -0.76 | -1.67 | -1.17 | 0.18 | -1.08 |
| Standard Deviation(%) | NA | 48.35 | 46.23 | 326.37 | 211.96 | NA | NA | … | … | 53.70 | 109.73 | 46.28 | 40.09 | 811.71 | 13.06 | 25.41 | 25.34 | 16.52 | 17.67 | 14.68 | 20.46 | 16.63 | 30.32 | 44.05 | 24.23 | 21.65 | 22.38 | 32.28 | 36.30 | 45.48 |
| Draw Down(%) | NA | 35.03 | 43.09 | 55.75 | 55.75 | NA | NA | … | … | 29.70 | 65.58 | 27.06 | 27.92 | 20.83 | 8.77 | 22.25 | 26.40 | 19.02 | 11.77 | 26.20 | 10.86 | 12.13 | 32.53 | 23.82 | 28.58 | 20.57 | 21.20 | 31.14 | 24.28 | 41.05 |
| Yield(%) | 0.00 | 0.24 | 0.13 | 31.22 | 21.44 | 14.03 | 3.26 | … | … | 0.00 | 0.26 | 0.00 | 0.00 | 2.04 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.40 | 2.17 | 1.49 | 0.59 | 0.45 | 0.03 |
Data as of 03/02/2022, Common starting date is 03/04/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DCM (NTT DOCOMO INC) |
-16.89%
May 2002 – May 2005 |
-8.27%
Aug 2003 – Aug 2008 |
-4.34%
May 2002 – May 2012 |
-0.08%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DCM (NTT DOCOMO INC) |
912.08%
Sep 2018 – Sep 2021 |
332.93%
Nov 2016 – Nov 2021 |
114.41%
Dec 2011 – Dec 2021 |
68.91%
Dec 2006 – Dec 2021 |
Annualized Rolling Returns Comparison Chart