Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ECIFF (Electricité de France S.A) | NA | 48.67% | 15.80% | 1.78% | -2.67% | NA | NA | … | … |
Data as of 06/23/2023, Common starting date is 05/16/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECIFF (Electricité de France S.A) | 05/16/2012 | 06/23/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 48.67 | 15.80 | 1.78 | -2.67 | NA | NA | … | … | 0.86 | 20.91 | -22.18 | 45.71 | -30.46 | 21.09 | 23.47 | -30.82 | -48.04 | -19.14 | 92.52 | -8.14 |
| Sharpe Ratio | NA | 1.15 | 0.37 | 0.03 | -0.08 | NA | NA | … | … | -0.31 | 0.39 | -0.81 | 0.63 | -1.32 | 0.69 | 0.48 | -0.92 | -1.29 | -0.87 | 3.60 | -0.35 |
| Standard Deviation(%) | NA | 39.28 | 42.75 | 46.68 | 40.75 | NA | NA | … | … | 9.04 | 50.77 | 39.48 | 71.69 | 24.10 | 28.64 | 47.34 | 33.65 | 37.13 | 21.98 | 25.68 | 36.60 |
| Draw Down(%) | NA | 17.34 | 49.19 | 58.75 | 79.28 | NA | NA | … | … | 4.62 | 31.17 | 28.13 | 51.92 | 39.08 | 15.92 | 23.86 | 30.82 | 50.71 | 31.82 | 6.31 | 22.17 |
| Yield(%) | 0.00 | 0.00 | 3.43 | 2.54 | 3.28 | 3.15 | 2.36 | … | … | 0.00 | 2.57 | 4.12 | 2.94 | 2.19 | 3.85 | 6.24 | 7.86 | 4.73 | 4.69 | 7.59 | 5.85 |
Data as of 06/23/2023, 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 |
|---|---|---|---|---|
| ECIFF (Electricité de France S.A) |
-40.46%
Apr 2014 – Apr 2017 |
-18.24%
Apr 2015 – Apr 2020 |
-3.12%
Oct 2012 – Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECIFF (Electricité de France S.A) |
25.15%
May 2020 – May 2023 |
11.04%
Oct 2016 – Oct 2021 |
-0.40%
Jan 2013 – Jan 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart