Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ECIFY (Electricite de France SA) | NA | 57.41% | 15.89% | 1.26% | -2.42% | NA | NA | … | … |
Data as of 06/21/2023, Common starting date is 01/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECIFY (Electricite de France SA) | 01/06/2010 | 06/21/2023 |
| 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 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 57.41 | 15.89 | 1.26 | -2.42 | NA | NA | … | … | 2.00 | 19.29 | -22.79 | 43.32 | -28.15 | 23.77 | 23.23 | -32.65 | -45.86 | -22.54 | 88.95 | -22.87 | -42.05 | -31.12 |
| Sharpe Ratio | NA | 1.82 | 0.42 | 0.01 | -0.13 | NA | NA | … | … | -0.02 | 0.38 | -0.57 | 0.77 | -1.02 | 0.77 | 0.64 | -0.67 | -1.59 | -0.91 | 3.31 | -0.67 | -0.97 | -1.08 |
| Standard Deviation(%) | NA | 29.66 | 39.80 | 40.92 | 37.69 | NA | NA | … | … | 17.41 | 46.93 | 40.33 | 56.00 | 28.91 | 29.01 | 35.36 | 48.69 | 28.94 | 24.85 | 26.89 | 34.40 | 43.41 | 29.25 |
| Draw Down(%) | NA | 8.30 | 49.10 | 64.82 | 84.44 | NA | NA | … | … | 8.08 | 34.00 | 30.15 | 57.24 | 42.43 | 16.90 | 24.14 | 33.67 | 51.26 | 33.46 | 9.69 | 33.33 | 49.21 | 38.25 |
| Yield(%) | 0.00 | 0.00 | 3.39 | 2.08 | 3.41 | 1.45 | 1.09 | … | … | 0.00 | 2.58 | 3.80 | 0.00 | 2.26 | 4.00 | 11.00 | 8.30 | 5.02 | 4.65 | 8.92 | 5.74 | 3.84 | 2.41 |
Data as of 06/21/2023, Common starting date is 01/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECIFY (Electricite de France SA) |
-37.98%
Mar 2014 – Mar 2017 |
-25.49%
Feb 2011 – Feb 2016 |
-15.77%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECIFY (Electricite de France SA) |
22.92%
Feb 2017 – Feb 2020 |
12.44%
Nov 2016 – Nov 2021 |
-0.54%
Jan 2013 – Jan 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart