Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ENIA (Enel Americas SA ADR) | NA | -33.87% | -15.49% | -11.92% | 1.67% | 3.22% | 10.13% | … | … |
Data as of 07/20/2022, Common starting date is 10/20/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ENIA (Enel Americas SA ADR) | 10/20/1993 | 07/20/2022 |
| 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 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 17.27 | -33.87 | -15.49 | -11.92 | 1.67 | 3.22 | 10.13 | … | … | -13.42 | -31.86 | -25.14 | 23.09 | -20.14 | 36.05 | 25.28 | -24.20 | 6.94 | -16.91 | 3.35 | -24.07 | 1.57 | 79.43 | -20.52 | 0.19 | 45.59 | 29.14 | 15.62 | 79.95 | -69.25 | -24.54 | -23.78 | -10.41 | -10.99 | 4.50 | -2.63 | 2.70 | 18.09 | 7.43 |
| Sharpe Ratio | NA | -0.91 | -0.40 | -0.36 | 0.04 | NA | NA | … | … | -0.64 | -1.02 | -0.51 | -0.01 | -1.54 | 0.77 | -0.32 | -1.68 | -0.55 | -1.66 | -0.65 | -1.52 | -0.85 | 2.12 | -0.60 | -0.76 | 1.01 | 0.37 | -0.15 | 1.53 | -1.72 | -1.65 | -2.89 | 0.33 | 0.55 | -1.38 | -0.03 | -1.41 | 0.54 | 2.41 |
| Standard Deviation(%) | NA | 36.42 | 38.63 | 34.27 | 35.85 | NA | NA | … | … | 37.53 | 31.20 | 49.96 | 26.00 | 27.17 | 22.02 | 27.82 | 25.42 | 21.02 | 21.34 | 23.45 | 28.10 | 19.94 | 28.70 | 66.72 | 28.70 | 23.22 | 22.15 | 26.48 | 39.61 | 51.70 | 28.22 | 31.99 | 44.52 | 40.31 | 30.55 | 19.29 | 42.10 | 36.93 | 31.95 |
| Draw Down(%) | NA | 43.35 | 60.42 | 60.42 | 60.42 | NA | NA | … | … | 35.57 | 38.43 | 51.21 | 26.72 | 41.03 | 15.04 | 15.48 | 38.65 | 14.95 | 25.25 | 22.28 | 29.68 | 22.45 | 12.69 | 43.30 | 22.89 | 19.23 | 12.34 | 26.84 | 20.86 | 72.59 | 42.96 | 36.98 | 37.11 | 50.00 | 29.49 | 19.47 | 32.29 | 31.53 | 12.00 |
| Yield(%) | 0.00 | 1.43 | 3.32 | 3.02 | 2.90 | 3.84 | 12.40 | … | … | 1.82 | 2.55 | 4.75 | 4.62 | 2.72 | 3.12 | 4.90 | 3.11 | 4.13 | 2.46 | 3.74 | 3.55 | 1.97 | 20.17 | 3.35 | 3.31 | 2.59 | 0.45 | 0.00 | 5.02 | 0.00 | 0.87 | 0.47 | 1.60 | 2.68 | 5.09 | 3.33 | 3.30 | 3.68 | 0.51 |
Data as of 07/20/2022, Common starting date is 10/20/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENIA (Enel Americas SA ADR) |
-43.60%
Dec 1999 – Dec 2002 |
-33.51%
Sep 1997 – Sep 2002 |
-11.14%
Nov 1994 – Nov 2004 |
-2.52%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ENIA (Enel Americas SA ADR) |
52.37%
Jun 2004 – Jun 2007 |
37.75%
Mar 2003 – Mar 2008 |
21.98%
Mar 2003 – Mar 2013 |
21.12%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart