Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EOCC (Enel Generación Chile S.A) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/28/2018, Common starting date is 07/28/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EOCC (Enel Generación Chile S.A) | 07/28/1994 | 12/28/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 46.60 | 11.91 | -15.43 | 3.13 | -7.07 | 13.60 | -18.17 | 13.62 | 53.77 | -8.97 | 3.89 | 21.83 | 69.42 | 57.06 | 52.25 | -25.69 | -4.24 | -23.24 | 24.73 | -35.69 | 14.11 | -31.87 | -11.65 | 15.73 |
| Sharpe Ratio | NA | -1.31 | 0.04 | -0.07 | 0.12 | NA | NA | … | … | -1.34 | 1.18 | -0.50 | -1.48 | -0.68 | -1.19 | -0.29 | -1.32 | -0.25 | 1.46 | -0.48 | -0.67 | -0.03 | 1.88 | 1.29 | 1.20 | -1.32 | -0.96 | -1.45 | 0.47 | -0.96 | 0.32 | -1.72 | -0.44 | 1.81 |
| Standard Deviation(%) | NA | 27.70 | 29.93 | 26.77 | 24.61 | NA | NA | … | … | 27.31 | 23.33 | 44.40 | 22.98 | 22.58 | 21.45 | 17.22 | 27.83 | 19.75 | 24.16 | 59.81 | 27.39 | 19.73 | 25.75 | 29.02 | 27.37 | 34.49 | 26.89 | 31.97 | 46.23 | 40.70 | 32.82 | 20.48 | 35.09 | 20.58 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 10.96 | 33.25 | 29.41 | 14.51 | 25.68 | 17.09 | 29.50 | 21.45 | 11.30 | 41.68 | 24.06 | 20.61 | 10.97 | 15.50 | 13.33 | 41.51 | 33.69 | 32.08 | 30.20 | 59.11 | 31.63 | 34.24 | 34.51 | 10.13 |
| Yield(%) | 0.00 | 4.98 | 4.14 | 3.08 | 3.76 | 8.85 | 7.29 | … | … | 4.90 | 6.68 | 2.31 | 2.13 | 2.67 | 1.84 | 3.62 | 3.58 | 1.46 | 2.96 | 2.51 | 2.02 | 1.54 | 1.21 | 0.73 | 0.07 | 0.27 | 0.33 | 0.11 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/28/2018, Common starting date is 07/28/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EOCC (Enel Generación Chile S.A) |
-24.97%
Sep 1995 – Sep 1998 |
-20.69%
Sep 1997 – Sep 2002 |
-5.15%
Nov 1994 – Nov 2004 |
3.95%
Oct 1994 – Oct 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EOCC (Enel Generación Chile S.A) |
66.25%
Sep 2002 – Sep 2005 |
48.86%
Mar 2003 – Mar 2008 |
24.66%
Mar 2003 – Mar 2013 |
17.69%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart