Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EUGIX (EUROPEAN GROWTH & INCOME FUND DIRECT SHARES) | NA | -6.16% | 8.04% | 1.00% | 5.49% | 3.58% | NA | … | … |
Data as of 01/10/2019, Common starting date is 03/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EUGIX (EUROPEAN GROWTH & INCOME FUND DIRECT SHARES) | 03/30/2000 | 01/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.16 | 8.04 | 1.00 | 5.49 | 3.58 | NA | … | … | 0.00 | -3.99 | 21.30 | 1.23 | -3.88 | -7.84 | 22.21 | 15.64 | -11.10 | -2.12 | 27.60 | -38.68 | 14.54 | 23.78 | 6.99 | 14.25 | 35.23 | -20.56 | -19.62 | -10.78 |
| Sharpe Ratio | NA | -0.61 | 0.53 | 0.04 | 0.25 | NA | NA | … | … | 0.00 | -0.43 | 2.24 | 0.05 | -0.22 | -0.58 | 1.61 | 0.85 | -0.36 | -0.09 | 0.87 | -0.94 | 0.65 | 1.51 | 0.46 | 0.98 | 2.08 | -0.75 | -1.03 | -0.88 |
| Standard Deviation(%) | NA | 12.40 | 14.03 | 14.84 | 20.39 | NA | NA | … | … | NA | 12.51 | 9.24 | 19.03 | 17.82 | 13.65 | 13.79 | 18.47 | 30.88 | 24.32 | 31.58 | 41.99 | 17.66 | 13.54 | 10.35 | 13.50 | 16.60 | 29.01 | 21.80 | 20.89 |
| Draw Down(%) | NA | 13.42 | 13.42 | 26.02 | 30.14 | NA | NA | … | … | 0.00 | 13.42 | 3.11 | 11.29 | 15.63 | 14.82 | 9.22 | 18.36 | 30.14 | 24.34 | 30.82 | 50.73 | 11.66 | 12.27 | 6.46 | 10.93 | 15.87 | 30.98 | 34.84 | 19.40 |
| Yield(%) | 0.00 | 1.85 | 2.62 | 2.16 | 3.10 | 2.76 | 1.73 | … | … | 0.00 | 1.88 | 2.43 | 2.79 | 2.59 | 2.26 | 2.60 | 3.03 | 2.65 | 2.05 | 3.03 | 2.53 | 2.13 | 2.72 | 1.96 | 1.75 | 1.61 | 1.28 | 0.90 | 0.81 |
Data as of 01/10/2019, Common starting date is 03/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EUGIX (EUROPEAN GROWTH & INCOME FUND DIRECT SHARES) |
-15.23%
Apr 2000 – Apr 2003 |
-8.14%
May 2007 – May 2012 |
-1.51%
Jun 2000 – Jun 2010 |
1.28%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EUGIX (EUROPEAN GROWTH & INCOME FUND DIRECT SHARES) |
23.70%
Mar 2003 – Mar 2006 |
20.86%
Sep 2002 – Sep 2007 |
7.17%
Mar 2003 – Mar 2013 |
6.84%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart