Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EXFO (EXFO Inc) | NA | 74.58% | 13.72% | 14.47% | -0.69% | 0.82% | -3.21% | … | … |
Data as of 08/30/2021, Common starting date is 06/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXFO (EXFO Inc) | 06/30/2000 | 08/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 74.58 | 13.72 | 14.47 | -0.69 | 0.82 | -3.21 | … | … | 83.28 | -26.19 | 62.68 | -34.71 | -1.14 | 60.58 | -20.58 | -27.52 | -10.86 | -9.03 | -16.86 | 83.38 | 28.33 | -39.27 | -12.10 | 24.89 | -6.05 | 27.73 | 41.51 | -77.69 | -54.53 | -40.46 |
| Sharpe Ratio | NA | 1.11 | 0.22 | 0.26 | -0.02 | NA | NA | … | … | 2.20 | -0.43 | 1.20 | -0.75 | -0.04 | 1.34 | -0.47 | -0.68 | -0.27 | -0.21 | -0.26 | 1.82 | 0.47 | -0.63 | -0.36 | 0.44 | -0.26 | 0.46 | 0.63 | -0.84 | -0.53 | -0.50 |
| Standard Deviation(%) | NA | 61.10 | 60.11 | 53.40 | 48.66 | NA | NA | … | … | 68.60 | 60.87 | 51.26 | 47.85 | 45.12 | 44.69 | 44.17 | 40.20 | 40.26 | 42.73 | 64.43 | 45.79 | 59.50 | 63.53 | 42.37 | 49.06 | 32.14 | 57.81 | 65.24 | 94.30 | 108.47 | 138.02 |
| Draw Down(%) | NA | 31.37 | 57.35 | 65.45 | 74.61 | NA | NA | … | … | 24.52 | 57.35 | 28.96 | 41.49 | 38.02 | 26.85 | 37.82 | 38.45 | 32.20 | 45.32 | 59.41 | 27.31 | 42.07 | 65.31 | 35.14 | 44.07 | 25.19 | 42.45 | 40.31 | 89.26 | 83.13 | 79.33 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/30/2021, Common starting date is 06/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXFO (EXFO Inc) |
-64.04%
Aug 2000 – Aug 2003 |
-39.32%
Aug 2000 – Aug 2005 |
-20.86%
Aug 2000 – Aug 2010 |
-17.73%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXFO (EXFO Inc) |
57.35%
Mar 2003 – Mar 2006 |
32.83%
Sep 2002 – Sep 2007 |
11.64%
Sep 2002 – Sep 2012 |
6.17%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart