Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLTDF (Flow Traders N.V) | NA | -46.46% | -6.71% | 0.75% | NA | NA | NA | … | … |
Data as of 01/20/2023, Common starting date is 10/06/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLTDF (Flow Traders N.V) | 10/06/2017 | 01/20/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.14 | -46.46 | -6.71 | 0.75 | NA | NA | NA | … | … | 0.73 | -47.27 | 12.43 | 35.93 | 2.76 | 24.40 | -3.79 |
| Sharpe Ratio | NA | -1.12 | -0.20 | 0.00 | NA | NA | NA | … | … | 0.75 | -1.14 | 0.37 | 1.19 | 0.07 | 0.38 | -2.02 |
| Standard Deviation(%) | NA | 42.89 | 35.99 | 39.93 | NA | NA | NA | … | … | 16.15 | 42.74 | 33.83 | 29.96 | 19.61 | 60.92 | 8.05 |
| Draw Down(%) | NA | 61.10 | 65.71 | 65.71 | NA | NA | NA | … | … | 2.14 | 61.10 | 24.72 | 23.38 | 12.63 | 28.25 | 3.79 |
| Yield(%) | 0.00 | 2.84 | 7.79 | 8.16 | 3.92 | 2.62 | 1.96 | … | … | 0.00 | 2.84 | 2.95 | 16.11 | 5.25 | 7.31 | 0.00 |
Data as of 01/20/2023, Common starting date is 10/06/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLTDF (Flow Traders N.V) |
-13.46%
Sep 2019 – Sep 2022 |
0.44%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLTDF (Flow Traders N.V) |
25.66%
Jan 2018 – Jan 2021 |
0.60%
Dec 2017 – Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart