Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FPLPY (Provident Financial Plc ADR) | NA | -38.87% | -21.23% | -11.74% | -13.42% | NA | NA | … | … |
Data as of 09/19/2022, Common starting date is 01/26/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FPLPY (Provident Financial Plc ADR) | 01/26/2011 | 09/19/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -38.87 | -21.23 | -11.74 | -13.42 | NA | NA | … | … | -46.35 | 6.10 | -38.60 | -14.84 | -39.87 | -65.31 | -32.21 | 40.05 | 32.51 | 20.22 | 48.76 | -3.40 |
| Sharpe Ratio | NA | -0.98 | -0.27 | -0.17 | -0.21 | NA | NA | … | … | -1.54 | 0.14 | -0.36 | -0.33 | -0.50 | -0.55 | -0.71 | 1.34 | 1.85 | 0.94 | 1.73 | -0.15 |
| Standard Deviation(%) | NA | 35.90 | 71.93 | 73.63 | 66.54 | NA | NA | … | … | 38.50 | 68.43 | 107.17 | 49.52 | 82.87 | 120.07 | 45.55 | 29.85 | 17.52 | 21.48 | 28.38 | 23.87 |
| Draw Down(%) | NA | 49.14 | 68.17 | 83.09 | 93.33 | NA | NA | … | … | 49.14 | 37.59 | 68.33 | 46.02 | 60.00 | 81.26 | 42.39 | 16.29 | 10.90 | 13.51 | 11.08 | 15.37 |
| Yield(%) | 0.00 | 5.50 | 2.59 | 9.73 | 5.53 | 5.88 | 4.41 | … | … | 4.52 | 0.00 | 3.35 | 3.33 | 29.86 | 4.77 | 3.38 | 4.37 | 5.27 | 5.51 | 7.36 | 6.60 |
Data as of 09/19/2022, Common starting date is 01/26/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPLPY (Provident Financial Plc ADR) |
-51.19%
May 2017 – May 2020 |
-37.39%
Oct 2015 – Oct 2020 |
-12.88%
Aug 2012 – Aug 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FPLPY (Provident Financial Plc ADR) |
40.44%
May 2012 – May 2015 |
22.62%
Feb 2011 – Feb 2016 |
-3.74%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart