Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRRVF (Ferrovial) | NA | 14.28% | 5.94% | 10.59% | 8.93% | NA | NA | … | … |
Data as of 08/23/2023, Common starting date is 08/14/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRRVF (Ferrovial) | 08/14/2012 | 08/23/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -9.37 | 14.28 | 5.94 | 10.59 | 8.93 | NA | NA | … | … | 19.14 | -2.78 | 3.02 | -5.70 | 51.65 | -12.86 | 26.33 | -24.04 | 19.29 | 10.53 | 34.25 | 22.48 |
| Sharpe Ratio | NA | 0.26 | 0.13 | 0.23 | 0.23 | NA | NA | … | … | 0.78 | -0.12 | 0.21 | -0.09 | 2.71 | -0.27 | 1.63 | -0.94 | 1.60 | 0.66 | 1.54 | 3.60 |
| Standard Deviation(%) | NA | 37.87 | 31.72 | 39.41 | 34.34 | NA | NA | … | … | 34.79 | 34.85 | 21.93 | 68.59 | 18.52 | 52.63 | 15.86 | 25.82 | 12.05 | 15.88 | 22.16 | 20.05 |
| Draw Down(%) | NA | 18.34 | 28.65 | 31.22 | 38.00 | NA | NA | … | … | 11.76 | 21.99 | 12.81 | 31.52 | 5.33 | 38.92 | 9.39 | 26.34 | 4.21 | 14.00 | 7.73 | 0.00 |
| Yield(%) | 0.00 | 2.39 | 2.14 | 3.13 | 4.18 | 5.14 | 3.86 | … | … | 0.97 | 2.51 | 2.10 | 1.91 | 3.87 | 3.19 | 4.03 | 3.06 | 3.55 | 4.88 | 5.87 | 9.23 |
Data as of 08/23/2023, Common starting date is 08/14/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRRVF (Ferrovial) |
-6.46%
Oct 2019 – Oct 2022 |
2.23%
Oct 2015 – Oct 2020 |
8.95%
Oct 2012 – Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRRVF (Ferrovial) |
29.20%
Sep 2012 – Sep 2015 |
15.82%
Sep 2012 – Sep 2017 |
11.57%
Jan 2013 – Jan 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart