Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRRVY (Ferrovial SA) | NA | 14.03% | 7.09% | 9.37% | 7.61% | NA | NA | … | … |
Data as of 08/03/2023, Common starting date is 06/08/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRRVY (Ferrovial SA) | 06/08/2010 | 08/03/2023 |
| 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 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.34 | 14.03 | 7.09 | 9.37 | 7.61 | NA | NA | … | … | 18.41 | -18.40 | 12.71 | -7.80 | 45.30 | -8.44 | 26.91 | -22.67 | 18.92 | 0.83 | 30.18 | 24.62 | 16.85 | 63.71 |
| Sharpe Ratio | NA | 0.29 | 0.18 | 0.23 | 0.20 | NA | NA | … | … | 0.71 | -0.64 | 0.45 | -0.15 | 1.95 | -0.42 | 1.36 | -0.59 | 0.85 | 0.04 | 1.35 | 0.70 | 0.38 | 2.62 |
| Standard Deviation(%) | NA | 36.03 | 32.72 | 35.22 | 30.73 | NA | NA | … | … | 40.94 | 30.83 | 28.05 | 52.47 | 22.54 | 23.11 | 19.40 | 38.81 | 22.25 | 20.38 | 22.27 | 35.25 | 44.15 | 52.16 |
| Draw Down(%) | NA | 19.60 | 32.34 | 45.05 | 45.05 | NA | NA | … | … | 14.89 | 28.89 | 14.16 | 45.05 | 8.83 | 17.24 | 10.27 | 25.79 | 12.25 | 15.30 | 11.86 | 32.12 | 25.80 | 19.27 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.64 | 3.54 | 2.65 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.56 | 4.47 | 10.23 | 5.19 | 2.10 |
Data as of 08/03/2023, Common starting date is 06/08/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRRVY (Ferrovial SA) |
-6.85%
Sep 2019 – Sep 2022 |
-1.07%
Oct 2015 – Oct 2020 |
7.68%
Feb 2013 – Feb 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRRVY (Ferrovial SA) |
39.73%
May 2012 – May 2015 |
31.33%
Aug 2010 – Aug 2015 |
17.02%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart