Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GFA (Gafisa S.A) | NA | -31.34% | -15.37% | -22.98% | -14.74% | NA | NA | … | … |
Data as of 12/17/2018, Common starting date is 03/16/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFA (Gafisa S.A) | 03/16/2007 | 12/17/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.25 | -31.34 | -15.37 | -22.98 | -14.74 | NA | NA | … | … | -34.47 | -15.87 | -1.77 | -26.62 | -50.80 | -32.69 | 1.09 | -68.34 | -10.20 | 249.46 | -75.27 | 48.91 |
| Sharpe Ratio | NA | -1.03 | -0.76 | -0.86 | -0.64 | NA | NA | … | … | -1.06 | -0.53 | -0.62 | -0.81 | -1.29 | -0.88 | -0.26 | -1.59 | -0.65 | 3.16 | -0.82 | 0.82 |
| Standard Deviation(%) | NA | 54.64 | 59.67 | 57.65 | 59.08 | NA | NA | … | … | 54.43 | 66.46 | 57.44 | 55.50 | 53.76 | 58.24 | 66.73 | 54.67 | 44.29 | 73.06 | 115.36 | 54.21 |
| Draw Down(%) | NA | 60.06 | 80.49 | 89.16 | 97.92 | NA | NA | … | … | 60.06 | 73.09 | 43.59 | 50.81 | 58.97 | 56.73 | 68.25 | 70.79 | 33.82 | 39.47 | 88.37 | 34.60 |
| Yield(%) | 0.00 | 4.80 | 6.73 | 3.80 | 2.58 | 0.65 | 0.48 | … | … | 4.78 | 14.22 | 2.37 | 0.00 | 2.39 | 5.50 | 0.00 | 1.93 | 0.84 | 1.84 | 0.67 | 0.00 |
Data as of 12/17/2018, Common starting date is 03/16/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFA (Gafisa S.A) |
-45.37%
Jul 2010 – Jul 2013 |
-41.10%
Sep 2010 – Sep 2015 |
-29.28%
May 2008 – May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFA (Gafisa S.A) |
15.99%
Nov 2008 – Nov 2011 |
-4.59%
Feb 2009 – Feb 2014 |
-14.81%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart