Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GOL (Gol Linhas Aereas Inteligentes SA ADR) | NA | -67.66% | -51.37% | -40.56% | -17.70% | -12.67% | NA | -13.36% |
Data as of 02/02/2024, AR inception is 06/24/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GOL (Gol Linhas Aereas Inteligentes SA ADR) | 06/24/2004 | 02/02/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -60.29 | -67.66 | -51.37 | -40.56 | -17.70 | -12.67 | NA | -13.36 | -70.17 | 35.58 | -55.87 | -38.39 | -45.66 | 33.36 | 54.68 | 221.59 | 138.95 | -90.09 | 25.82 | -30.34 | -1.06 | -56.89 | 0.20 | 262.88 | -82.96 | -13.43 | 1.63 | 76.98 | 74.97 |
| Sharpe Ratio | NA | -0.73 | -0.64 | -0.46 | -0.22 | NA | NA | -0.19 | -0.47 | 0.42 | -0.66 | -0.63 | -0.35 | 0.19 | 0.46 | 3.25 | 0.78 | -1.55 | 0.13 | -0.86 | -0.34 | -1.24 | -0.42 | 3.80 | -1.04 | -0.85 | -0.39 | 1.29 | 5.75 |
| Standard Deviation(%) | NA | 99.16 | 83.98 | 90.73 | 87.40 | NA | NA | 74.82 | 218.54 | 74.88 | 86.47 | 61.06 | 129.94 | 54.59 | 72.43 | 62.77 | 132.88 | 70.08 | 56.91 | 56.74 | 58.65 | 60.62 | 44.10 | 64.27 | 98.57 | 41.85 | 52.75 | 43.37 | 29.91 |
| Draw Down(%) | NA | 80.47 | 90.12 | 95.20 | 96.35 | NA | NA | 99.32 | 70.17 | 56.24 | 70.14 | 52.70 | 88.54 | 39.36 | 68.18 | 37.08 | 56.90 | 90.26 | 36.26 | 63.47 | 57.19 | 68.24 | 35.56 | 46.20 | 88.20 | 44.05 | 31.81 | 26.08 | 9.99 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.81 | 1.08 | 1.14 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.75 | 2.59 | 0.07 | 0.45 | 2.87 | 1.43 | 0.74 | 0.00 |
Data as of 02/02/2024, AR inception is 06/24/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GOL (Gol Linhas Aereas Inteligentes SA ADR) |
-57.73%
Jan 2013 - Jan 2016 |
-48.17%
Dec 2010 - Dec 2015 |
-32.61%
Feb 2006 - Feb 2016 |
-17.56%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GOL (Gol Linhas Aereas Inteligentes SA ADR) |
131.06%
Jan 2016 - Jan 2019 |
53.84%
Dec 2015 - Dec 2020 |
9.17%
Mar 2009 - Mar 2019 |
2.25%
Jul 2004 - Jul 2019 |
Annualized Rolling Returns Comparison Chart