Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GZPFY (Gazprom Neft PAO ADR) | NA | -43.34% | -18.62% | 0.61% | -2.74% | NA | NA | -3.81% |
Data as of 06/16/2022, AR inception is 11/30/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GZPFY (Gazprom Neft PAO ADR) | 11/30/2009 | 06/16/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -43.34 | -18.62 | 0.61 | -2.74 | NA | NA | -3.81 | -61.95 | 100.20 | -35.86 | 35.15 | 21.55 | 19.18 | 65.13 | -9.86 | -47.92 | -4.88 | 1.84 | 11.36 | -23.40 | 2.43 |
| Sharpe Ratio | NA | -0.78 | -0.35 | 0.00 | -0.08 | NA | NA | -0.10 | -1.21 | 2.77 | -0.55 | 1.20 | 0.58 | 0.69 | 2.26 | -0.30 | -1.20 | -0.21 | 0.06 | 0.30 | -0.55 | 0.77 |
| Standard Deviation(%) | NA | 56.15 | 53.06 | 45.50 | 39.21 | NA | NA | 39.12 | 73.06 | 36.11 | 64.94 | 28.10 | 34.90 | 27.04 | 28.54 | 33.11 | 39.97 | 23.71 | 30.13 | 38.16 | 42.90 | 41.32 |
| Draw Down(%) | NA | 61.95 | 61.95 | 61.95 | 66.99 | NA | NA | 70.88 | 61.95 | 13.75 | 60.57 | 9.98 | 20.41 | 26.13 | 19.19 | 32.51 | 53.04 | 31.46 | 29.65 | 39.75 | 44.37 | 10.17 |
| Yield(%) | 0.00 | 12.64 | 8.10 | 13.99 | 6.98 | 4.51 | 3.38 | 5.64 | 0.00 | 17.04 | 5.24 | 8.19 | 9.54 | 9.72 | 0.38 | 5.38 | 6.04 | 8.35 | 5.15 | 3.77 | 2.08 | 0.00 |
Data as of 06/16/2022, AR inception is 11/30/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GZPFY (Gazprom Neft PAO ADR) |
-26.61%
Jan 2013 - Jan 2016 |
-18.44%
Feb 2011 - Feb 2016 |
-4.43%
Mar 2012 - Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GZPFY (Gazprom Neft PAO ADR) |
38.54%
Jan 2016 - Jan 2019 |
24.05%
Jan 2015 - Jan 2020 |
6.70%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart