Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INT (World Fuel Services Corporation) | NA | -19.25% | -4.51% | -1.85% | -4.43% | 3.56% | 7.25% | … | … |
Data as of 08/17/2023, Common starting date is 08/29/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INT (World Fuel Services Corporation) | 08/29/1986 | 08/17/2023 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.01 | -19.25 | -4.51 | -1.85 | -4.43 | 3.56 | 7.25 | … | … | -18.73 | 7.46 | -13.00 | -27.98 | 103.45 | -23.73 | -38.26 | 19.99 | -17.60 | 9.09 | 5.23 | -1.55 | 16.56 | 35.71 | -27.07 | 28.17 | -34.45 | 32.34 | -31.95 | 47.80 | 67.59 | 13.79 | 166.30 | -4.16 | -30.23 | -48.81 | 41.57 | 40.16 | 56.15 | -3.17 | 24.75 | -36.87 | 36.75 | -12.03 | 62.20 | 30.16 | 200.00 | -19.23 |
| Sharpe Ratio | NA | -0.59 | -0.13 | -0.06 | -0.12 | NA | NA | … | … | -0.93 | 0.13 | -0.30 | -0.36 | 3.29 | -0.49 | -1.11 | 0.59 | -0.59 | 0.40 | 0.21 | -0.05 | 0.40 | 0.92 | -0.33 | 0.30 | -0.88 | 0.72 | -0.44 | 1.49 | 3.19 | 0.35 | 3.48 | -0.13 | -0.83 | -1.12 | -0.54 | 1.32 | 1.71 | -0.19 | 0.61 | -0.69 | 1.30 | -0.42 | 1.81 | 0.71 | 2.07 | -0.53 |
| Standard Deviation(%) | NA | 38.80 | 45.68 | 49.66 | 42.52 | NA | NA | … | … | 35.25 | 45.58 | 44.10 | 77.35 | 31.33 | 51.00 | 35.04 | 33.28 | 29.96 | 22.74 | 25.28 | 30.52 | 41.33 | 38.82 | 83.16 | 89.04 | 42.57 | 40.61 | 78.12 | 31.55 | 20.98 | 35.82 | 48.29 | 62.28 | 40.49 | 46.56 | 25.45 | 27.56 | 30.51 | 31.69 | 37.11 | 56.73 | 25.34 | 41.28 | 31.19 | 35.76 | 94.14 | 96.27 |
| Draw Down(%) | NA | 32.50 | 44.12 | 56.22 | 65.98 | NA | NA | … | … | 32.50 | 29.79 | 31.81 | 55.85 | 9.03 | 37.91 | 43.74 | 21.91 | 40.74 | 25.06 | 22.27 | 30.33 | 23.47 | 20.68 | 54.25 | 50.61 | 39.87 | 32.75 | 61.46 | 25.28 | 6.37 | 23.32 | 35.96 | 34.07 | 54.00 | 59.68 | 23.89 | 18.59 | 15.87 | 26.36 | 36.07 | 55.56 | 25.00 | 48.84 | 14.62 | 23.40 | 52.78 | 50.00 |
| Yield(%) | 0.00 | 2.01 | 1.85 | 1.44 | 0.76 | 1.63 | 3.15 | … | … | 1.05 | 1.89 | 1.52 | 0.69 | 0.75 | 0.63 | 0.52 | 0.63 | 0.51 | 0.35 | 0.36 | 0.35 | 0.41 | 0.53 | 0.82 | 0.53 | 0.34 | 0.44 | 0.61 | 0.88 | 1.47 | 1.65 | 3.05 | 2.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/17/2023, Common starting date is 08/29/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INT (World Fuel Services Corporation) |
-39.04%
Nov 1997 – Nov 2000 |
-14.87%
Nov 1995 – Nov 2000 |
-6.68%
Jun 2012 – Jun 2022 |
-0.13%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INT (World Fuel Services Corporation) |
88.37%
Nov 1986 – Nov 1989 |
63.64%
Nov 2000 – Nov 2005 |
36.52%
Dec 2000 – Dec 2010 |
26.86%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart