Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IRDEF (Iren SpA) | NA | -2.97% | -8.81% | -2.67% | 9.69% | NA | NA | … | … |
Data as of 12/02/2024, Common starting date is 02/20/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IRDEF (Iren SpA) | 02/20/2013 | 12/02/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.58 | -2.97 | -8.81 | -2.67 | 9.69 | NA | NA | … | … | -8.58 | 33.10 | -31.04 | 23.83 | -15.95 | 18.20 | -11.24 | 90.29 | 10.68 | 51.55 | -26.21 | 109.52 |
| Sharpe Ratio | NA | -0.18 | -0.35 | -0.15 | 0.28 | NA | NA | … | … | -0.29 | 1.92 | -0.87 | 0.90 | -0.42 | 1.49 | -0.63 | 3.98 | 0.47 | 1.69 | -0.76 | 4.16 |
| Standard Deviation(%) | NA | 53.66 | 36.43 | 34.76 | 29.47 | NA | NA | … | … | 56.60 | 15.14 | 37.27 | 26.58 | 38.47 | 11.26 | 19.83 | 22.66 | 22.45 | 30.43 | 34.62 | 32.47 |
| Draw Down(%) | NA | 17.92 | 41.30 | 44.25 | 44.25 | NA | NA | … | … | 17.92 | 0.24 | 35.05 | 14.16 | 28.95 | 0.00 | 19.19 | 6.43 | 12.23 | 12.26 | 40.21 | 8.92 |
| Yield(%) | 0.00 | 0.00 | 3.61 | 3.56 | 7.15 | 8.82 | 6.62 | … | … | 0.00 | 12.17 | 4.10 | 4.08 | 2.97 | 3.03 | 2.30 | 4.24 | 3.90 | 5.66 | 3.38 | 6.76 |
Data as of 12/02/2024, Common starting date is 02/20/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IRDEF (Iren SpA) |
-10.46%
Nov 2019 – Nov 2022 |
-7.27%
Jan 2018 – Jan 2023 |
4.63%
Mar 2014 – Mar 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IRDEF (Iren SpA) |
50.50%
Jan 2015 – Jan 2018 |
40.60%
Mar 2013 – Mar 2018 |
14.18%
Mar 2013 – Mar 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart