Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITCB (Itau CorpBanca ADR) | NA | 46.99% | 7.00% | -20.24% | -12.02% | -3.53% | NA | … | … |
Data as of 06/28/2023, Common starting date is 02/25/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITCB (Itau CorpBanca ADR) | 02/25/2005 | 06/28/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.86 | 46.99 | 7.00 | -20.24 | -12.02 | -3.53 | NA | … | … | 23.60 | 23.33 | -41.41 | -42.51 | -36.69 | 1.19 | 8.04 | 6.32 | -34.20 | -15.93 | 4.44 | 1.71 | -28.27 | 118.21 | 112.00 | -44.60 | 38.31 | -5.61 | 2.41 | 4.96 |
| Sharpe Ratio | NA | 0.70 | 0.04 | -0.41 | -0.31 | NA | NA | … | … | 1.30 | 0.41 | -0.89 | -0.54 | -1.28 | -0.55 | -0.39 | -0.97 | -1.97 | -1.30 | -0.47 | -0.63 | -1.16 | 3.05 | 2.25 | -1.68 | 0.37 | -1.38 | -1.48 | 0.13 |
| Standard Deviation(%) | NA | 47.63 | 53.01 | 55.03 | 43.91 | NA | NA | … | … | 38.64 | 53.81 | 46.72 | 79.38 | 46.83 | 36.88 | 28.95 | 28.49 | 26.76 | 26.49 | 30.11 | 27.13 | 40.39 | 32.61 | 41.44 | 38.01 | 44.48 | 20.29 | 14.82 | 24.43 |
| Draw Down(%) | NA | 27.37 | 55.79 | 83.11 | 87.00 | NA | NA | … | … | 10.69 | 33.59 | 55.79 | 66.22 | 54.55 | 20.69 | 26.98 | 21.97 | 37.70 | 25.20 | 38.04 | 25.87 | 39.38 | 11.14 | 26.07 | 53.19 | 26.62 | 22.67 | 10.12 | 7.35 |
| Yield(%) | 0.00 | 17.05 | 5.65 | 1.74 | 2.95 | 8.23 | 6.96 | … | … | 15.27 | 5.30 | 0.00 | 4.66 | 1.54 | 0.79 | 0.00 | 5.38 | 13.65 | 3.13 | 3.48 | 7.07 | 5.58 | 6.50 | 7.67 | 5.54 | 4.36 | 3.74 | 0.00 | 0.00 |
Data as of 06/28/2023, Common starting date is 02/25/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITCB (Itau CorpBanca ADR) |
-40.73%
Feb 2019 – Feb 2022 |
-30.02%
May 2015 – May 2020 |
-17.54%
Feb 2012 – Feb 2022 |
-8.30%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITCB (Itau CorpBanca ADR) |
56.88%
Oct 2008 – Oct 2011 |
28.66%
Dec 2008 – Dec 2013 |
9.54%
Nov 2008 – Nov 2018 |
-2.32%
Mar 2006 – Mar 2021 |
Annualized Rolling Returns Comparison Chart