Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ITCL (Banco Itaú Chile) | NA | 2.23% | -12.18% | -22.69% | -13.00% | 0.61% | NA | -0.20% |
Data as of 01/19/2024, AR inception is 02/25/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITCL (Banco Itaú Chile) | 02/25/2005 | 01/19/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.64 | 2.23 | -12.18 | -22.69 | -13.00 | 0.61 | NA | -0.20 | -1.59 | -2.48 | 11.38 | -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 |
| Sharpe Ratio | NA | -0.24 | -0.38 | -0.51 | -0.41 | NA | NA | -0.15 | -1.16 | -0.17 | 0.19 | -0.89 | -0.54 | -0.81 | 0.00 | 0.26 | 0.21 | -1.28 | -0.60 | 0.15 | 0.06 | -0.70 | 3.62 | 2.70 | -1.19 | 0.80 | -0.44 | 0.04 |
| Standard Deviation(%) | NA | 38.09 | 46.32 | 54.64 | 44.06 | NA | NA | 39.54 | 26.19 | 39.10 | 52.84 | 46.71 | 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 |
| Draw Down(%) | NA | 32.52 | 58.36 | 83.53 | 87.41 | NA | NA | 90.82 | 5.61 | 32.52 | 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 |
| Yield(%) | 0.00 | 7.60 | 2.64 | 1.41 | 2.34 | 5.23 | 3.78 | 4.20 | 0.00 | 7.60 | 5.45 | 0.00 | 4.60 | 1.53 | 0.75 | 0.02 | 5.35 | 13.61 | 3.13 | 3.47 | 7.07 | 5.52 | 6.49 | 7.63 | 5.55 | 4.33 | 3.69 | 0.00 |
Data as of 01/19/2024, AR inception is 02/25/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITCL (Banco Itaú Chile) |
-38.07%
Feb 2019 - Feb 2022 |
-25.98%
May 2015 - May 2020 |
-14.18%
Feb 2012 - Feb 2022 |
-4.08%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITCL (Banco Itaú Chile) |
67.74%
Oct 2008 - Oct 2011 |
36.63%
Dec 2008 - Dec 2013 |
15.54%
Nov 2008 - Nov 2018 |
2.76%
Mar 2006 - Mar 2021 |
Annualized Rolling Returns Comparison Chart