Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITSPF (Italmobiliare S.p.A) | NA | 0.00% | -14.44% | -8.94% | NA | NA | NA | … | … |
Data as of 01/19/2022, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITSPF (Italmobiliare S.p.A) | 06/19/2012 | 01/19/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -14.44 | -8.94 | NA | NA | NA | … | … | 0.00 | -0.01 | -37.38 | 0.00 | 0.00 | 0.00 | 5.80 | 89.71 | -10.74 | -24.51 | 0.00 |
| Sharpe Ratio | NA | -0.01 | -0.55 | -0.46 | NA | NA | NA | … | … | 0.00 | -1.20 | -0.80 | 0.00 | 0.00 | 0.00 | 1.30 | 1.39 | -0.21 | -0.43 | 0.00 |
| Standard Deviation(%) | NA | 3.23 | 27.08 | 20.99 | NA | NA | NA | … | … | NA | 0.03 | 46.71 | NA | NA | NA | 4.27 | 64.51 | 51.47 | 56.66 | NA |
| Draw Down(%) | NA | 2.26 | 37.38 | 37.38 | NA | NA | NA | … | … | 0.00 | 0.01 | 37.38 | 0.00 | 0.00 | 0.00 | 0.00 | 0.47 | 41.18 | 40.30 | 0.00 |
| Yield(%) | 0.00 | 2.31 | 1.87 | 1.61 | 1.33 | 0.89 | 0.66 | … | … | 0.00 | 2.31 | 2.92 | 1.23 | 1.23 | 1.23 | 0.94 | 1.12 | 0.60 | 0.00 | 0.00 |
Data as of 01/19/2022, Common starting date is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITSPF (Italmobiliare S.p.A) |
-14.44%
Feb 2017 – Feb 2020 |
-8.94%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITSPF (Italmobiliare S.p.A) |
29.53%
Jul 2013 – Jul 2016 |
17.77%
Feb 2013 – Feb 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart