Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JSFCF (Sistema Public Joint Stock Financial Corporation) | NA | 0.00% | 6.84% | 3.08% | -13.41% | NA | NA | … | … |
Data as of 05/12/2023, Common starting date is 08/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSFCF (Sistema Public Joint Stock Financial Corporation) | 08/06/2012 | 05/12/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 6.84 | 3.08 | -13.41 | NA | NA | … | … | 0.00 | -23.04 | 0.00 | 63.50 | 115.45 | -36.23 | -59.55 | 33.28 | 25.49 | -83.55 | 62.82 | -9.98 |
| Sharpe Ratio | NA | 0.00 | 0.13 | 0.04 | -0.27 | NA | NA | … | … | 0.00 | -0.55 | 0.00 | 0.81 | 3.59 | -0.88 | -0.92 | 0.92 | 0.61 | -1.02 | 1.99 | -0.72 |
| Standard Deviation(%) | NA | 21.20 | 43.12 | 47.44 | 52.68 | NA | NA | … | … | NA | 44.78 | 29.08 | 77.43 | 31.78 | 42.45 | 65.86 | 35.87 | 41.41 | 82.16 | 31.53 | 32.44 |
| Draw Down(%) | NA | 0.00 | 67.69 | 67.69 | 92.09 | NA | NA | … | … | 0.00 | 45.44 | 18.76 | 45.95 | 6.14 | 50.00 | 65.41 | 15.44 | 24.26 | 84.04 | 0.00 | 16.60 |
| Yield(%) | 0.00 | 0.00 | 1.30 | 1.14 | 1.04 | 0.62 | 0.47 | … | … | 0.00 | 0.00 | 1.11 | 0.78 | 1.59 | 1.01 | 2.73 | 5.12 | 0.00 | 3.94 | 0.00 | 0.00 |
Data as of 05/12/2023, Common starting date is 08/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSFCF (Sistema Public Joint Stock Financial Corporation) |
-47.56%
Jul 2014 – Jul 2017 |
-39.31%
Dec 2013 – Dec 2018 |
-14.69%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSFCF (Sistema Public Joint Stock Financial Corporation) |
51.69%
Jun 2018 – Jun 2021 |
14.50%
Feb 2016 – Feb 2021 |
-13.41%
Dec 2012 – Dec 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart