Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JTEKY (JTEKT Corp ADR) | NA | 20.72% | -8.41% | -8.17% | NA | NA | NA | … | … |
Data as of 09/08/2021, Common starting date is 05/30/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTEKY (JTEKT Corp ADR) | 05/30/2014 | 09/08/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.72 | -8.41 | -8.17 | NA | NA | NA | … | … | 29.16 | -39.13 | 11.46 | -32.50 | 0.98 | -0.05 | -1.83 | 11.19 |
| Sharpe Ratio | NA | 0.80 | -0.24 | -0.26 | NA | NA | NA | … | … | 1.76 | -0.75 | 0.33 | -1.07 | 0.01 | -0.01 | -0.06 | 0.80 |
| Standard Deviation(%) | NA | 25.94 | 38.58 | 34.89 | NA | NA | NA | … | … | 25.80 | 52.59 | 30.89 | 31.54 | 25.94 | 35.05 | 32.90 | 24.49 |
| Draw Down(%) | NA | 11.38 | 59.55 | 70.04 | NA | NA | NA | … | … | 11.03 | 57.87 | 20.93 | 36.20 | 24.06 | 36.33 | 30.98 | 19.05 |
| Yield(%) | 0.00 | 1.81 | 2.29 | 2.16 | 1.54 | 1.03 | 0.77 | … | … | 0.95 | 1.77 | 3.53 | 2.32 | 2.23 | 2.48 | 2.97 | 0.00 |
Data as of 09/08/2021, Common starting date is 05/30/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTEKY (JTEKT Corp ADR) |
-25.92%
Mar 2017 – Mar 2020 |
-16.36%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTEKY (JTEKT Corp ADR) |
4.83%
Feb 2015 – Feb 2018 |
-3.15%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart