Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LFL (LATAM Airlines Group SA) | NA | 59.17% | -12.26% | -17.52% | -3.43% | 18.17% | NA | … | … |
Data as of 05/31/2017, Common starting date is 11/07/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LFL (LATAM Airlines Group SA) | 11/07/1997 | 05/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 59.17 | -12.26 | -17.52 | -3.43 | 18.17 | NA | … | … | 16.94 | 51.76 | -55.01 | -26.55 | -30.72 | 2.64 | -23.03 | 88.82 | 116.28 | -36.61 | 28.00 | 50.30 | 18.78 | 93.94 | 215.77 | -21.76 | -1.97 | 5.38 | 62.66 | -65.11 | 0.00 |
| Sharpe Ratio | NA | 1.12 | -0.29 | -0.41 | -0.08 | NA | NA | … | … | 0.86 | 1.30 | -1.34 | -0.96 | -1.12 | 0.11 | -0.66 | 3.25 | 3.45 | -0.63 | 0.73 | 1.88 | 0.69 | 3.06 | 6.58 | -0.56 | -0.11 | 0.03 | 1.15 | -0.96 | -0.09 |
| Standard Deviation(%) | NA | 52.61 | 45.50 | 43.20 | 47.16 | NA | NA | … | … | 53.71 | 39.45 | 41.06 | 27.61 | 27.35 | 24.06 | 34.97 | 27.26 | 33.69 | 59.16 | 34.36 | 25.17 | 23.89 | 30.40 | 32.67 | 40.70 | 39.51 | 38.83 | 51.77 | 71.53 | 38.86 |
| Draw Down(%) | NA | 29.77 | 68.91 | 83.95 | 85.45 | NA | NA | … | … | 29.77 | 20.81 | 61.27 | 35.21 | 53.19 | 24.68 | 36.19 | 10.21 | 18.72 | 47.88 | 23.93 | 26.87 | 17.70 | 17.71 | 16.40 | 54.91 | 48.13 | 39.76 | 27.85 | 82.75 | 11.93 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.02 | 0.47 | 10.70 | 3.47 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.08 | 1.28 | 1.84 | 2.70 | 4.94 | 4.86 | 5.77 | 2.02 | 2.10 | 6.95 | 10.46 | 0.29 | 2.99 | 0.41 | 3.28 | 0.07 | 0.00 |
Data as of 05/31/2017, Common starting date is 11/07/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFL (LATAM Airlines Group SA) |
-42.19%
Sep 2012 – Sep 2015 |
-29.74%
Sep 2010 – Sep 2015 |
-1.63%
Jan 2006 – Jan 2016 |
10.48%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFL (LATAM Airlines Group SA) |
117.59%
Sep 2002 – Sep 2005 |
95.62%
Sep 2002 – Sep 2007 |
48.60%
Sep 2002 – Sep 2012 |
26.81%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison Chart