Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LTMAQ (LATAM Airlines Group SA ADR) | NA | 20.58% | -61.78% | -48.11% | -31.29% | -18.24% | -2.30% | … | … |
Data as of 01/06/2023, Common starting date is 11/10/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LTMAQ (LATAM Airlines Group SA ADR) | 11/10/1997 | 01/06/2023 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.33 | 20.58 | -61.78 | -48.11 | -31.29 | -18.24 | -2.30 | … | … | 8.33 | 19.44 | -76.02 | -82.54 | -0.46 | -25.49 | 70.40 | 51.76 | -55.01 | -26.55 | -30.72 | 2.66 | -23.05 | 87.18 | 112.82 | -37.86 | 27.92 | 52.27 | 18.75 | 90.29 | 211.81 | -21.87 | -2.93 | 7.12 | 63.80 | -64.34 | 5.83 |
| Sharpe Ratio | NA | 0.14 | -0.47 | -0.46 | -0.40 | NA | NA | … | … | 197.77 | 0.13 | -0.68 | -0.57 | -0.04 | -0.69 | 2.26 | 1.31 | -1.34 | -0.96 | -1.12 | 0.11 | -0.66 | 3.19 | 3.34 | -0.65 | 0.73 | 1.96 | 0.69 | 2.94 | 6.44 | -0.56 | -0.14 | 0.08 | 1.17 | -0.95 | 1.29 |
| Standard Deviation(%) | NA | 139.16 | 132.14 | 105.87 | 78.61 | NA | NA | … | … | 77.80 | 139.19 | 111.32 | 143.77 | 45.09 | 38.97 | 31.01 | 39.45 | 41.06 | 27.61 | 27.35 | 24.06 | 34.97 | 27.29 | 33.70 | 59.16 | 34.37 | 25.12 | 23.90 | 30.38 | 32.79 | 40.71 | 39.54 | 38.84 | 51.74 | 71.57 | 36.20 |
| Draw Down(%) | NA | 82.22 | 99.16 | 99.51 | 99.66 | NA | NA | … | … | 3.92 | 82.22 | 89.33 | 89.10 | 36.98 | 50.22 | 19.23 | 20.81 | 61.27 | 35.21 | 53.19 | 24.69 | 36.21 | 10.66 | 18.72 | 48.33 | 23.93 | 26.87 | 17.71 | 17.89 | 16.40 | 54.98 | 48.13 | 38.77 | 27.85 | 82.37 | 7.52 |
| Yield(%) | 0.00 | 1.50 | 0.34 | 0.36 | 0.13 | 1.12 | 14.36 | … | … | 0.00 | 1.61 | 0.00 | 0.90 | 0.84 | 0.52 | 0.42 | 0.00 | 0.00 | 0.00 | 0.08 | 1.30 | 1.82 | 1.67 | 3.13 | 3.10 | 5.71 | 3.37 | 2.08 | 4.45 | 8.29 | 0.19 | 1.92 | 2.08 | 4.23 | 2.21 | 0.00 |
Data as of 01/06/2023, Common starting date is 11/10/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTMAQ (LATAM Airlines Group SA ADR) |
-79.66%
Sep 2019 – Sep 2022 |
-62.77%
Sep 2017 – Sep 2022 |
-42.78%
Sep 2012 – Sep 2022 |
-28.45%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTMAQ (LATAM Airlines Group SA ADR) |
115.29%
Sep 2002 – Sep 2005 |
94.86%
Sep 2002 – Sep 2007 |
47.65%
Sep 2002 – Sep 2012 |
26.37%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison Chart