Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MEGGF (Meggitt PLC) | NA | -34.68% | -2.73% | 1.89% | 3.68% | NA | NA | … | … |
Data as of 10/28/2022, Common starting date is 02/23/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEGGF (Meggitt PLC) | 02/23/2012 | 10/28/2022 |
| 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 | -34.68 | -2.73 | 1.89 | 3.68 | NA | NA | … | … | -8.46 | 7.57 | -14.39 | 46.42 | -5.80 | 19.93 | 2.06 | -29.09 | -4.35 | 40.01 | 5.51 |
| Sharpe Ratio | NA | -1.18 | -0.05 | 0.01 | 0.07 | NA | NA | … | … | -1.19 | 0.11 | -0.15 | 1.29 | -0.27 | 0.82 | 0.05 | -0.73 | -0.15 | 1.47 | 0.26 |
| Standard Deviation(%) | NA | 30.13 | 69.46 | 57.20 | 46.44 | NA | NA | … | … | 9.47 | 67.60 | 98.76 | 34.81 | 26.41 | 23.60 | 37.35 | 40.06 | 29.55 | 27.14 | 25.11 |
| Draw Down(%) | NA | 34.68 | 69.23 | 69.23 | 69.23 | NA | NA | … | … | 12.52 | 40.87 | 69.23 | 15.27 | 21.66 | 7.75 | 21.57 | 39.93 | 27.64 | 13.52 | 13.57 |
| Yield(%) | 0.00 | 0.00 | 0.61 | 1.69 | 2.61 | 1.87 | 1.40 | … | … | 0.00 | 0.00 | 1.67 | 3.69 | 3.43 | 3.59 | 3.70 | 2.88 | 2.62 | 2.04 | 2.75 |
Data as of 10/28/2022, Common starting date is 02/23/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEGGF (Meggitt PLC) |
-19.61%
Sep 2017 – Sep 2020 |
-14.78%
Mar 2015 – Mar 2020 |
2.96%
Aug 2012 – Aug 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEGGF (Meggitt PLC) |
21.55%
Jan 2017 – Jan 2020 |
18.09%
Oct 2016 – Oct 2021 |
5.38%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart