Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRWSF (Wm Morrison Supermarkets PLC) | NA | -2.37% | -5.72% | 0.61% | -3.01% | NA | NA | … | … |
Data as of 11/23/2021, Common starting date is 02/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRWSF (Wm Morrison Supermarkets PLC) | 02/17/2009 | 11/23/2021 |
| 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 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.17 | -2.37 | -5.72 | 0.61 | -3.01 | NA | NA | … | … | -3.48 | -12.92 | -1.45 | -4.84 | 3.21 | 25.56 | -19.20 | -36.26 | 2.36 | -15.23 | 17.97 | -3.86 | 22.22 |
| Sharpe Ratio | NA | -0.04 | -0.13 | 0.00 | -0.09 | NA | NA | … | … | -0.05 | -0.30 | -0.09 | -0.26 | 0.11 | 0.64 | -0.55 | -0.95 | 0.09 | -0.54 | 0.53 | -0.13 | 0.63 |
| Standard Deviation(%) | NA | 68.12 | 49.82 | 41.39 | 37.57 | NA | NA | … | … | 71.12 | 43.27 | 32.82 | 23.31 | 23.01 | 39.75 | 34.78 | 38.09 | 24.74 | 28.55 | 33.55 | 30.57 | 40.85 |
| Draw Down(%) | NA | 44.76 | 47.31 | 51.58 | 55.93 | NA | NA | … | … | 44.76 | 26.57 | 32.59 | 22.35 | 16.36 | 24.66 | 34.80 | 44.11 | 15.63 | 20.95 | 14.14 | 27.27 | 18.85 |
| Yield(%) | 0.00 | 6.30 | 4.33 | 4.70 | 2.93 | 3.07 | 2.31 | … | … | 4.15 | 5.38 | 5.82 | 5.54 | 2.45 | 3.33 | 6.43 | 5.46 | 3.13 | 2.77 | 3.17 | 2.04 | 1.67 |
Data as of 11/23/2021, Common starting date is 02/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRWSF (Wm Morrison Supermarkets PLC) |
-18.41%
May 2018 – May 2021 |
-8.36%
Sep 2010 – Sep 2015 |
-7.00%
May 2011 – May 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRWSF (Wm Morrison Supermarkets PLC) |
15.90%
Sep 2015 – Sep 2018 |
5.65%
Dec 2015 – Dec 2020 |
1.85%
Mar 2009 – Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart