Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTL (Mechel OAO) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 01/11/2023, Common starting date is 10/29/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTL (Mechel OAO) | 10/29/2004 | 01/11/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | -29.25 | 55.12 | -0.49 | 4.04 | -62.36 | -8.20 | 249.39 | 20.59 | -73.44 | -63.06 | -18.47 | -70.92 | 55.31 | 370.50 | -87.65 | 281.24 | 5.42 | 8.14 | 9.02 |
| Sharpe Ratio | NA | -0.64 | 0.06 | -0.19 | -0.23 | NA | NA | … | … | NA | -0.70 | 0.67 | -0.01 | -0.50 | -1.57 | -0.53 | 2.50 | 0.02 | -0.90 | -1.26 | -0.67 | -1.39 | 0.65 | 3.21 | -0.67 | 4.98 | -0.38 | -0.29 | 0.47 |
| Standard Deviation(%) | NA | 44.65 | 71.92 | 63.27 | 73.61 | NA | NA | … | … | 0.00 | 44.69 | 81.69 | 82.88 | 38.24 | 53.51 | 51.77 | 85.51 | 98.14 | 102.43 | 64.50 | 55.40 | 64.28 | 56.59 | 109.66 | 159.03 | 52.47 | 45.10 | 44.42 | 76.13 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 46.93 | 48.40 | 60.96 | 36.80 | 64.26 | 39.18 | 32.09 | 63.39 | 83.20 | 73.38 | 57.40 | 77.16 | 44.03 | 44.97 | 93.65 | 24.05 | 38.58 | 35.72 | 28.23 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.16 | 2.66 | … | … | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.20 | 0.42 | 0.08 | 2.09 | 1.33 | 22.34 | 5.65 | 6.82 | 0.00 |
Data as of 01/11/2023, Common starting date is 10/29/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTL (Mechel OAO) |
-60.22%
Jan 2011 – Jan 2014 |
-50.85%
Dec 2010 – Dec 2015 |
-30.69%
Mar 2010 – Mar 2020 |
-19.86%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTL (Mechel OAO) |
104.40%
May 2005 – May 2008 |
35.75%
Dec 2005 – Dec 2010 |
-8.25%
Nov 2006 – Nov 2016 |
-6.48%
Sep 2006 – Sep 2021 |
Annualized Rolling Returns Comparison Chart