Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTL-P (Mechel PAO) | NA | -26.83% | 18.02% | 11.04% | NA | NA | NA | … | … |
Data as of 12/09/2022, Common starting date is 01/05/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTL-P (Mechel PAO) | 01/05/2015 | 12/09/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -26.83 | 18.02 | 11.04 | NA | NA | NA | … | … | -40.30 | 299.52 | -24.99 | 3.00 | -37.13 | -6.25 | 330.77 | 165.58 |
| Sharpe Ratio | NA | -0.49 | 0.17 | 0.12 | NA | NA | NA | … | … | -0.77 | 1.77 | -0.25 | 0.02 | -0.59 | -0.07 | 2.93 | 1.29 |
| Standard Deviation(%) | NA | 57.46 | 101.64 | 86.31 | NA | NA | NA | … | … | 56.32 | 78.36 | 206.11 | 70.64 | 64.93 | 97.82 | 112.05 | 130.14 |
| Draw Down(%) | NA | 53.33 | 68.88 | 68.88 | NA | NA | NA | … | … | 53.33 | 34.37 | 68.88 | 37.25 | 51.52 | 39.39 | 31.54 | 56.05 |
| Yield(%) | 0.00 | 0.00 | 0.45 | 5.89 | 37.79 | 25.20 | 18.90 | … | … | 0.00 | 1.96 | 0.00 | 21.21 | 12.15 | 8.04 | 0.00 | 0.00 |
Data as of 12/09/2022, Common starting date is 01/05/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTL-P (Mechel PAO) |
-21.91%
Mar 2017 – Mar 2020 |
5.17%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTL-P (Mechel PAO) |
71.60%
Jul 2016 – Jul 2019 |
65.64%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart