Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MZTLF (John Menzies plc) | NA | 59.53% | 5.81% | -6.74% | NA | NA | NA | … | … |
Data as of 08/17/2022, Common starting date is 03/20/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MZTLF (John Menzies plc) | 03/20/2014 | 08/17/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 59.53 | 5.81 | -6.74 | NA | NA | NA | … | … | 107.22 | -15.69 | -38.01 | -8.07 | -27.53 | 29.02 | 15.64 | 21.45 | -46.97 |
| Sharpe Ratio | NA | 0.99 | 0.06 | -0.10 | NA | NA | NA | … | … | 3.52 | -0.32 | -0.27 | -0.38 | -1.24 | 1.75 | 0.49 | 0.68 | -1.13 |
| Standard Deviation(%) | NA | 59.75 | 92.51 | 73.12 | NA | NA | NA | … | … | 62.93 | 48.51 | 143.69 | 24.64 | 23.35 | 16.30 | 31.44 | 31.35 | 49.05 |
| Draw Down(%) | NA | 23.01 | 83.57 | 90.08 | NA | NA | NA | … | … | 14.32 | 32.75 | 83.57 | 32.72 | 35.18 | 6.55 | 21.12 | 22.83 | 55.08 |
| Yield(%) | 0.00 | 0.00 | 0.49 | 1.17 | 1.53 | 1.02 | 0.76 | … | … | 0.00 | 0.00 | 0.00 | 4.09 | 2.21 | 3.46 | 3.44 | 3.90 | 4.61 |
Data as of 08/17/2022, Common starting date is 03/20/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MZTLF (John Menzies plc) |
-48.52%
Mar 2017 – Mar 2020 |
-27.88%
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 |
|---|---|---|---|---|
| MZTLF (John Menzies plc) |
25.81%
Nov 2014 – Nov 2017 |
3.84%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart