Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NA.TO (Nat l Bank of Canada TSE) | NA | 51.48% | 19.71% | 21.03% | 15.45% | 12.66% | 14.87% | … | … |
Data as of 08/23/2021, Common starting date is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NA.TO (Nat l Bank of Canada TSE) | 01/12/1995 | 08/23/2021 |
| 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 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.27 | 51.48 | 19.71 | 21.03 | 15.45 | 12.66 | 14.87 | … | … | 40.09 | 4.10 | 28.60 | -8.85 | 19.75 | 41.75 | -14.54 | 16.44 | 19.48 | 11.61 | 9.40 | 18.32 | 101.67 | -36.64 | -17.19 | 12.74 | 25.58 | 18.75 | 39.91 | 15.88 | 18.36 | 53.30 | -22.64 | 7.90 | 75.98 | 29.67 | 24.95 |
| Sharpe Ratio | NA | 3.53 | 0.65 | 0.85 | 0.74 | NA | NA | … | … | 5.26 | 0.08 | 2.97 | -0.93 | 1.63 | 2.10 | -0.72 | 1.21 | 1.93 | 0.98 | 0.52 | 1.07 | 2.75 | -0.76 | -1.10 | 0.63 | 1.68 | 1.20 | 2.67 | 0.58 | 0.65 | 1.60 | -0.97 | 0.13 | 2.67 | 1.41 | 0.97 |
| Standard Deviation(%) | NA | 14.96 | 29.35 | 23.86 | 20.36 | NA | NA | … | … | 13.22 | 48.24 | 9.15 | 10.95 | 11.81 | 19.73 | 20.20 | 13.54 | 10.10 | 11.89 | 18.18 | 17.11 | 36.94 | 49.13 | 18.53 | 14.96 | 13.90 | 14.88 | 14.71 | 25.62 | 25.27 | 30.80 | 26.65 | 36.30 | 27.00 | 18.44 | 22.76 |
| Draw Down(%) | NA | 12.60 | 48.22 | 48.22 | 48.22 | NA | NA | … | … | 5.94 | 48.22 | 5.89 | 16.24 | 10.99 | 11.11 | 18.20 | 17.58 | 8.60 | 10.99 | 20.10 | 14.03 | 17.00 | 51.95 | 23.98 | 12.91 | 8.69 | 10.95 | 7.78 | 21.48 | 20.29 | 12.95 | 30.67 | 35.28 | 17.39 | 8.33 | 13.50 |
| Yield(%) | 0.00 | 3.15 | 3.85 | 5.21 | 3.54 | 3.99 | 7.93 | … | … | 0.99 | 3.97 | 4.81 | 3.99 | 4.24 | 5.52 | 4.16 | 2.17 | 4.51 | 4.33 | 4.13 | 4.20 | 7.84 | 4.81 | 3.59 | 3.34 | 3.58 | 3.47 | 5.15 | 6.67 | 6.33 | 8.49 | 2.85 | 2.92 | 4.33 | 4.49 | 4.49 |
Data as of 08/23/2021, Common starting date is 01/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NA.TO (Nat l Bank of Canada TSE) |
-16.06%
Dec 2005 – Dec 2008 |
-2.48%
Dec 2003 – Dec 2008 |
5.72%
Feb 2006 – Feb 2016 |
9.53%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NA.TO (Nat l Bank of Canada TSE) |
46.80%
Apr 1995 – Apr 1998 |
29.74%
Jan 2000 – Jan 2005 |
24.54%
Feb 1996 – Feb 2006 |
18.98%
Apr 1996 – Apr 2011 |
Annualized Rolling Returns Comparison Chart