Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NBRNF (N Brown Group plc) | NA | 0.00% | -13.09% | -15.01% | NA | NA | NA | … | … |
Data as of 01/12/2024, Common starting date is 12/16/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NBRNF (N Brown Group plc) | 12/16/2015 | 01/12/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -13.09 | -15.01 | NA | NA | NA | … | … | 0.00 | 0.00 | 0.00 | -34.35 | -50.39 | -7.89 | -44.03 | -20.52 | -0.78 | 0.00 |
| Sharpe Ratio | NA | -6.82 | -0.76 | -0.49 | NA | NA | NA | … | … | 0.00 | -6.78 | -3.11 | -1.01 | -0.95 | -0.16 | -1.03 | -1.06 | -0.27 | 0.00 |
| Standard Deviation(%) | NA | 0.63 | 19.67 | 33.63 | NA | NA | NA | … | … | NA | 0.63 | 0.45 | 34.01 | 53.06 | 56.54 | 43.99 | 20.07 | 3.66 | NA |
| Draw Down(%) | NA | 0.31 | 34.35 | 69.83 | NA | NA | NA | … | … | 0.00 | 0.31 | 0.31 | 34.35 | 51.04 | 32.34 | 44.67 | 21.51 | 3.16 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.69 | 0.89 | 0.59 | 0.45 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 1.33 | 4.55 | 2.53 | 2.44 | 2.36 | 0.00 |
Data as of 01/12/2024, Common starting date is 12/16/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NBRNF (N Brown Group plc) |
-36.52%
Dec 2017 – Dec 2020 |
-33.16%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NBRNF (N Brown Group plc) |
-13.09%
Dec 2020 – Dec 2023 |
-21.17%
Aug 2018 – Aug 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart