Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCMGF (Newcrest Mining Ltd) | NA | 48.58% | -5.76% | 4.92% | 7.32% | NA | NA | … | … |
Data as of 11/06/2023, Common starting date is 02/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCMGF (Newcrest Mining Ltd) | 02/17/2009 | 11/06/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.33 | 48.58 | -5.76 | 4.92 | 7.32 | NA | NA | … | … | 26.67 | -19.49 | -11.87 | 1.62 | 34.58 | -10.27 | 25.09 | 51.14 | 5.96 | 26.06 | -69.41 | -23.27 | -24.94 | 31.71 | 42.97 |
| Sharpe Ratio | NA | 1.14 | -0.19 | 0.08 | 0.15 | NA | NA | … | … | 0.71 | -0.45 | -0.36 | 0.02 | 0.95 | -0.49 | 0.66 | 1.07 | 0.13 | 0.67 | -1.34 | -0.65 | -0.60 | 0.75 | 0.93 |
| Standard Deviation(%) | NA | 40.82 | 39.66 | 43.57 | 42.14 | NA | NA | … | … | 39.01 | 46.96 | 33.35 | 59.48 | 34.95 | 23.83 | 37.40 | 47.79 | 47.16 | 38.85 | 51.67 | 35.90 | 41.55 | 42.41 | 54.15 |
| Draw Down(%) | NA | 24.91 | 53.24 | 59.19 | 59.19 | NA | NA | … | … | 24.91 | 51.85 | 28.15 | 48.75 | 25.92 | 27.22 | 26.52 | 39.37 | 37.43 | 33.60 | 74.90 | 43.11 | 33.12 | 27.30 | 20.04 |
| Yield(%) | 0.00 | 19.83 | 4.89 | 5.14 | 4.44 | 1.70 | 1.28 | … | … | 16.67 | 1.71 | 2.92 | 1.52 | 1.83 | 1.31 | 1.13 | 0.62 | 0.00 | 0.00 | 0.50 | 1.16 | 1.21 | 0.73 | 0.59 |
Data as of 11/06/2023, Common starting date is 02/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCMGF (Newcrest Mining Ltd) |
-43.94%
Dec 2010 – Dec 2013 |
-26.33%
Nov 2010 – Nov 2015 |
-8.37%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCMGF (Newcrest Mining Ltd) |
28.15%
Oct 2014 – Oct 2017 |
26.37%
Aug 2015 – Aug 2020 |
7.91%
Jun 2013 – Jun 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart