Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NICXF (Nicox S.A) | NA | -31.25% | -53.04% | -40.52% | -17.38% | NA | NA | … | … |
Data as of 10/14/2024, Common starting date is 02/23/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NICXF (Nicox S.A) | 02/23/2010 | 10/14/2024 |
| 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 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -31.25 | -53.04 | -40.52 | -17.38 | NA | NA | … | … | 0.00 | -50.56 | -67.75 | -35.44 | 32.33 | -20.58 | -51.12 | 47.79 | -18.52 | -16.40 | -23.64 | 3.64 | 139.68 | -56.25 | -58.86 |
| Sharpe Ratio | NA | -1.01 | -1.07 | -0.92 | -0.31 | NA | NA | … | … | 0.00 | -1.10 | -0.96 | -1.40 | 0.91 | -0.61 | -1.56 | 0.98 | -0.32 | -0.09 | -0.57 | 0.09 | 1.72 | -0.66 | -0.61 |
| Standard Deviation(%) | NA | 37.54 | 52.91 | 46.68 | 60.42 | NA | NA | … | … | NA | 49.96 | 72.53 | 34.89 | 34.97 | 35.84 | 33.66 | 48.15 | 58.98 | 183.11 | 41.64 | 41.46 | 82.33 | 84.75 | 105.62 |
| Draw Down(%) | NA | 31.25 | 89.65 | 93.19 | 97.04 | NA | NA | … | … | 0.00 | 50.56 | 67.75 | 35.44 | 15.23 | 46.01 | 58.44 | 27.61 | 46.43 | 81.61 | 40.32 | 33.83 | 47.58 | 74.08 | 74.19 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/14/2024, Common starting date is 02/23/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NICXF (Nicox S.A) |
-58.55%
Dec 2020 – Dec 2023 |
-43.77%
Apr 2018 – Apr 2023 |
-19.00%
Jan 2014 – Jan 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NICXF (Nicox S.A) |
78.37%
Jan 2015 – Jan 2018 |
54.62%
Nov 2011 – Nov 2016 |
14.26%
Nov 2011 – Nov 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart