Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NILSY (GMK Norilskiy Nikel PAO ADR) | NA | 0.00% | -51.13% | -27.54% | -13.42% | -13.35% | NA | -2.14% |
Data as of 05/22/2023, AR inception is 08/04/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NILSY (GMK Norilskiy Nikel PAO ADR) | 08/04/2004 | 05/22/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -51.13 | -27.54 | -13.42 | -13.35 | NA | -2.14 | 0.00 | -88.76 | 1.08 | 3.25 | 61.84 | -0.37 | 11.76 | 33.23 | -8.10 | -17.30 | -11.77 | 23.55 | -36.23 | 67.53 | 127.78 | -76.78 | 69.59 | 70.19 | 69.85 | 4.93 |
| Sharpe Ratio | NA | 0.00 | -0.51 | -0.34 | -0.22 | NA | NA | -0.05 | 0.00 | -0.52 | 0.03 | 0.05 | 2.53 | -0.05 | 0.44 | 1.10 | -0.21 | -0.49 | -0.45 | 0.74 | -0.85 | 1.58 | 1.55 | -0.62 | 1.55 | 1.20 | 1.79 | 0.26 |
| Standard Deviation(%) | NA | 131.04 | 102.33 | 83.37 | 63.49 | NA | NA | 63.21 | NA | 172.28 | 31.73 | 55.38 | 23.88 | 34.69 | 25.53 | 30.00 | 39.49 | 35.64 | 26.52 | 32.24 | 42.67 | 42.78 | 82.13 | 125.64 | 43.08 | 56.07 | 37.74 | 43.33 |
| Draw Down(%) | NA | 0.00 | 90.61 | 90.61 | 90.61 | NA | NA | 90.61 | 0.00 | 90.07 | 27.19 | 46.07 | 10.89 | 29.54 | 25.85 | 18.74 | 41.90 | 35.93 | 38.14 | 29.60 | 46.21 | 30.17 | 52.22 | 84.48 | 24.63 | 43.39 | 22.61 | 37.42 |
| Yield(%) | 0.00 | 0.00 | 4.60 | 11.90 | 12.08 | 4.61 | 22.63 | 25.14 | 0.00 | 6.49 | 4.17 | 5.00 | 18.96 | 11.02 | 6.82 | 8.68 | 16.44 | 14.69 | 9.77 | 3.87 | 0.00 | 4.48 | 0.00 | 1.71 | 5.81 | 4.39 | 1.82 | 23.51 |
Data as of 05/22/2023, AR inception is 08/04/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NILSY (GMK Norilskiy Nikel PAO ADR) |
-51.97%
Jan 2020 - Jan 2023 |
-29.56%
Jan 2018 - Jan 2023 |
-15.76%
Jan 2013 - Jan 2023 |
-13.50%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NILSY (GMK Norilskiy Nikel PAO ADR) |
72.38%
Oct 2004 - Oct 2007 |
29.67%
Jan 2009 - Jan 2014 |
17.47%
Jan 2009 - Jan 2019 |
12.32%
Jan 2005 - Jan 2020 |
Annualized Rolling Returns Comparison Chart