Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NTT (Nippon Telegraph & Telephone Corp) | NA | -54.72% | -15.57% | -3.56% | -1.79% | 0.67% | -3.90% | … | … |
Data as of 03/02/2018, Common starting date is 09/29/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NTT (Nippon Telegraph & Telephone Corp) | 09/29/1994 | 03/02/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -54.72 | -15.57 | -3.56 | -1.79 | 0.67 | -3.90 | … | … | 0.00 | -54.60 | 5.86 | 55.17 | -5.29 | 28.58 | -16.98 | 10.42 | 16.21 | -27.40 | 10.26 | 1.04 | 9.32 | 2.37 | -7.16 | 40.56 | 10.23 | -54.26 | -58.41 | 131.60 | -13.14 | 10.57 | -3.33 | -6.30 | -3.04 |
| Sharpe Ratio | NA | -0.07 | -0.09 | -0.07 | -0.09 | NA | NA | … | … | 0.00 | -0.08 | -1.21 | 1.49 | -1.18 | 0.48 | -2.26 | -0.45 | -0.16 | -1.48 | -0.20 | -0.88 | -0.59 | -0.85 | -0.84 | 0.64 | -0.24 | -1.55 | -1.86 | 3.72 | -0.35 | 0.18 | -0.24 | -0.37 | -0.81 |
| Standard Deviation(%) | NA | 1,089.82 | 457.96 | 339.70 | 233.74 | NA | NA | … | … | NA | 953.84 | 23.34 | 24.58 | 20.11 | 21.09 | 15.83 | 17.96 | 14.68 | 31.17 | 46.07 | 23.97 | 22.23 | 22.05 | 32.00 | 32.98 | 39.93 | 49.15 | 43.78 | 34.46 | 46.43 | 38.91 | 28.56 | 27.63 | 18.59 |
| Draw Down(%) | NA | 95.48 | 95.90 | 95.90 | 95.90 | NA | NA | … | … | 0.00 | 95.48 | 21.64 | 15.07 | 24.59 | 9.76 | 20.12 | 12.33 | 11.31 | 33.62 | 30.96 | 24.21 | 14.09 | 14.55 | 34.68 | 17.79 | 29.76 | 60.64 | 58.68 | 17.67 | 35.10 | 31.34 | 20.36 | 18.18 | 11.64 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.45 | 0.26 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.50 | 0.55 | 1.25 | 1.01 | 1.16 | 1.18 | 0.58 | 0.27 | 1.15 | 0.31 | 0.53 | 0.57 | 0.27 | 0.00 |
Data as of 03/02/2018, Common starting date is 09/29/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTT (Nippon Telegraph & Telephone Corp) |
-40.59%
Dec 1999 – Dec 2002 |
-23.49%
Nov 1999 – Nov 2004 |
-13.03%
Dec 1999 – Dec 2009 |
-7.29%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NTT (Nippon Telegraph & Telephone Corp) |
36.10%
Nov 1996 – Nov 1999 |
16.53%
Nov 1994 – Nov 1999 |
7.38%
Mar 2006 – Mar 2016 |
7.93%
Jan 2002 – Jan 2017 |
Annualized Rolling Returns Comparison Chart