Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NZD (NZD/USD) | NA | -6.58% | -1.05% | 0.34% | 1.91% | NA | NA | … | … |
Data as of 07/16/2021, Common starting date is 06/23/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NZD (NZD/USD) | 06/23/2009 | 07/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | -6.58 | -1.05 | 0.34 | 1.91 | NA | NA | … | … | 2.97 | -6.67 | -0.06 | 5.65 | -2.40 | -1.43 | 14.17 | 5.56 | 0.68 | -6.17 | 0.41 | -7.40 | -11.48 |
| Sharpe Ratio | NA | -0.67 | -0.19 | -0.04 | 0.14 | NA | NA | … | … | 0.52 | -0.60 | -0.20 | 0.50 | -0.35 | -0.13 | 1.07 | 0.61 | 0.06 | -0.63 | 0.02 | -0.52 | -1.32 |
| Standard Deviation(%) | NA | 9.84 | 9.75 | 9.42 | 10.83 | NA | NA | … | … | 10.67 | 11.45 | 7.41 | 8.64 | 8.77 | 12.31 | 13.26 | 9.13 | 10.62 | 10.03 | 15.13 | 14.47 | 15.63 |
| Draw Down(%) | NA | 12.23 | 23.69 | 23.69 | 23.69 | NA | NA | … | … | 4.69 | 21.18 | 7.18 | 7.04 | 8.90 | 13.94 | 8.66 | 8.40 | 9.40 | 11.28 | 18.38 | 17.19 | 17.67 |
| 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 |
Data as of 07/16/2021, Common starting date is 06/23/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NZD (NZD/USD) |
-6.46%
Jul 2009 – Jul 2012 |
-4.88%
Jul 2009 – Jul 2014 |
0.09%
Jul 2009 – Jul 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NZD (NZD/USD) |
9.07%
Sep 2012 – Sep 2015 |
5.78%
Aug 2014 – Aug 2019 |
1.77%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart