Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NZRFF (The New Zealand Refining Company Limited) | NA | 36.78% | 32.79% | 1.22% | 4.30% | NA | NA | -1.82% |
Data as of 10/24/2024, AR inception is 04/27/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NZRFF (The New Zealand Refining Company Limited) | 04/27/2010 | 10/24/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.75 | 36.78 | 32.79 | 1.22 | 4.30 | NA | NA | -1.82 | 32.37 | 14.68 | 51.67 | 50.00 | -69.23 | -6.82 | -9.67 | 1.85 | -20.32 | 61.57 | -4.62 | -12.76 | -1.90 | -35.38 | 25.00 |
| Sharpe Ratio | NA | 1.40 | 0.66 | -0.02 | 0.07 | NA | NA | -0.07 | 1.46 | 0.98 | 0.70 | 0.99 | -1.23 | -0.37 | -0.68 | 0.07 | -0.67 | 2.45 | -0.13 | -0.41 | -0.05 | -0.89 | 0.79 |
| Standard Deviation(%) | NA | 21.53 | 44.01 | 48.17 | 38.42 | NA | NA | 38.42 | 23.17 | 10.79 | 72.52 | 50.54 | 56.36 | 21.95 | 16.07 | 17.20 | 30.77 | 25.11 | 36.74 | 30.90 | 41.27 | 39.97 | 48.57 |
| Draw Down(%) | NA | 5.38 | 41.51 | 76.15 | 83.78 | NA | NA | 88.00 | 5.38 | 2.22 | 41.51 | 22.50 | 71.54 | 17.72 | 15.44 | 10.34 | 29.20 | 6.06 | 28.16 | 27.80 | 34.55 | 46.54 | 28.57 |
| Yield(%) | 0.00 | 8.36 | 9.90 | 2.70 | 6.26 | 2.32 | 1.74 | 2.48 | 8.09 | 10.99 | 0.00 | 0.00 | 0.00 | 3.86 | 9.10 | 6.63 | 9.13 | 2.97 | 0.00 | 3.57 | 0.76 | 0.53 | 0.10 |
Data as of 10/24/2024, AR inception is 04/27/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NZRFF (The New Zealand Refining Company Limited) |
-40.01%
May 2018 - May 2021 |
-27.61%
Apr 2016 - Apr 2021 |
-17.41%
May 2011 - May 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NZRFF (The New Zealand Refining Company Limited) |
46.50%
May 2021 - May 2024 |
7.82%
Sep 2014 - Sep 2019 |
3.69%
Sep 2014 - Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart