Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OGZPY (Public Joint Stock Company Gazprom) | NA | -85.97% | -44.56% | -21.82% | -18.99% | -17.68% | NA | … | … |
Data as of 08/03/2022, Common starting date is 01/04/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OGZPY (Public Joint Stock Company Gazprom) | 01/04/2006 | 08/03/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -85.97 | -44.56 | -21.82 | -18.99 | -17.68 | NA | … | … | -88.03 | 71.63 | -31.87 | 85.97 | 0.23 | -13.36 | 38.69 | -18.98 | -47.63 | -11.10 | -8.90 | -16.04 | 1.56 | 75.79 | -74.69 | 21.34 | 49.39 |
| Sharpe Ratio | NA | -0.52 | -0.45 | -0.28 | -0.31 | NA | NA | … | … | -0.46 | 2.36 | -0.67 | 2.49 | -0.04 | -0.68 | 1.09 | -0.46 | -1.07 | -0.41 | -0.29 | -0.35 | 0.04 | 1.18 | -0.82 | 0.58 | 1.03 |
| Standard Deviation(%) | NA | 164.71 | 100.05 | 79.97 | 61.82 | NA | NA | … | … | 213.11 | 30.32 | 47.42 | 33.94 | 29.45 | 20.51 | 35.18 | 41.03 | 44.43 | 27.14 | 31.52 | 46.40 | 36.68 | 64.09 | 92.06 | 31.68 | 45.66 |
| Draw Down(%) | NA | 89.74 | 89.74 | 89.74 | 89.74 | NA | NA | … | … | 88.32 | 22.39 | 54.49 | 15.63 | 21.93 | 27.87 | 22.93 | 41.17 | 55.41 | 34.61 | 36.68 | 48.51 | 31.11 | 34.50 | 81.86 | 26.42 | 36.62 |
| Yield(%) | 0.00 | 0.00 | 3.90 | 7.82 | 2.93 | 1.25 | 1.39 | … | … | 0.00 | 6.15 | 5.20 | 11.11 | 5.53 | 5.46 | 6.58 | 6.36 | 5.07 | 0.00 | 4.10 | 2.09 | 0.00 | 4.00 | 0.59 | 0.87 | 0.71 |
Data as of 08/03/2022, Common starting date is 01/04/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGZPY (Public Joint Stock Company Gazprom) |
-46.04%
Jun 2019 – Jun 2022 |
-25.69%
Jun 2008 – Jun 2013 |
-21.14%
Mar 2012 – Mar 2022 |
-17.76%
Jul 2007 – Jul 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OGZPY (Public Joint Stock Company Gazprom) |
29.90%
Oct 2018 – Oct 2021 |
19.70%
Sep 2016 – Sep 2021 |
0.85%
Sep 2011 – Sep 2021 |
-4.73%
Oct 2006 – Oct 2021 |
Annualized Rolling Returns Comparison Chart