Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OJSCY (NK Rosneft PAO DRC) | NA | -67.03% | -26.43% | -12.41% | NA | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 02/19/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OJSCY (NK Rosneft PAO DRC) | 02/19/2013 | 11/11/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -67.03 | -26.43 | -12.41 | NA | NA | NA | … | … | -60.16 | 3.18 | -18.42 | 20.16 | 20.79 | -21.46 | 88.56 | -5.28 | -54.14 | -7.97 |
| Sharpe Ratio | NA | -1.04 | -0.18 | -0.11 | NA | NA | NA | … | … | -1.20 | 0.03 | -0.08 | 0.23 | 0.43 | -0.31 | 1.89 | -0.09 | -1.08 | -0.24 |
| Standard Deviation(%) | NA | 65.47 | 149.86 | 123.70 | NA | NA | NA | … | … | 55.50 | 113.95 | 227.30 | 82.94 | 45.24 | 71.30 | 46.62 | 61.25 | 50.11 | 37.46 |
| Draw Down(%) | NA | 67.03 | 78.03 | 78.03 | NA | NA | NA | … | … | 61.59 | 45.18 | 78.03 | 39.68 | 24.79 | 40.87 | 19.35 | 41.86 | 65.86 | 27.54 |
| Yield(%) | 0.00 | 0.00 | 3.05 | 4.47 | 2.32 | 1.55 | 1.16 | … | … | 0.00 | 5.69 | 3.41 | 6.89 | 4.36 | 2.64 | 5.57 | 4.01 | 3.31 | 0.00 |
Data as of 11/11/2022, Common starting date is 02/19/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OJSCY (NK Rosneft PAO DRC) |
-26.43%
Oct 2019 – Oct 2022 |
-12.57%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OJSCY (NK Rosneft PAO DRC) |
28.80%
Jan 2016 – Jan 2019 |
20.11%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart