Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORAN (Orange SA ADR) | NA | -8.24% | 4.45% | -1.63% | -0.20% | 0.34% | 0.46% | … | … |
Data as of 12/19/2024, Common starting date is 10/20/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORAN (Orange SA ADR) | 10/20/1997 | 12/19/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.21 | -8.24 | 4.45 | -1.63 | -0.20 | 0.34 | 0.46 | … | … | -8.72 | 23.17 | 0.03 | -3.58 | -14.06 | -5.28 | -2.39 | 19.87 | -4.85 | 2.44 | 45.13 | 18.61 | -19.40 | -18.07 | -8.98 | -4.74 | -13.53 | 35.65 | 17.71 | -23.08 | 20.43 | 82.24 | -53.76 | -52.63 | -35.33 | 69.12 | 119.27 | 3.97 |
| Sharpe Ratio | NA | -0.84 | 0.02 | -0.19 | -0.08 | NA | NA | … | … | -0.88 | 1.21 | -0.07 | -0.23 | -0.41 | -0.42 | -0.22 | 1.25 | -0.19 | 0.08 | 1.60 | 0.70 | -0.70 | -0.56 | -0.33 | -0.16 | -0.31 | 1.33 | 0.66 | -1.29 | 0.74 | 2.02 | -0.64 | -0.97 | -0.63 | 1.74 | 2.61 | 0.63 |
| Standard Deviation(%) | NA | 17.61 | 18.00 | 21.96 | 21.79 | NA | NA | … | … | 17.80 | 15.79 | 20.34 | 15.60 | 34.59 | 16.11 | 17.23 | 15.46 | 26.52 | 28.94 | 28.16 | 26.67 | 28.08 | 32.52 | 27.20 | 30.90 | 46.93 | 24.76 | 22.13 | 19.54 | 26.35 | 40.42 | 86.13 | 57.53 | 62.24 | 37.94 | 44.43 | 29.02 |
| Draw Down(%) | NA | 17.74 | 27.73 | 30.70 | 38.91 | NA | NA | … | … | 17.74 | 12.87 | 27.73 | 17.43 | 30.70 | 10.60 | 14.19 | 6.92 | 20.10 | 18.61 | 22.49 | 21.79 | 26.76 | 29.07 | 30.41 | 26.96 | 35.52 | 12.22 | 19.35 | 24.78 | 26.48 | 28.33 | 82.99 | 71.67 | 60.48 | 31.47 | 28.19 | 9.51 |
| Yield(%) | 0.00 | 6.80 | 7.23 | 5.29 | 4.35 | 3.87 | 3.51 | … | … | 6.71 | 7.41 | 6.89 | 7.63 | 4.83 | 4.86 | 4.63 | 4.72 | 4.06 | 3.99 | 7.90 | 6.05 | 10.63 | 9.29 | 6.27 | 4.90 | 7.92 | 5.81 | 4.81 | 2.14 | 3.39 | 15.41 | 1.91 | 0.91 | 0.87 | 0.00 | 0.00 | 0.00 |
Data as of 12/19/2024, Common starting date is 10/20/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORAN (Orange SA ADR) |
-55.98%
Sep 1999 – Sep 2002 |
-26.69%
Mar 2000 – Mar 2005 |
-14.45%
Jun 2000 – Jun 2010 |
-9.27%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORAN (Orange SA ADR) |
70.71%
Sep 2002 – Sep 2005 |
45.14%
Sep 2002 – Sep 2007 |
14.15%
Sep 2002 – Sep 2012 |
13.10%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart