Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PZE (Petrobras Argentina S.A) | NA | -2.41% | 16.20% | 20.54% | -2.63% | 2.66% | NA | … | … |
Data as of 05/18/2018, Common starting date is 01/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PZE (Petrobras Argentina S.A) | 01/26/2000 | 05/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.69 | -2.41 | 16.20 | 20.54 | -2.63 | 2.66 | NA | … | … | -16.63 | 93.59 | 26.71 | 13.38 | -10.01 | 16.84 | -21.48 | -51.23 | 76.07 | -3.82 | -54.74 | 17.23 | -1.22 | 3.44 | 8.55 | 75.00 | -49.72 | -18.42 | -25.23 |
| Sharpe Ratio | NA | -0.08 | 0.42 | 0.51 | -0.06 | NA | NA | … | … | -0.88 | 2.71 | 0.78 | 0.31 | -0.22 | 0.39 | -0.43 | -1.30 | 2.67 | -0.07 | -0.70 | 0.37 | -0.15 | 0.04 | 0.21 | 2.42 | -0.76 | -0.40 | -0.76 |
| Standard Deviation(%) | NA | 38.84 | 37.67 | 40.68 | 48.57 | NA | NA | … | … | 44.33 | 34.53 | 34.04 | 43.16 | 46.06 | 43.57 | 50.96 | 39.32 | 28.44 | 57.98 | 79.76 | 38.85 | 30.10 | 33.85 | 35.60 | 30.74 | 67.04 | 51.99 | 40.82 |
| Draw Down(%) | NA | 33.88 | 35.16 | 40.06 | 79.43 | NA | NA | … | … | 33.88 | 21.15 | 32.95 | 37.30 | 36.11 | 41.97 | 57.62 | 56.04 | 25.80 | 39.07 | 70.78 | 32.16 | 26.11 | 29.67 | 37.77 | 14.87 | 71.43 | 50.04 | 39.18 |
| Yield(%) | 0.00 | 0.00 | 0.34 | 0.63 | 1.97 | 2.68 | 0.81 | … | … | 0.00 | 0.00 | 0.00 | 1.55 | 1.24 | 0.00 | 1.60 | 1.67 | 4.21 | 9.92 | 2.67 | 1.72 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.07 | 0.41 |
Data as of 05/18/2018, Common starting date is 01/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZE (Petrobras Argentina S.A) |
-28.97%
Feb 2000 – Feb 2003 |
-23.61%
Jun 2008 – Jun 2013 |
-11.77%
Sep 2005 – Sep 2015 |
-8.71%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZE (Petrobras Argentina S.A) |
47.50%
Sep 2002 – Sep 2005 |
27.50%
Jun 2012 – Jun 2017 |
1.90%
Aug 2007 – Aug 2017 |
6.48%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison Chart