Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RDEIF (Red Electrica Corporacion SA) | NA | -4.65% | -3.69% | -1.62% | 4.43% | NA | NA | … | … |
Data as of 12/28/2023, Common starting date is 07/09/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RDEIF (Red Electrica Corporacion SA) | 07/09/2009 | 12/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.65 | -3.69 | -1.62 | 4.43 | NA | NA | … | … | -4.59 | -17.19 | 13.07 | 8.89 | -5.68 | 4.52 | 25.12 | -6.09 | -1.99 | 39.73 | 37.36 | 21.77 | -7.60 | -1.93 | 9.56 |
| Sharpe Ratio | NA | -0.12 | -0.15 | -0.10 | 0.13 | NA | NA | … | … | -0.11 | -0.67 | 0.34 | 0.30 | -0.27 | 0.18 | 1.21 | -0.18 | -0.09 | 2.09 | 1.48 | 0.86 | -0.23 | -0.07 | 1.57 |
| Standard Deviation(%) | NA | 73.23 | 36.13 | 31.15 | 26.91 | NA | NA | … | … | 73.23 | 31.00 | 38.06 | 28.66 | 26.07 | 17.68 | 20.30 | 34.97 | 22.45 | 19.00 | 25.20 | 25.53 | 32.63 | 27.37 | 13.18 |
| Draw Down(%) | NA | 11.61 | 34.81 | 35.60 | 35.60 | NA | NA | … | … | 11.61 | 27.69 | 22.23 | 25.63 | 20.76 | 13.78 | 10.31 | 24.13 | 13.31 | 9.84 | 12.47 | 24.92 | 31.40 | 24.85 | 5.01 |
| Yield(%) | 0.00 | 0.00 | 3.66 | 4.11 | 5.56 | 6.32 | 4.74 | … | … | 0.00 | 4.78 | 5.64 | 5.96 | 5.05 | 4.85 | 5.31 | 4.38 | 3.85 | 5.32 | 4.70 | 3.53 | 3.90 | 2.92 | 0.00 |
Data as of 12/28/2023, Common starting date is 07/09/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RDEIF (Red Electrica Corporacion SA) |
-3.38%
Oct 2019 – Oct 2022 |
-2.31%
Oct 2017 – Oct 2022 |
6.19%
Apr 2011 – Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RDEIF (Red Electrica Corporacion SA) |
36.24%
Jun 2012 – Jun 2015 |
23.67%
Jun 2012 – Jun 2017 |
12.75%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart