Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RPSGF (RPS Group plc) | NA | 95.98% | 4.23% | -8.40% | NA | NA | NA | … | … |
Data as of 01/27/2023, Common starting date is 06/10/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RPSGF (RPS Group plc) | 06/10/2015 | 01/27/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 95.98 | 4.23 | -8.40 | NA | NA | NA | … | … | 0.00 | 95.98 | 106.35 | -72.00 | 20.32 | -45.95 | 38.40 | -26.90 | -2.29 |
| Sharpe Ratio | NA | 1.42 | 0.04 | -0.11 | NA | NA | NA | … | … | 0.00 | 1.43 | 1.46 | -0.59 | 0.21 | -0.89 | 1.64 | -0.86 | -1.30 |
| Standard Deviation(%) | NA | 66.47 | 90.47 | 84.51 | NA | NA | NA | … | … | NA | 66.47 | 72.73 | 121.55 | 92.27 | 52.93 | 23.11 | 31.63 | 3.13 |
| Draw Down(%) | NA | 11.19 | 76.18 | 86.43 | NA | NA | NA | … | … | 0.00 | 11.19 | 0.00 | 76.18 | 41.24 | 54.39 | 3.89 | 27.11 | 2.29 |
| Yield(%) | 0.00 | 1.54 | 0.59 | 0.71 | 1.34 | 0.90 | 0.67 | … | … | 0.00 | 1.54 | 0.00 | 0.89 | 5.35 | 0.00 | 5.20 | 3.80 | 2.00 |
Data as of 01/27/2023, Common starting date is 06/10/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RPSGF (RPS Group plc) |
-45.77%
Jan 2018 – Jan 2021 |
-29.03%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RPSGF (RPS Group plc) |
20.15%
Sep 2019 – Sep 2022 |
-5.94%
Dec 2017 – Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart