Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RSHYY (RusHydro JSC ADR) | NA | -70.28% | -23.94% | -20.26% | -15.60% | NA | NA | … | … |
Data as of 08/03/2022, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSHYY (RusHydro JSC ADR) | 04/07/2011 | 08/03/2022 |
| 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 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -70.28 | -23.94 | -20.26 | -15.60 | NA | NA | … | … | -65.86 | -6.00 | 11.11 | 36.36 | -45.45 | -15.38 | 47.42 | 2.11 | -44.12 | -27.66 | -22.44 | -42.83 |
| Sharpe Ratio | NA | -0.90 | -0.39 | -0.38 | -0.30 | NA | NA | … | … | -0.87 | -0.14 | 0.18 | 0.93 | -1.03 | -0.43 | 0.85 | 0.03 | -0.78 | -0.71 | -0.53 | -1.15 |
| Standard Deviation(%) | NA | 78.60 | 62.16 | 55.03 | 53.72 | NA | NA | … | … | 97.49 | 43.33 | 60.89 | 37.60 | 45.53 | 37.58 | 54.97 | 66.91 | 56.40 | 39.09 | 42.84 | 46.33 |
| Draw Down(%) | NA | 73.03 | 73.03 | 74.04 | 83.45 | NA | NA | … | … | 68.22 | 25.00 | 45.95 | 21.05 | 52.90 | 34.44 | 23.42 | 44.27 | 65.74 | 47.49 | 48.45 | 43.02 |
| Yield(%) | 0.00 | 0.00 | 4.96 | 3.55 | 1.72 | 0.60 | 0.45 | … | … | 0.00 | 7.63 | 5.45 | 8.64 | 3.28 | 5.10 | 6.08 | 3.60 | 2.37 | 0.00 | 0.59 | 0.58 |
Data as of 08/03/2022, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSHYY (RusHydro JSC ADR) |
-39.32%
Jan 2012 – Jan 2015 |
-27.81%
May 2011 – May 2016 |
-18.46%
Mar 2012 – Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSHYY (RusHydro JSC ADR) |
21.40%
Oct 2018 – Oct 2021 |
10.57%
Jun 2016 – Jun 2021 |
-6.98%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart