Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAGKF (Stagecoach Group plc) | NA | 7.89% | -4.49% | -9.58% | -8.41% | NA | NA | … | … |
Data as of 07/07/2022, Common starting date is 05/24/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAGKF (Stagecoach Group plc) | 05/24/2011 | 07/07/2022 |
| 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 | 7.89 | -4.49 | -9.58 | -8.41 | NA | NA | … | … | 4.24 | 9.09 | -51.11 | 12.50 | -27.27 | -16.98 | -39.36 | -23.33 | -7.62 | 23.15 | 21.31 | 3.25 |
| Sharpe Ratio | NA | 0.15 | -0.04 | -0.09 | -0.11 | NA | NA | … | … | 0.18 | 0.13 | -0.23 | 0.27 | -0.91 | -0.87 | -0.95 | -0.75 | -0.48 | 1.33 | 0.96 | 0.21 |
| Standard Deviation(%) | NA | 49.68 | 138.21 | 109.32 | 79.61 | NA | NA | … | … | 44.21 | 73.07 | 224.72 | 40.93 | 31.53 | 20.34 | 41.64 | 31.05 | 15.80 | 17.35 | 22.26 | 25.87 |
| Draw Down(%) | NA | 23.93 | 88.89 | 90.20 | 95.89 | NA | NA | … | … | 19.85 | 40.67 | 88.89 | 28.50 | 27.27 | 26.37 | 44.39 | 31.23 | 13.24 | 9.38 | 18.40 | 14.32 |
| Yield(%) | 0.00 | 0.00 | 2.17 | 2.91 | 2.53 | 1.90 | 1.42 | … | … | 0.00 | 0.00 | 2.77 | 6.09 | 4.74 | 5.74 | 3.57 | 3.05 | 2.78 | 1.91 | 2.10 | 1.36 |
Data as of 07/07/2022, Common starting date is 05/24/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAGKF (Stagecoach Group plc) |
-40.81%
Oct 2017 – Oct 2020 |
-37.94%
Oct 2015 – Oct 2020 |
-9.67%
Nov 2011 – Nov 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAGKF (Stagecoach Group plc) |
28.00%
Jun 2011 – Jun 2014 |
4.25%
Jun 2011 – Jun 2016 |
-5.90%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart