Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBRCY (Sberbank Of Russia) | NA | -96.99% | -64.81% | -40.74% | -22.44% | NA | NA | … | … |
Data as of 06/15/2022, Common starting date is 06/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBRCY (Sberbank Of Russia) | 06/28/2011 | 06/15/2022 |
| 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 | -96.99 | -64.81 | -40.74 | -22.44 | NA | NA | … | … | -96.70 | 15.20 | 4.90 | 59.50 | -31.94 | 53.01 | 102.94 | 50.48 | -68.08 | 2.44 | 29.20 | -30.25 |
| Sharpe Ratio | NA | -0.49 | -0.55 | -0.43 | -0.31 | NA | NA | … | … | -0.35 | 0.49 | 0.08 | 2.30 | -0.74 | 2.05 | 2.53 | 0.95 | -1.23 | 0.08 | 0.85 | -0.79 |
| Standard Deviation(%) | NA | 196.79 | 119.40 | 95.52 | 74.14 | NA | NA | … | … | 289.53 | 30.70 | 55.55 | 25.30 | 45.00 | 25.72 | 40.68 | 52.85 | 55.21 | 29.22 | 34.46 | 64.29 |
| Draw Down(%) | NA | 97.58 | 97.58 | 97.58 | 97.58 | NA | NA | … | … | 96.81 | 29.30 | 49.83 | 17.11 | 50.21 | 18.81 | 24.18 | 34.33 | 70.30 | 26.90 | 31.10 | 49.68 |
| Yield(%) | 0.00 | 0.00 | 6.44 | 9.20 | 5.59 | 2.89 | 2.17 | … | … | 0.00 | 6.72 | 11.28 | 8.83 | 4.35 | 3.61 | 2.14 | 0.74 | 3.04 | 2.38 | 2.66 | 0.00 |
Data as of 06/15/2022, Common starting date is 06/28/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBRCY (Sberbank Of Russia) |
-63.59%
Apr 2019 – Apr 2022 |
-42.20%
Apr 2017 – Apr 2022 |
-24.10%
Mar 2012 – Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBRCY (Sberbank Of Russia) |
77.70%
Jan 2015 – Jan 2018 |
38.37%
Dec 2014 – Dec 2019 |
13.55%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart