Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) | 44.22% | 30.63% | 32.83% | 15.10% | 18.35% | 10.75% | 14.87% | 15.63% |
Data as of 08/06/2025, AR inception is 05/10/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) | 05/10/2002 | 08/06/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.51 | 30.63 | 32.83 | 15.10 | 18.35 | 10.75 | 14.87 | 15.63 | 44.22 | -4.21 | 46.89 | 48.41 | -13.80 | -40.98 | 91.22 | -20.37 | 25.02 | 90.50 | -25.45 | -42.71 | -16.55 | 56.35 | 5.24 | 49.21 | 72.31 | -47.02 | 42.23 | 108.58 | 36.77 | 14.95 | 133.95 | -41.70 |
| Sharpe Ratio | NA | 0.85 | 0.88 | 0.30 | 0.35 | NA | NA | 0.31 | 2.69 | -0.37 | 1.27 | 1.00 | -0.33 | -0.54 | 2.10 | -0.56 | 0.67 | 2.05 | -0.52 | -1.03 | -0.46 | 1.98 | 0.16 | 1.50 | 1.49 | -0.62 | 0.92 | 2.68 | 0.94 | 0.31 | 2.76 | -0.84 |
| Standard Deviation(%) | NA | 29.65 | 35.69 | 37.75 | 44.85 | NA | NA | 45.39 | 28.62 | 29.20 | 34.01 | 47.49 | 41.28 | 76.64 | 42.85 | 39.19 | 36.68 | 44.05 | 48.92 | 41.52 | 35.71 | 28.74 | 32.11 | 32.84 | 48.44 | 77.33 | 42.74 | 39.57 | 36.75 | 45.05 | 48.34 | 68.96 |
| Draw Down(%) | NA | 23.79 | 23.79 | 48.16 | 61.91 | NA | NA | 76.33 | 13.39 | 23.79 | 18.44 | 30.35 | 30.24 | 61.91 | 20.97 | 50.11 | 22.05 | 25.00 | 45.58 | 46.63 | 47.22 | 17.53 | 25.99 | 17.60 | 27.07 | 69.51 | 23.24 | 28.80 | 22.32 | 39.82 | 31.74 | 59.38 |
| Yield(%) | 0.00 | 4.02 | 4.22 | 2.61 | 5.80 | 4.74 | 11.53 | 15.23 | 4.42 | 1.88 | 2.61 | 2.82 | 0.88 | 1.68 | 3.32 | 2.93 | 4.36 | 1.34 | 1.82 | 2.83 | 2.74 | 5.23 | 0.00 | 12.36 | 8.43 | 2.71 | 3.73 | 6.45 | 21.78 | 6.96 | 14.37 | 2.98 |
Data as of 08/06/2025, AR inception is 05/10/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) |
-32.37%
Sep 2012 - Sep 2015 |
-10.12%
Dec 2010 - Dec 2015 |
-2.49%
Jul 2012 - Jul 2022 |
3.82%
Apr 2008 - Apr 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) |
89.59%
Oct 2004 - Oct 2007 |
69.77%
Sep 2002 - Sep 2007 |
42.31%
Feb 2003 - Feb 2013 |
24.74%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart