Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFDPF (Spark Infrastructure Group) | NA | 54.32% | 19.41% | 11.71% | 8.69% | NA | NA | … | … |
Data as of 01/03/2022, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFDPF (Spark Infrastructure Group) | 04/07/2011 | 01/03/2022 |
| 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 | 54.32 | 19.41 | 11.71 | 8.69 | NA | NA | … | … | 53.57 | 37.41 | 5.76 | -12.58 | -18.04 | 9.60 | 37.21 | -22.29 | 20.29 | -22.47 | 23.61 | 15.20 |
| Sharpe Ratio | NA | 2.21 | 0.62 | 0.40 | 0.28 | NA | NA | … | … | 2.20 | 2.23 | 0.14 | -0.70 | -0.88 | 0.43 | 0.90 | -0.88 | 0.94 | -0.92 | 0.65 | 0.57 |
| Standard Deviation(%) | NA | 24.24 | 29.71 | 26.77 | 28.90 | NA | NA | … | … | 24.24 | 25.52 | 39.63 | 19.96 | 22.01 | 20.94 | 41.02 | 25.39 | 21.57 | 24.48 | 36.75 | 37.51 |
| Draw Down(%) | NA | 9.36 | 41.53 | 43.48 | 43.48 | NA | NA | … | … | 9.36 | 9.36 | 31.72 | 22.47 | 18.56 | 11.17 | 21.03 | 28.57 | 15.05 | 26.63 | 16.36 | 16.08 |
| Yield(%) | 0.00 | 12.41 | 9.45 | 7.72 | 8.10 | 6.49 | 4.87 | … | … | 0.00 | 12.41 | 11.60 | 6.73 | 6.03 | 6.55 | 7.64 | 7.32 | 3.37 | 5.78 | 7.69 | 4.06 |
Data as of 01/03/2022, 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 |
|---|---|---|---|---|
| SFDPF (Spark Infrastructure Group) |
-13.77%
Mar 2017 – Mar 2020 |
-1.96%
Mar 2015 – Mar 2020 |
6.21%
Jun 2011 – Jun 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFDPF (Spark Infrastructure Group) |
19.41%
Nov 2018 – Nov 2021 |
13.29%
Nov 2016 – Nov 2021 |
9.89%
Nov 2011 – Nov 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart