Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFEF (Santa Fe Financial Corporation) | NA | -19.37% | -0.76% | 0.79% | 7.96% | 3.83% | 5.07% | … | … |
Data as of 02/19/2021, Common starting date is 11/01/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFEF (Santa Fe Financial Corporation) | 11/01/1993 | 02/19/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -19.37 | -0.76 | 0.79 | 7.96 | 3.83 | 5.07 | … | … | 24.09 | -35.35 | 5.79 | 16.92 | 6.56 | 0.13 | 84.38 | -19.41 | 7.89 | 39.71 | 2.95 | 65.13 | -35.22 | -35.84 | 9.31 | -4.29 | 60.56 | -0.35 | 28.49 | -24.79 | 10.70 | 6.17 | 19.12 | -30.61 | 0.00 | 2.08 | 6.67 | 26.76 | 1.43 |
| Sharpe Ratio | NA | -0.25 | -0.04 | 0.00 | 0.14 | NA | NA | … | … | 11.04 | -0.47 | -0.89 | -0.26 | -0.35 | -0.63 | 0.81 | -1.19 | -0.29 | 0.30 | -0.24 | 0.55 | -0.86 | -0.64 | -0.43 | -0.80 | 1.02 | -0.66 | 0.17 | -0.95 | -0.17 | -1.03 | 0.96 | 0.05 | -1.62 | 0.10 | -1.25 | 0.62 | 1.01 |
| Standard Deviation(%) | NA | 77.41 | 46.94 | 46.77 | 53.36 | NA | NA | … | … | 38.02 | 76.09 | 19.67 | 17.68 | 36.33 | 54.15 | 81.45 | 31.84 | 36.29 | 70.05 | 63.77 | 85.24 | 62.71 | 86.75 | 29.97 | 33.48 | 38.80 | 30.36 | 55.32 | 46.95 | 62.05 | 60.58 | 45.86 | 53.29 | 28.66 | 42.92 | 44.43 | 46.24 | 37.67 |
| Draw Down(%) | NA | 41.88 | 43.01 | 43.01 | 61.25 | NA | NA | … | … | 3.45 | 42.16 | 11.32 | 5.86 | 18.92 | 27.86 | 49.58 | 24.71 | 25.41 | 22.50 | 42.86 | 47.92 | 41.30 | 47.52 | 22.00 | 29.32 | 20.23 | 16.98 | 25.76 | 32.59 | 23.64 | 25.00 | 26.09 | 61.54 | 10.38 | 18.75 | 29.82 | 26.23 | 10.53 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/19/2021, Common starting date is 11/01/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFEF (Santa Fe Financial Corporation) |
-27.28%
Feb 2007 – Feb 2010 |
-13.83%
Sep 2005 – Sep 2010 |
-2.96%
Feb 2000 – Feb 2010 |
-3.66%
Jul 1994 – Jul 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFEF (Santa Fe Financial Corporation) |
40.95%
Apr 2010 – Apr 2013 |
32.72%
Aug 2010 – Aug 2015 |
17.62%
Apr 2010 – Apr 2020 |
9.72%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart