Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGTPY (Surgutneftegaz OAO) | NA | -88.94% | -53.35% | -36.21% | -21.80% | -13.18% | NA | … | … |
Data as of 01/23/2023, Common starting date is 01/12/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGTPY (Surgutneftegaz OAO) | 01/12/2007 | 01/23/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -88.94 | -53.35 | -36.21 | -21.80 | -13.18 | NA | … | … | 0.00 | -90.30 | 12.87 | -11.27 | 13.11 | 11.81 | -4.29 | -13.78 | 15.31 | -33.51 | 16.87 | 30.45 | 0.59 | 5.42 | 159.46 | -71.97 | -32.31 |
| Sharpe Ratio | NA | -0.39 | -0.39 | -0.34 | -0.28 | NA | NA | … | … | 0.00 | -0.39 | 0.68 | -0.33 | 0.36 | 0.40 | -0.20 | -0.39 | 0.32 | -0.70 | 0.64 | 0.77 | 0.01 | 0.16 | 1.94 | -0.20 | -0.78 |
| Standard Deviation(%) | NA | 234.48 | 137.18 | 107.91 | 80.83 | NA | NA | … | … | NA | 234.56 | 18.92 | 35.08 | 32.79 | 26.56 | 24.42 | 35.94 | 47.64 | 47.81 | 26.46 | 39.91 | 40.85 | 33.93 | 82.11 | 372.71 | 46.41 |
| Draw Down(%) | NA | 89.94 | 91.01 | 91.18 | 92.95 | NA | NA | … | … | 0.00 | 90.43 | 11.82 | 30.76 | 31.73 | 17.53 | 25.20 | 33.88 | 36.61 | 49.71 | 24.10 | 37.67 | 35.81 | 36.98 | 32.58 | 97.49 | 42.56 |
| Yield(%) | 0.00 | 0.00 | 6.00 | 8.69 | 8.95 | 10.39 | 4.03 | … | … | 0.00 | 0.00 | 16.64 | 2.26 | 21.98 | 4.17 | 1.84 | 17.82 | 29.37 | 9.04 | 6.78 | 0.00 | 7.81 | 6.98 | 22.70 | 5.30 | 0.31 |
Data as of 01/23/2023, Common starting date is 01/12/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGTPY (Surgutneftegaz OAO) |
-55.36%
Jun 2019 – Jun 2022 |
-35.96%
Mar 2017 – Mar 2022 |
-21.83%
Mar 2012 – Mar 2022 |
-15.95%
Mar 2007 – Mar 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGTPY (Surgutneftegaz OAO) |
45.85%
Jan 2009 – Jan 2012 |
33.21%
Dec 2008 – Dec 2013 |
12.19%
Jan 2009 – Jan 2019 |
-5.69%
Feb 2007 – Feb 2022 |
Annualized Rolling Returns Comparison Chart