Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGTZY (Surgutneftegaz ADR) | NA | -85.68% | -56.18% | -33.63% | -22.41% | -14.52% | -5.70% | … | … |
Data as of 01/23/2023, Common starting date is 03/07/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGTZY (Surgutneftegaz ADR) | 03/07/1997 | 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -85.68 | -56.18 | -33.63 | -22.41 | -14.52 | -5.70 | … | … | 0.00 | -88.26 | 16.14 | -42.87 | 116.49 | -20.17 | -5.80 | 9.65 | 9.88 | -52.13 | -3.88 | 14.32 | -26.26 | 20.36 | 66.17 | -55.60 | -21.75 | 44.01 | 43.93 | 25.51 | 86.16 | 0.95 | 53.66 | -41.43 | 418.52 | -66.25 | 20.48 |
| Sharpe Ratio | NA | -0.46 | -0.48 | -0.37 | -0.32 | NA | NA | … | … | 0.00 | -0.47 | 0.40 | -0.77 | 2.90 | -0.81 | -0.25 | 0.28 | 0.21 | -1.37 | -0.13 | 0.41 | -0.63 | 0.57 | 1.04 | -0.60 | -0.75 | 0.81 | 1.22 | 0.58 | 1.27 | 0.00 | 0.89 | -0.59 | 4.38 | -0.38 | 0.29 |
| Standard Deviation(%) | NA | 192.32 | 117.92 | 93.92 | 70.98 | NA | NA | … | … | NA | 192.71 | 40.03 | 55.96 | 39.69 | 26.55 | 25.64 | 33.01 | 47.35 | 38.17 | 29.20 | 35.29 | 41.56 | 35.37 | 63.83 | 93.77 | 33.08 | 50.33 | 34.22 | 42.34 | 67.45 | 49.77 | 59.14 | 77.60 | 94.73 | 182.88 | 75.99 |
| Draw Down(%) | NA | 87.30 | 91.58 | 92.64 | 92.83 | NA | NA | … | … | 0.00 | 88.60 | 23.21 | 65.79 | 15.14 | 31.38 | 25.18 | 26.45 | 43.21 | 55.59 | 30.27 | 35.11 | 39.17 | 23.98 | 33.56 | 72.54 | 31.95 | 43.06 | 23.76 | 25.84 | 30.74 | 39.36 | 29.81 | 53.54 | 45.12 | 91.11 | 47.90 |
| Yield(%) | 0.00 | 0.00 | 0.83 | 1.49 | 1.08 | 1.70 | 5.03 | … | … | 0.00 | 0.00 | 2.07 | 1.08 | 2.62 | 2.08 | 1.93 | 1.97 | 2.96 | 2.02 | 1.65 | 1.72 | 2.76 | 2.84 | 5.92 | 2.06 | 0.26 | 2.60 | 1.89 | 3.97 | 1.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/23/2023, Common starting date is 03/07/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGTZY (Surgutneftegaz ADR) |
-57.04%
Dec 2019 – Dec 2022 |
-33.17%
Sep 2017 – Sep 2022 |
-22.69%
Apr 2012 – Apr 2022 |
-16.79%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGTZY (Surgutneftegaz ADR) |
117.03%
Sep 1998 – Sep 2001 |
83.09%
Sep 1998 – Sep 2003 |
38.95%
Aug 1998 – Aug 2008 |
29.83%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart