Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SICRF (SimCorp A/S) | NA | 65.44% | 1.75% | 13.04% | 23.54% | NA | NA | … | … |
Data as of 11/07/2023, Common starting date is 08/19/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SICRF (SimCorp A/S) | 08/19/2013 | 11/07/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 65.44 | 1.75 | 13.04 | 23.54 | NA | NA | … | … | 65.44 | -45.71 | 17.29 | 48.59 | 17.91 | 44.28 | 47.64 | -10.30 | 106.06 | 13.92 | 3.94 |
| Sharpe Ratio | NA | 1.55 | 0.00 | 0.29 | 0.58 | NA | NA | … | … | 1.79 | -0.74 | 1.52 | 1.10 | 0.72 | 1.96 | 2.23 | -0.40 | 1.48 | 1.07 | 1.73 |
| Standard Deviation(%) | NA | 39.49 | 44.12 | 40.69 | 38.97 | NA | NA | … | … | 42.76 | 64.13 | 11.33 | 43.76 | 22.84 | 21.89 | 21.22 | 26.37 | 71.58 | 13.03 | 6.36 |
| Draw Down(%) | NA | 5.31 | 48.71 | 48.71 | 48.71 | NA | NA | … | … | 5.31 | 48.71 | 0.00 | 19.51 | 10.34 | 0.70 | 1.84 | 20.74 | 12.22 | 0.00 | 0.00 |
| Yield(%) | 0.00 | 10.75 | 4.31 | 7.57 | 17.01 | 11.79 | 8.84 | … | … | 10.75 | 5.51 | 0.00 | 8.88 | 8.68 | 11.00 | 13.86 | 9.23 | 13.74 | 12.22 | 0.00 |
Data as of 11/07/2023, Common starting date is 08/19/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SICRF (SimCorp A/S) |
-12.11%
Jan 2020 – Jan 2023 |
8.67%
Mar 2018 – Mar 2023 |
23.54%
Sep 2013 – Sep 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SICRF (SimCorp A/S) |
55.82%
May 2015 – May 2018 |
45.97%
Jul 2015 – Jul 2020 |
23.54%
Sep 2013 – Sep 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart