Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SID (Companhia Siderúrgica Nacional) | -6.94% | -32.66% | -15.28% | -4.14% | 6.42% | -10.82% | 1.00% | 3.62% |
Data as of 08/05/2025, AR inception is 01/03/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SID (Companhia Siderúrgica Nacional) | 01/03/2000 | 08/05/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.22 | -32.66 | -15.28 | -4.14 | 6.42 | -10.82 | 1.00 | 3.62 | -6.94 | -61.43 | 69.20 | -29.79 | -22.14 | 71.42 | 68.58 | -3.26 | -24.15 | 229.59 | -49.22 | -65.32 | 17.28 | -23.86 | -48.18 | 7.81 | 189.92 | -54.76 | 198.60 | 40.06 | 11.91 | 43.05 | 271.67 | -10.45 | -50.00 | -18.29 |
| Sharpe Ratio | NA | -0.64 | -0.31 | -0.08 | 0.08 | NA | NA | 0.04 | -0.16 | -1.58 | 1.41 | -0.49 | -0.39 | 0.81 | 1.33 | -0.08 | -0.42 | 2.36 | -0.63 | -1.34 | 0.43 | -0.53 | -1.03 | 0.20 | 3.26 | -0.54 | 4.27 | 0.84 | 0.20 | 0.86 | 6.14 | -0.17 | -0.77 | -0.47 |
| Standard Deviation(%) | NA | 53.27 | 50.22 | 53.74 | 65.64 | NA | NA | 59.97 | 55.24 | 43.21 | 46.69 | 63.31 | 56.90 | 87.65 | 50.42 | 56.87 | 59.72 | 97.05 | 78.14 | 48.84 | 40.09 | 45.00 | 46.73 | 38.33 | 58.18 | 102.58 | 46.12 | 43.93 | 48.70 | 48.83 | 44.12 | 69.40 | 68.99 | 47.87 |
| Draw Down(%) | NA | 47.37 | 65.79 | 80.91 | 80.91 | NA | NA | 95.20 | 27.62 | 61.53 | 37.00 | 58.82 | 62.90 | 71.45 | 41.00 | 43.99 | 56.93 | 52.65 | 73.36 | 72.33 | 58.98 | 55.85 | 57.89 | 33.47 | 34.21 | 84.46 | 25.92 | 31.14 | 42.47 | 47.51 | 21.65 | 63.22 | 75.48 | 46.56 |
| Yield(%) | 0.00 | 0.00 | 9.67 | 11.50 | 14.80 | 1.46 | 10.49 | 16.74 | 0.00 | 3.60 | 18.48 | 9.16 | 5.78 | 0.06 | 9.79 | 6.12 | 0.00 | 0.00 | 7.33 | 2.09 | 8.49 | 4.93 | 4.80 | 3.51 | 18.91 | 7.71 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/05/2025, AR inception is 01/03/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SID (Companhia Siderúrgica Nacional) |
-44.23%
Jan 2013 - Jan 2016 |
-42.55%
Jan 2011 - Jan 2016 |
-19.96%
Mar 2010 - Mar 2020 |
-10.08%
Mar 2010 - Mar 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SID (Companhia Siderúrgica Nacional) |
124.95%
Sep 2002 - Sep 2005 |
103.10%
Sep 2002 - Sep 2007 |
40.09%
Oct 2001 - Oct 2011 |
19.94%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart