Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SMCBF (The Siam Commercial Bank Public Company Limited) | NA | 17.92% | -1.60% | -4.26% | -2.17% | NA | NA | -0.41% |
Data as of 04/28/2022, AR inception is 04/25/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMCBF (The Siam Commercial Bank Public Company Limited) | 04/25/2011 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -9.72 | 17.92 | -1.60 | -4.26 | -2.17 | NA | NA | -0.41 | -41.32 | 37.79 | -43.34 | -7.49 | -1.66 | 5.78 | 25.95 | -39.92 | 10.97 | -19.66 | 73.53 | -13.92 |
| Sharpe Ratio | NA | -0.82 | -0.42 | -0.42 | -0.24 | NA | NA | -0.17 | -1.65 | 1.33 | -0.85 | -1.24 | -0.13 | 0.32 | 0.69 | -1.44 | 0.56 | -0.84 | 2.29 | -0.83 |
| Standard Deviation(%) | NA | 36.97 | 42.89 | 34.86 | 31.19 | NA | NA | 31.19 | 49.35 | 47.80 | 51.05 | 7.17 | 22.24 | 15.97 | 37.39 | 27.72 | 19.50 | 23.34 | 32.49 | 23.63 |
| Draw Down(%) | NA | 41.32 | 49.75 | 57.66 | 67.43 | NA | NA | 67.43 | 41.32 | 16.01 | 48.04 | 9.03 | 14.89 | 10.23 | 15.86 | 43.57 | 10.85 | 23.08 | 13.40 | 16.67 |
| Yield(%) | 0.00 | 82.19 | 24.33 | 13.52 | 8.45 | 6.87 | 5.15 | 9.37 | 69.21 | 3.23 | 3.66 | 3.62 | 4.28 | 3.02 | 4.75 | 3.42 | 3.59 | 2.54 | 2.63 | 0.76 |
Data as of 04/28/2022, AR inception is 04/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMCBF (The Siam Commercial Bank Public Company Limited) |
-24.73%
Apr 2017 - Apr 2020 |
-17.24%
Apr 2015 - Apr 2020 |
-3.06%
Aug 2011 - Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMCBF (The Siam Commercial Bank Public Company Limited) |
17.30%
Sep 2011 - Sep 2014 |
8.48%
Feb 2017 - Feb 2022 |
5.40%
Feb 2012 - Feb 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart