Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOV (Santander Holdings USA Inc) | NA | 751.73% | -7.57% | 6.73% | 9.66% | 7.03% | NA | … | … |
Data as of 01/30/2018, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOV (Santander Holdings USA Inc) | 01/04/2000 | 01/30/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.59 | 751.73 | -7.57 | 6.73 | 9.66 | 7.03 | NA | … | … | -10.28 | 836.16 | -92.05 | 1,126.72 | -82.72 | 1.95 | 40.09 | 475.87 | -21.47 | 56.73 | -74.94 | -57.63 | 11.27 | 652.36 | 314.89 | -21.67 | 2.86 | -92.70 | 2,296.66 |
| Sharpe Ratio | NA | 0.44 | -0.02 | -0.01 | -0.01 | NA | NA | … | … | -3.03 | 0.47 | -0.06 | 0.55 | -0.06 | -0.73 | 1.15 | 1.62 | -0.15 | 0.14 | -0.22 | -0.29 | -0.03 | 2.19 | 0.52 | -0.05 | -0.02 | -0.08 | 5.06 |
| Standard Deviation(%) | NA | 1,679.48 | 2,013.74 | 1,727.12 | 1,237.87 | NA | NA | … | … | 24.88 | 1,774.42 | 2,265.39 | 2,015.82 | 1,619.19 | 22.59 | 18.95 | 282.26 | 272.57 | 279.11 | 435.58 | 278.74 | 334.31 | 288.63 | 568.31 | 855.05 | 900.72 | 1,504.79 | 453.07 |
| Draw Down(%) | NA | 89.81 | 93.95 | 93.95 | 93.95 | NA | NA | … | … | 10.28 | 90.99 | 93.95 | 93.31 | 89.80 | 20.06 | 8.02 | 81.42 | 82.16 | 76.70 | 85.36 | 77.93 | 79.55 | 80.77 | 95.99 | 95.80 | 97.52 | 97.77 | 80.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/30/2018, Common starting date is 01/04/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOV (Santander Holdings USA Inc) |
-61.11%
Dec 2000 – Dec 2003 |
-32.00%
Dec 2005 – Dec 2010 |
-17.41%
Mar 2006 – Mar 2016 |
-9.62%
Jan 2002 – Jan 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOV (Santander Holdings USA Inc) |
379.43%
May 2000 – May 2003 |
175.80%
May 2000 – May 2005 |
62.76%
May 2000 – May 2010 |
48.33%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart