Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| STD (Banco Santander SA ADR) | NA | -28.34% | 22.95% | -1.36% | 6.29% | 5.48% | 11.50% | 9.29% |
Data as of 11/11/2014, AR inception is 01/05/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STD (Banco Santander SA ADR) | 01/05/1988 | 11/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.49 | -28.34 | 22.95 | -1.36 | 6.29 | 5.48 | 11.50 | 9.29 | -21.33 | -10.37 | 177.60 | -24.65 | -33.64 | 88.82 | -53.16 | 20.04 | 46.64 | 10.64 | 6.82 | 77.31 | -11.83 | -18.44 | -6.76 | 20.34 | 25.24 | 58.74 | 34.62 | 35.90 | -1.22 | 25.58 | -8.71 | -2.42 | -8.52 | -8.03 | 15.50 |
| Sharpe Ratio | NA | -1.14 | 0.53 | -0.03 | 0.12 | NA | NA | 0.13 | -1.02 | -0.44 | 1.64 | -0.51 | -0.64 | 1.50 | -0.81 | 0.66 | 2.33 | 0.54 | 0.26 | 2.40 | -0.26 | -0.47 | -0.28 | 0.43 | 0.41 | 0.11 | 1.53 | 1.37 | -0.16 | 1.01 | -0.39 | -0.26 | -0.43 | -0.79 | 0.83 |
| Standard Deviation(%) | NA | 24.87 | 43.12 | 43.68 | 43.44 | NA | NA | 38.60 | 23.80 | 23.59 | 109.95 | 48.22 | 52.81 | 59.09 | 66.33 | 26.02 | 18.70 | 15.64 | 22.84 | 31.91 | 50.56 | 45.23 | 38.35 | 39.50 | 53.89 | 31.34 | 20.13 | 23.39 | 26.86 | 23.08 | 28.50 | 23.32 | 31.82 | 17.49 | 13.15 |
| Draw Down(%) | NA | 29.02 | 37.37 | 65.61 | 76.74 | NA | NA | 76.74 | 25.79 | 23.13 | 37.37 | 43.33 | 49.28 | 49.18 | 71.87 | 11.39 | 15.75 | 10.33 | 22.42 | 24.13 | 49.39 | 44.82 | 26.01 | 26.74 | 53.46 | 21.87 | 12.40 | 14.67 | 23.14 | 16.32 | 33.43 | 27.44 | 37.00 | 19.88 | 17.97 |
| Yield(%) | 0.00 | 4.82 | 11.49 | 4.89 | 6.87 | 5.59 | 1.29 | 0.87 | 5.30 | 5.96 | 9.37 | 7.92 | 3.79 | 8.74 | 4.62 | 3.90 | 4.00 | 3.60 | 3.28 | 4.47 | 3.16 | 3.20 | 2.77 | 0.99 | 1.03 | 0.31 | 0.32 | 0.44 | 1.11 | 0.42 | 0.33 | 0.29 | 0.26 | 0.16 | 0.11 |
Data as of 11/11/2014, AR inception is 01/05/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STD (Banco Santander SA ADR) |
-21.77%
Feb 2006 - Feb 2009 |
-17.53%
May 2007 - May 2012 |
-0.96%
Feb 1999 - Feb 2009 |
2.44%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STD (Banco Santander SA ADR) |
68.52%
Apr 1995 - Apr 1998 |
38.95%
Jul 1993 - Jul 1998 |
20.05%
Mar 1990 - Mar 2000 |
19.45%
Oct 1992 - Oct 2007 |
Annualized Rolling Returns Comparison Chart