Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SVJTY (Public Joint Stock Company Severstal) | NA | 0.00% | 16.05% | 17.03% | NA | NA | NA | … | … |
Data as of 07/10/2023, Common starting date is 09/11/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVJTY (Public Joint Stock Company Severstal) | 09/11/2013 | 07/10/2023 |
| 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 | 0.00 | 16.05 | 17.03 | NA | NA | NA | … | … | 0.00 | 0.48 | 87.09 | -25.15 | 10.06 | 3.33 | 1.15 | 34.36 | 17.42 | 1.43 | 2.97 |
| Sharpe Ratio | NA | 0.00 | 0.19 | 0.27 | NA | NA | NA | … | … | 0.00 | -0.01 | 2.12 | -0.87 | 1.08 | 0.37 | 0.02 | 1.10 | 0.85 | 0.04 | 1.89 |
| Standard Deviation(%) | NA | 101.03 | 77.42 | 58.94 | NA | NA | NA | … | … | NA | 106.30 | 78.71 | 28.91 | 7.99 | 5.45 | 31.05 | 30.79 | 20.51 | 35.53 | 5.30 |
| Draw Down(%) | NA | 0.00 | 58.86 | 58.86 | NA | NA | NA | … | … | 0.00 | 57.42 | 0.00 | 25.15 | 0.95 | 2.22 | 22.22 | 8.46 | 6.88 | 25.47 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 5.87 | 9.08 | 15.14 | 10.09 | 7.57 | … | … | 0.00 | 0.00 | 18.14 | 8.50 | 12.32 | 15.93 | 12.41 | 10.69 | 9.57 | 17.05 | 0.67 |
Data as of 07/10/2023, Common starting date is 09/11/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVJTY (Public Joint Stock Company Severstal) |
-5.19%
Feb 2019 – Feb 2022 |
3.34%
Feb 2017 – Feb 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVJTY (Public Joint Stock Company Severstal) |
38.87%
Mar 2014 – Mar 2017 |
31.59%
Apr 2014 – Apr 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart