Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SZEVF (Suez SA) | NA | 7.24% | 20.54% | 7.95% | 4.15% | NA | NA | … | … |
Data as of 03/31/2022, Common starting date is 10/18/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SZEVF (Suez SA) | 10/18/2010 | 03/31/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.24 | 20.54 | 7.95 | 4.15 | NA | NA | … | … | -2.82 | 17.84 | 33.69 | 16.60 | -27.39 | 20.45 | -20.23 | 4.79 | -2.82 | 53.83 | 1.56 | -42.34 | 8.38 |
| Sharpe Ratio | NA | 0.34 | 0.53 | 0.22 | 0.12 | NA | NA | … | … | -0.87 | 0.86 | 0.57 | 0.76 | -1.08 | 1.12 | -0.66 | 0.18 | -0.13 | 2.04 | 0.04 | -1.13 | 1.28 |
| Standard Deviation(%) | NA | 20.91 | 37.38 | 32.35 | 30.68 | NA | NA | … | … | 12.83 | 22.36 | 58.21 | 19.95 | 26.65 | 17.85 | 30.84 | 26.39 | 21.69 | 26.41 | 39.96 | 37.37 | 37.21 |
| Draw Down(%) | NA | 10.57 | 49.74 | 56.08 | 59.47 | NA | NA | … | … | 5.48 | 8.84 | 49.74 | 9.00 | 27.68 | 11.13 | 28.95 | 18.66 | 24.95 | 14.18 | 38.86 | 51.65 | 11.25 |
| Yield(%) | 0.00 | 7.10 | 6.94 | 5.36 | 3.71 | 2.29 | 1.72 | … | … | 0.00 | 7.65 | 3.23 | 5.69 | 4.36 | 4.88 | 4.06 | 4.22 | 0.00 | 0.00 | 0.00 | 3.24 | 0.00 |
Data as of 03/31/2022, Common starting date is 10/18/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZEVF (Suez SA) |
-15.13%
Apr 2017 – Apr 2020 |
-12.83%
Apr 2015 – Apr 2020 |
-0.25%
Feb 2011 – Feb 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZEVF (Suez SA) |
23.92%
Jun 2018 – Jun 2021 |
11.75%
Aug 2012 – Aug 2017 |
7.48%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart