Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TEF (Telefónica, S.A.) | 31.34% | 20.90% | 8.41% | 8.50% | -3.32% | 5.78% | 7.07% | 8.84% |
Data as of 06/03/2025, AR inception is 06/12/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TEF (Telefónica, S.A.) | 06/12/1987 | 06/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 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 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 20.90 | 8.41 | 8.50 | -3.32 | 5.78 | 7.07 | 8.84 | 31.34 | 11.16 | 18.09 | -9.30 | 14.47 | -36.48 | -12.77 | -7.84 | 9.93 | -9.44 | -16.43 | -4.94 | 24.50 | -14.89 | 148.28 | -11.68 | 31.54 | -27.02 | 58.30 | 47.13 | -6.27 | 31.98 | 82.03 | -31.03 | -16.60 | -57.71 | 81.71 | 51.63 | 31.50 | 65.37 | 19.22 | -9.94 | 32.20 | -21.33 | 42.18 | 7.11 | 4.23 | 5.59 | -0.56 |
| Sharpe Ratio | NA | 1.04 | 0.22 | 0.33 | -0.16 | NA | NA | 0.18 | 3.91 | 0.26 | 0.59 | -0.39 | 0.55 | -0.73 | -0.79 | -0.43 | 0.51 | -0.28 | -0.66 | -0.25 | 1.03 | -0.44 | 1.26 | -0.35 | 1.05 | -0.62 | 2.31 | 2.74 | -0.50 | 1.46 | 3.28 | -0.77 | -0.51 | -1.04 | 2.15 | 1.11 | 1.01 | 3.40 | 0.77 | -0.47 | 1.46 | -0.91 | 1.73 | 0.08 | -0.08 | 0.04 | -0.09 |
| Standard Deviation(%) | NA | 20.82 | 22.76 | 26.85 | 27.74 | NA | NA | 35.20 | 24.19 | 17.54 | 23.85 | 27.31 | 26.11 | 49.97 | 18.03 | 21.13 | 18.19 | 34.12 | 24.93 | 19.70 | 23.75 | 34.19 | 117.38 | 33.67 | 30.06 | 44.73 | 24.03 | 16.11 | 16.91 | 21.25 | 24.80 | 41.58 | 37.74 | 59.38 | 36.50 | 43.38 | 27.58 | 18.04 | 20.02 | 27.59 | 20.54 | 25.99 | 22.17 | 22.96 | 17.84 | 24.20 | 57.66 |
| Draw Down(%) | NA | 17.59 | 38.98 | 39.43 | 70.75 | NA | NA | 82.79 | 11.00 | 14.84 | 14.27 | 39.43 | 16.40 | 51.23 | 25.43 | 24.64 | 14.17 | 21.98 | 27.02 | 19.60 | 15.78 | 37.41 | 32.65 | 34.93 | 24.03 | 52.22 | 11.18 | 7.72 | 13.17 | 20.10 | 15.66 | 45.54 | 50.77 | 66.78 | 22.92 | 35.46 | 20.58 | 14.10 | 16.81 | 26.03 | 13.04 | 32.46 | 16.67 | 18.26 | 16.29 | 16.91 | 41.03 |
| Yield(%) | 0.00 | 6.81 | 5.28 | 6.90 | 3.02 | 3.79 | 5.34 | 24.30 | 0.00 | 8.10 | 8.93 | 7.25 | 10.05 | 6.40 | 5.25 | 4.75 | 4.91 | 7.58 | 6.87 | 8.82 | 3.44 | 6.11 | 9.44 | 6.13 | 6.18 | 3.91 | 4.25 | 4.42 | 7.01 | 3.29 | 6.79 | 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 06/03/2025, AR inception is 06/12/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TEF (Telefónica, S.A.) |
-37.83%
Feb 2000 - Feb 2003 |
-19.23%
Oct 2015 - Oct 2020 |
-10.24%
Feb 2011 - Feb 2021 |
-0.99%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TEF (Telefónica, S.A.) |
62.27%
Oct 2008 - Oct 2011 |
49.06%
Feb 1995 - Feb 2000 |
28.07%
Feb 1990 - Feb 2000 |
22.24%
Jan 1996 - Jan 2011 |
Annualized Rolling Returns Comparison Chart