Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THBIY (Türkiye Halk Bankasi A.S) | NA | -31.97% | -28.97% | -30.95% | -22.84% | NA | NA | -20.11% |
Data as of 03/01/2022, AR inception is 01/21/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THBIY (Türkiye Halk Bankasi A.S) | 01/21/2010 | 03/01/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -31.97 | -28.97 | -30.95 | -22.84 | NA | NA | -20.11 | 0.00 | 4.65 | -36.76 | -20.00 | -54.30 | 7.31 | -26.76 | -40.08 | 4.04 | -41.50 | 43.90 | -35.57 | 41.89 |
| Sharpe Ratio | NA | -0.78 | -0.56 | -0.58 | -0.36 | NA | NA | -0.32 | 0.00 | 0.15 | -0.58 | -0.43 | -0.86 | 0.13 | -0.73 | -0.85 | 0.09 | -0.80 | 0.30 | -0.94 | 0.90 |
| Standard Deviation(%) | NA | 41.13 | 52.34 | 54.33 | 65.19 | NA | NA | 63.07 | NA | 49.55 | 63.63 | 49.32 | 64.74 | 49.90 | 36.62 | 47.12 | 44.08 | 52.05 | 145.58 | 37.71 | 49.45 |
| Draw Down(%) | NA | 33.77 | 64.16 | 88.64 | 95.79 | NA | NA | 95.79 | 0.00 | 39.39 | 58.17 | 48.23 | 69.74 | 50.57 | 38.21 | 55.88 | 31.58 | 54.99 | 56.74 | 35.57 | 15.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.23 | 1.05 | 0.90 | 0.67 | 1.12 | 0.00 | 0.00 | 0.00 | 0.00 | 0.87 | 6.58 | 1.91 | 1.15 | 1.94 | 1.62 | 1.68 | 1.60 | 1.70 |
Data as of 03/01/2022, AR inception is 01/21/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THBIY (Türkiye Halk Bankasi A.S) |
-45.30%
Aug 2017 - Aug 2020 |
-35.30%
May 2014 - May 2019 |
-25.41%
Oct 2010 - Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THBIY (Türkiye Halk Bankasi A.S) |
18.05%
Apr 2010 - Apr 2013 |
6.73%
Aug 2012 - Aug 2017 |
-17.05%
Feb 2010 - Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart