Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TI (Telecom Italia S.p.A) | NA | -23.30% | -12.83% | -12.09% | -9.51% | -10.36% | NA | … | … |
Data as of 08/07/2019, Common starting date is 10/10/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TI (Telecom Italia S.p.A) | 10/10/2003 | 08/07/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -23.30 | -12.83 | -12.09 | -9.51 | -10.36 | NA | … | … | 1.44 | -35.69 | -2.92 | -29.72 | 20.02 | 5.82 | 10.06 | -15.02 | -17.70 | -16.14 | -5.05 | -47.31 | 2.36 | 3.15 | -28.53 | 37.61 | 17.81 |
| Sharpe Ratio | NA | -0.71 | -0.45 | -0.36 | -0.26 | NA | NA | … | … | 0.03 | -1.08 | -0.14 | -0.63 | 0.60 | 0.18 | 0.24 | -0.37 | -0.40 | -0.42 | -0.11 | -0.82 | -0.03 | -0.01 | -1.69 | 1.81 | 5.50 |
| Standard Deviation(%) | NA | 34.79 | 30.90 | 35.07 | 37.57 | NA | NA | … | … | 32.09 | 34.37 | 25.79 | 47.35 | 33.21 | 32.66 | 42.27 | 40.52 | 44.52 | 38.80 | 44.76 | 58.30 | 25.53 | 22.17 | 18.13 | 20.26 | 19.73 |
| Draw Down(%) | NA | 33.65 | 55.81 | 65.29 | 73.68 | NA | NA | … | … | 23.55 | 52.36 | 25.26 | 44.98 | 15.18 | 27.44 | 38.19 | 40.08 | 37.26 | 34.00 | 41.72 | 69.44 | 21.83 | 18.80 | 34.52 | 13.63 | 2.81 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/07/2019, Common starting date is 10/10/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TI (Telecom Italia S.p.A) |
-27.04%
Nov 2007 – Nov 2010 |
-22.17%
May 2007 – May 2012 |
-13.14%
Nov 2006 – Nov 2016 |
-11.48%
May 2004 – May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TI (Telecom Italia S.p.A) |
17.58%
Jul 2012 – Jul 2015 |
6.06%
Mar 2013 – Mar 2018 |
-6.30%
Oct 2008 – Oct 2018 |
-9.41%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison Chart