Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TKAGY (Telekom Austria AG PK) | NA | 3.12% | 8.26% | -0.08% | 3.62% | -3.04% | 1.98% | 3.78% |
Data as of 04/10/2023, AR inception is 11/22/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TKAGY (Telekom Austria AG PK) | 11/22/2000 | 04/10/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | 3.12 | 8.26 | -0.08 | 3.62 | -3.04 | 1.98 | 3.78 | 22.83 | -20.53 | 19.05 | -2.29 | 7.15 | -17.80 | 54.24 | 8.77 | -17.30 | -11.02 | -2.43 | -36.14 | -14.71 | -0.50 | -2.97 | -47.65 | 3.49 | 20.02 | 16.75 | 55.22 | 23.05 | 23.84 | 55.66 | -21.70 |
| Sharpe Ratio | NA | 0.01 | 0.30 | -0.05 | 0.11 | NA | NA | 0.09 | 4.44 | -0.75 | 1.47 | -0.08 | 0.32 | -0.77 | 2.06 | 0.43 | -0.67 | -0.30 | -0.08 | -1.11 | -0.42 | -0.02 | -0.07 | -0.83 | 0.02 | 0.64 | 0.73 | 1.47 | 0.90 | 0.76 | 1.36 | -1.49 |
| Standard Deviation(%) | NA | 26.91 | 23.97 | 25.74 | 26.64 | NA | NA | 31.55 | 25.04 | 29.42 | 20.86 | 33.13 | 17.81 | 24.83 | 26.16 | 19.84 | 25.74 | 36.93 | 29.13 | 32.79 | 34.88 | 28.38 | 45.71 | 58.11 | 25.53 | 26.36 | 19.93 | 36.86 | 24.83 | 29.82 | 40.05 | 64.01 |
| Draw Down(%) | NA | 24.01 | 36.05 | 36.05 | 47.97 | NA | NA | 75.04 | 4.54 | 33.06 | 9.32 | 31.06 | 7.61 | 30.38 | 8.56 | 12.86 | 27.91 | 37.32 | 20.31 | 51.76 | 40.29 | 26.66 | 27.24 | 62.73 | 18.28 | 17.27 | 8.37 | 26.08 | 17.01 | 18.31 | 25.83 | 30.97 |
| Yield(%) | 0.00 | 3.80 | 4.25 | 2.92 | 3.50 | 2.20 | 4.59 | 6.38 | 0.00 | 3.44 | 3.80 | 3.34 | 3.18 | 2.52 | 3.69 | 1.00 | 0.86 | 8.80 | 0.84 | 4.13 | 7.75 | 7.10 | 6.50 | 4.22 | 3.60 | 2.96 | 1.60 | 1.24 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/10/2023, AR inception is 11/22/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TKAGY (Telekom Austria AG PK) |
-22.19%
Nov 2009 - Nov 2012 |
-20.65%
Oct 2007 - Oct 2012 |
-10.81%
Nov 2006 - Nov 2016 |
-6.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TKAGY (Telekom Austria AG PK) |
41.30%
Oct 2002 - Oct 2005 |
36.64%
Mar 2001 - Mar 2006 |
14.57%
Mar 2001 - Mar 2011 |
4.95%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart