Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TLKGY (Telkom SA SOC Ltd) | NA | -49.63% | -47.86% | -42.43% | -19.45% | -17.28% | -7.58% | -5.26% |
Data as of 09/15/2023, AR inception is 03/05/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLKGY (Telkom SA SOC Ltd) | 03/05/2003 | 09/15/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -9.09 | -49.63 | -47.86 | -42.43 | -19.45 | -17.28 | -7.58 | -5.26 | -40.89 | -39.49 | -76.11 | -5.75 | -39.70 | 21.66 | -23.71 | 37.61 | -28.23 | 128.04 | 30.85 | -43.30 | -35.48 | 25.07 | 19.47 | -35.56 | 5.70 | 0.50 | 36.59 | 64.94 | 202.95 |
| Sharpe Ratio | NA | -0.94 | -0.42 | -0.44 | -0.26 | NA | NA | -0.10 | -0.95 | -1.15 | -0.40 | -0.07 | -0.97 | 0.51 | -0.61 | 0.72 | -0.64 | 3.33 | 0.88 | -1.08 | -1.10 | 0.91 | 0.39 | -0.60 | 0.06 | -0.08 | 1.11 | 1.77 | 8.80 |
| Standard Deviation(%) | NA | 56.93 | 116.38 | 98.76 | 75.93 | NA | NA | 60.38 | 59.85 | 35.60 | 189.47 | 81.48 | 42.35 | 39.72 | 40.03 | 51.98 | 44.17 | 38.45 | 34.89 | 40.50 | 32.29 | 27.38 | 49.35 | 61.01 | 46.75 | 36.07 | 30.91 | 36.11 | 31.79 |
| Draw Down(%) | NA | 51.86 | 94.56 | 96.91 | 96.91 | NA | NA | 96.91 | 42.86 | 42.62 | 86.75 | 63.77 | 61.81 | 26.77 | 46.19 | 21.64 | 45.55 | 22.82 | 34.95 | 56.08 | 40.74 | 16.08 | 28.51 | 58.68 | 30.97 | 39.04 | 19.71 | 22.54 | 14.52 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.94 | 5.56 | 4.71 | 14.01 | 22.97 | 0.00 | 0.00 | 0.00 | 1.14 | 5.08 | 6.64 | 5.90 | 6.63 | 3.36 | 0.00 | 0.00 | 0.00 | 3.77 | 8.00 | 73.65 | 4.04 | 7.48 | 5.94 | 7.52 | 1.58 | 3.88 |
Data as of 09/15/2023, AR inception is 03/05/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLKGY (Telkom SA SOC Ltd) |
-61.04%
Jun 2019 - Jun 2022 |
-40.71%
Jun 2018 - Jun 2023 |
-17.78%
Aug 2013 - Aug 2023 |
-17.38%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLKGY (Telkom SA SOC Ltd) |
81.57%
Apr 2003 - Apr 2006 |
40.96%
May 2003 - May 2008 |
8.33%
Feb 2009 - Feb 2019 |
12.11%
Apr 2003 - Apr 2018 |
Annualized Rolling Returns Comparison Chart