Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TNISY (Técnicas Reunidas S.A) | NA | 8.77% | -2.40% | -4.60% | -5.75% | NA | NA | -3.49% |
Data as of 08/04/2023, AR inception is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TNISY (Técnicas Reunidas S.A) | 06/19/2012 | 08/04/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.77 | -2.40 | -4.60 | -5.75 | NA | NA | -3.49 | 8.77 | 0.00 | -14.52 | 0.00 | -15.00 | 3.76 | -0.06 | -32.62 | 0.00 | 0.11 | 22.37 | 0.00 |
| Sharpe Ratio | NA | 0.61 | -0.36 | -0.54 | -0.42 | NA | NA | -0.26 | 1.00 | 0.00 | -0.92 | 0.00 | -1.01 | 0.86 | -0.12 | -0.78 | 0.00 | 0.02 | 1.18 | 0.00 |
| Standard Deviation(%) | NA | 8.43 | 10.33 | 10.81 | 15.55 | NA | NA | 15.81 | 10.97 | NA | 15.85 | NA | 16.25 | 2.87 | 5.98 | 42.10 | NA | 3.98 | 18.88 | NA |
| Draw Down(%) | NA | 0.00 | 14.52 | 27.34 | 50.82 | NA | NA | 50.82 | 0.00 | 0.00 | 14.52 | 0.00 | 15.00 | 0.00 | 4.76 | 34.31 | 0.00 | 3.13 | 0.00 | 0.00 |
| Yield(%) | 0.00 | 4.12 | 1.37 | 0.70 | 1.24 | 1.11 | 0.83 | 1.52 | 4.12 | 0.00 | 0.00 | 0.00 | 0.00 | 3.73 | 4.88 | 1.68 | 0.00 | 3.32 | 1.64 | 0.00 |
Data as of 08/04/2023, AR inception is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNISY (Técnicas Reunidas S.A) |
-12.64%
Jun 2013 - Jun 2016 |
-9.90%
Dec 2014 - Dec 2019 |
-5.75%
Jul 2013 - Jul 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNISY (Técnicas Reunidas S.A) |
7.00%
Jul 2012 - Jul 2015 |
-2.00%
Jun 2016 - Jun 2021 |
-3.83%
May 2013 - May 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart