Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TRY (TRY/USD) | NA | 24.35% | 25.04% | 27.00% | 10.08% | 13.07% | 12.45% | 12.46% |
Data as of 03/24/2015, AR inception is 03/18/1992
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TRY (TRY/USD) | 03/18/1992 | 03/24/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -4.12 | 24.35 | 25.04 | 27.00 | 10.08 | 13.07 | 12.45 | 12.46 | 30.88 | -8.10 | 20.08 | 39.80 | 13.75 | 0.00 | -100.00 | -29.96 | -58.88 | 32.29 | 31.14 | 12.53 | 45.65 | 7.98 | 0.21 | 31.94 | 15.74 | -41.72 | 136.96 | 4.55 | -6.38 | -53.00 | 69.49 | 73.53 |
Sharpe Ratio | NA | 0.88 | 0.96 | 0.91 | NA | NA | NA | NA | 8.82 | -0.32 | 0.81 | 1.38 | 0.42 | NA | NA | -0.72 | -1.48 | 1.31 | 1.09 | 0.55 | 1.89 | 0.28 | -0.11 | 0.95 | 0.59 | -1.15 | 2.14 | 0.03 | -0.27 | -1.33 | 1.95 | 2.47 |
Standard Deviation(%) | NA | 27.80 | 26.68 | 29.73 | NA | NA | NA | NA | 26.73 | 25.64 | 24.82 | 29.08 | 32.69 | 36.33 | 0.00 | 54.17 | 42.06 | 22.24 | 26.55 | 21.09 | 23.80 | 24.46 | 19.89 | 29.23 | 21.21 | 39.20 | 37.97 | 34.75 | 38.49 | 42.15 | 34.42 | 39.73 |
Draw Down(%) | NA | 29.05 | 29.05 | 29.05 | 100.00 | NA | NA | 100.00 | 5.69 | 29.05 | 12.27 | 13.54 | 21.34 | 12.75 | 100.00 | 47.76 | 62.07 | 20.38 | 14.27 | 20.75 | 8.33 | 23.01 | 17.14 | 14.14 | 20.18 | 53.67 | 23.40 | 28.98 | 43.28 | 61.36 | 24.62 | 20.78 |
Yield(%) | 0.00 | 11.51 | 14.55 | 17.23 | 6.97 | 10.68 | 13.24 | 16.43 | 3.29 | 10.83 | 11.80 | 13.81 | 12.18 | 4.20 | NA | 2.77 | 1.50 | 1.85 | 2.27 | 2.20 | 80.77 | 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 03/24/2015, AR inception is 03/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
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Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
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Annualized Rolling Returns Comparison Chart