Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSRYY (Treasury Wine Estates Ltd PK) | -24.57% | -34.26% | -9.89% | -5.00% | 5.65% | NA | NA | 5.03% |
Data as of 07/16/2025, AR inception is 05/17/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSRYY (Treasury Wine Estates Ltd PK) | 05/17/2011 | 07/16/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.75 | -34.26 | -9.89 | -5.00 | 5.65 | NA | NA | 5.03 | -24.57 | 0.36 | -18.61 | 5.17 | 27.06 | -34.49 | 10.72 | -14.73 | 68.30 | 29.13 | 61.77 | -6.26 | -9.50 | 36.43 | -4.05 |
| Sharpe Ratio | NA | -1.18 | -0.43 | -0.18 | 0.13 | NA | NA | 0.11 | -1.31 | -0.11 | -0.79 | 0.13 | 0.85 | -0.56 | 0.32 | -0.50 | 3.01 | 0.88 | 1.95 | -0.17 | -0.29 | 1.27 | -0.10 |
| Standard Deviation(%) | NA | 32.14 | 28.97 | 33.34 | 34.66 | NA | NA | 35.88 | 34.39 | 28.59 | 28.45 | 29.07 | 31.77 | 61.78 | 28.81 | 32.28 | 22.59 | 32.73 | 31.67 | 37.13 | 32.79 | 28.95 | 63.81 |
| Draw Down(%) | NA | 39.96 | 47.92 | 47.92 | 63.54 | NA | NA | 63.54 | 28.73 | 16.54 | 32.62 | 18.73 | 15.22 | 57.62 | 16.21 | 33.63 | 9.13 | 16.85 | 16.44 | 30.77 | 34.36 | 15.52 | 28.22 |
| Yield(%) | 0.00 | 3.10 | 2.98 | 2.77 | 5.70 | 4.72 | 3.54 | 5.06 | 1.78 | 3.38 | 2.63 | 2.42 | 2.82 | 1.68 | 2.49 | 1.94 | 2.61 | 2.59 | 6.68 | 2.83 | 2.62 | 3.40 | 1.54 |
Data as of 07/16/2025, AR inception is 05/17/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSRYY (Treasury Wine Estates Ltd PK) |
-17.38%
Nov 2017 - Nov 2020 |
-9.27%
Aug 2018 - Aug 2023 |
5.42%
May 2013 - May 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSRYY (Treasury Wine Estates Ltd PK) |
59.57%
Jan 2015 - Jan 2018 |
32.06%
Jan 2014 - Jan 2019 |
12.89%
Aug 2011 - Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart