Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TTM (Tata Motors Limited ADR) | NA | -24.73% | 29.11% | -4.02% | -1.10% | 0.93% | NA | 4.82% |
Data as of 02/01/2023, AR inception is 09/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TTM (Tata Motors Limited ADR) | 09/27/2004 | 02/01/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -24.73 | 29.11 | -4.02 | -1.10 | 0.93 | NA | 4.82 | 8.78 | -27.98 | 154.68 | -2.55 | 6.16 | -63.17 | -3.84 | 16.65 | -29.50 | 36.68 | 6.45 | 67.01 | -43.53 | 71.24 | 274.27 | -77.09 | -9.58 | 39.78 | 17.69 | 30.28 |
| Sharpe Ratio | NA | -0.66 | 0.48 | -0.10 | -0.04 | NA | NA | 0.08 | 6.71 | -0.72 | 2.99 | -0.04 | 0.09 | -1.81 | -0.17 | 0.42 | -0.82 | 1.15 | 0.16 | 1.82 | -0.95 | 1.58 | 3.95 | -1.03 | -0.35 | 0.90 | 0.49 | 5.23 |
| Standard Deviation(%) | NA | 40.11 | 56.07 | 51.76 | 43.95 | NA | NA | 46.62 | 25.57 | 40.77 | 51.77 | 71.92 | 50.36 | 35.68 | 26.84 | 38.82 | 36.06 | 31.95 | 39.06 | 37.24 | 45.70 | 45.04 | 69.40 | 75.31 | 36.55 | 40.52 | 31.54 | 32.30 |
| Draw Down(%) | NA | 34.32 | 67.72 | 86.78 | 91.99 | NA | NA | 91.99 | 4.82 | 35.22 | 22.31 | 70.75 | 55.50 | 68.91 | 27.64 | 30.23 | 57.30 | 17.10 | 28.12 | 38.53 | 51.44 | 24.05 | 41.18 | 82.27 | 31.07 | 36.09 | 23.24 | 9.35 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.13 | 0.67 | 1.58 | 1.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.05 | 0.00 | 0.57 | 0.60 | 2.02 | 1.51 | 1.79 | 2.73 | 1.83 | 1.74 | 1.97 | 1.92 | 0.00 |
Data as of 02/01/2023, AR inception is 09/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TTM (Tata Motors Limited ADR) |
-49.03%
Mar 2017 - Mar 2020 |
-36.26%
Mar 2015 - Mar 2020 |
-13.28%
Mar 2010 - Mar 2020 |
-5.72%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TTM (Tata Motors Limited ADR) |
94.98%
Feb 2009 - Feb 2012 |
56.01%
Feb 2009 - Feb 2014 |
15.71%
Oct 2004 - Oct 2014 |
2.94%
Aug 2007 - Aug 2022 |
Annualized Rolling Returns Comparison Chart