Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VEGPF (Vectura Group plc) | NA | 98.92% | 46.82% | 12.68% | 8.48% | NA | NA | 11.01% |
Data as of 11/01/2021, AR inception is 04/25/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VEGPF (Vectura Group plc) | 04/25/2011 | 11/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -21.68 | 98.92 | 46.82 | 12.68 | 8.48 | NA | NA | 11.01 | -1.05 | 44.34 | 23.26 | -49.11 | -4.52 | -35.16 | 33.17 | -12.77 | 86.51 | 32.63 | -12.04 |
| Sharpe Ratio | NA | 0.21 | 0.38 | 0.00 | 0.05 | NA | NA | 0.10 | -0.02 | 0.75 | 0.59 | -1.19 | -0.13 | -0.93 | 1.12 | -0.28 | 2.31 | 0.97 | -0.36 |
| Standard Deviation(%) | NA | 68.63 | 56.78 | 51.71 | 45.42 | NA | NA | 45.01 | 74.20 | 58.92 | 36.80 | 42.44 | 40.73 | 37.83 | 29.62 | 44.88 | 37.46 | 34.05 | 46.54 |
| Draw Down(%) | NA | 30.86 | 30.86 | 57.50 | 71.57 | NA | NA | 71.57 | 30.86 | 28.57 | 18.02 | 49.70 | 42.00 | 41.39 | 13.45 | 34.11 | 3.17 | 17.11 | 32.14 |
| Yield(%) | 0.00 | 34.85 | 18.56 | 6.39 | 3.97 | 3.33 | 2.50 | 5.00 | 30.07 | 0.00 | 9.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/01/2021, AR inception is 04/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VEGPF (Vectura Group plc) |
-31.96%
Dec 2015 - Dec 2018 |
-19.22%
May 2015 - May 2020 |
8.48%
Oct 2011 - Oct 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VEGPF (Vectura Group plc) |
60.07%
Sep 2018 - Sep 2021 |
18.12%
Aug 2016 - Aug 2021 |
13.15%
Aug 2011 - Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart