Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VIVEF (Vivendi SA) | NA | 38.32% | -1.08% | -13.78% | -3.18% | -2.05% | NA | -0.10% |
Data as of 10/01/2024, AR inception is 02/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VIVEF (Vivendi SA) | 02/17/2009 | 10/01/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.54 | 38.32 | -1.08 | -13.78 | -3.18 | -2.05 | NA | -0.10 | 13.51 | 13.66 | -27.43 | -57.47 | 14.19 | 22.38 | -8.34 | 43.81 | -0.54 | -6.12 | -1.05 | 21.68 | 13.94 | -15.41 | -3.55 | 28.40 |
| Sharpe Ratio | NA | 1.27 | -0.17 | -0.27 | -0.10 | NA | NA | -0.02 | 0.50 | 0.36 | -0.95 | -0.50 | 0.30 | 1.11 | -0.36 | 1.92 | -0.03 | -0.24 | -0.05 | 0.80 | 0.42 | -0.38 | -0.11 | 0.98 |
| Standard Deviation(%) | NA | 25.33 | 27.21 | 58.85 | 45.20 | NA | NA | 41.02 | 24.00 | 26.38 | 30.36 | 114.48 | 45.68 | 18.89 | 27.08 | 22.56 | 29.00 | 26.01 | 20.44 | 27.06 | 33.06 | 40.87 | 32.71 | 33.45 |
| Draw Down(%) | NA | 14.74 | 45.09 | 80.74 | 80.74 | NA | NA | 80.74 | 14.74 | 22.09 | 45.09 | 68.93 | 35.59 | 11.81 | 18.51 | 11.00 | 18.41 | 23.59 | 19.05 | 15.15 | 27.11 | 34.04 | 32.52 | 14.36 |
| Yield(%) | 0.00 | 5.92 | 2.60 | 1.60 | 3.46 | 3.06 | 3.21 | 4.28 | 4.80 | 2.55 | 1.85 | 1.85 | 2.06 | 2.08 | 2.03 | 2.32 | 10.69 | 8.90 | 5.27 | 4.22 | 4.31 | 5.04 | 4.59 | 5.76 |
Data as of 10/01/2024, AR inception is 02/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIVEF (Vivendi SA) |
-33.35%
Sep 2019 - Sep 2022 |
-19.41%
Sep 2017 - Sep 2022 |
-6.31%
Oct 2013 - Oct 2023 |
-1.93%
Sep 2009 - Sep 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIVEF (Vivendi SA) |
22.14%
May 2012 - May 2015 |
16.81%
Aug 2016 - Aug 2021 |
9.80%
Aug 2011 - Aug 2021 |
-1.00%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart