Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VNGUF (Vanguard FTSE Emerging Markets UCITS) | NA | 4.38% | -7.34% | NA | NA | NA | NA | 1.84% |
Data as of 02/16/2024, AR inception is 08/19/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VNGUF (Vanguard FTSE Emerging Markets UCITS) | 08/19/2019 | 02/16/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.92 | 4.38 | -7.34 | NA | NA | NA | NA | 1.84 | -0.04 | 7.33 | -18.63 | -3.03 | 11.71 | 13.37 |
| Sharpe Ratio | NA | -0.02 | -0.40 | NA | NA | NA | NA | 0.00 | -0.32 | 0.19 | -0.47 | -0.07 | 0.14 | 1.69 |
| Standard Deviation(%) | NA | 15.85 | 25.73 | NA | NA | NA | NA | 36.37 | 12.31 | 16.80 | 40.97 | 43.72 | 78.07 | 24.29 |
| Draw Down(%) | NA | 8.56 | 35.24 | NA | NA | NA | NA | 35.24 | 4.27 | 8.56 | 28.78 | 12.92 | 30.14 | 2.32 |
| Yield(%) | 0.00 | 2.61 | 0.94 | 0.83 | 0.42 | 0.28 | 0.21 | 1.04 | 0.00 | 2.62 | 0.93 | 0.00 | 0.32 | 0.00 |
Data as of 02/16/2024, AR inception is 08/19/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VNGUF (Vanguard FTSE Emerging Markets UCITS) |
-6.17%
Jan 2021 - Jan 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VNGUF (Vanguard FTSE Emerging Markets UCITS) |
7.44%
May 2020 - May 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart