Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VNRDF (Vanguard FTSE Canada Index ETF) | NA | -16.07% | 3.13% | 3.47% | NA | NA | NA | 4.31% |
Data as of 10/24/2022, AR inception is 06/09/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VNRDF (Vanguard FTSE Canada Index ETF) | 06/09/2016 | 10/24/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -16.07 | 3.13 | 3.47 | NA | NA | NA | 4.31 | -16.07 | 37.48 | -5.41 | 10.18 | -6.21 | 12.13 | 1.87 |
| Sharpe Ratio | NA | -0.09 | 0.02 | 0.01 | NA | NA | NA | 0.02 | -0.10 | 0.13 | -0.01 | 0.06 | -0.11 | 0.20 | 0.19 |
| Standard Deviation(%) | NA | 174.42 | 301.32 | 256.57 | NA | NA | NA | 221.93 | 195.88 | 231.72 | 828.47 | 130.03 | 64.01 | 48.36 | 51.89 |
| Draw Down(%) | NA | 20.83 | 32.76 | 32.76 | NA | NA | NA | 32.76 | 20.83 | 2.15 | 32.76 | 4.82 | 6.21 | 1.37 | 1.37 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/24/2022, AR inception is 06/09/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VNRDF (Vanguard FTSE Canada Index ETF) |
0.00%
NA |
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 |
|---|---|---|---|---|
| VNRDF (Vanguard FTSE Canada Index ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart