Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BNS.TO (Bank of Nova Scotia) | NA | 47.94% | 5.97% | 8.34% | 9.30% | 7.81% | 10.61% | … | … |
Data as of 08/23/2021, Common starting date is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BNS.TO (Bank of Nova Scotia) | 01/12/1995 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.99 | 47.94 | 5.97 | 8.34 | 9.30 | 7.81 | 10.61 | … | … | 19.52 | -0.37 | 7.79 | -16.11 | 8.51 | 33.57 | -15.59 | -0.18 | 15.61 | 13.04 | -10.98 | 16.01 | 47.76 | -33.75 | -3.49 | 12.92 | 13.37 | 23.71 | 24.95 | 7.56 | 13.33 | 39.13 | -8.00 | 0.22 | 46.89 | 54.12 | 20.79 |
| Sharpe Ratio | NA | 3.41 | 0.20 | 0.36 | 0.48 | NA | NA | … | … | 2.59 | -0.01 | -1.58 | -3.05 | -0.96 | -0.03 | -1.96 | -1.61 | -0.27 | -0.41 | -1.39 | -0.15 | 0.75 | -1.15 | -1.63 | -0.70 | -0.61 | 0.30 | 0.43 | -0.51 | -0.28 | 0.47 | -0.42 | -0.08 | 1.82 | 2.73 | 1.14 |
| Standard Deviation(%) | NA | 14.79 | 25.67 | 21.00 | 18.41 | NA | NA | … | … | 12.44 | 41.24 | 9.79 | 12.37 | 11.23 | 17.43 | 17.44 | 11.64 | 10.72 | 13.71 | 21.19 | 17.44 | 38.97 | 46.20 | 15.77 | 13.48 | 12.48 | 13.90 | 13.20 | 24.06 | 28.88 | 33.97 | 26.52 | 39.77 | 23.74 | 18.37 | 15.48 |
| Draw Down(%) | NA | 6.32 | 38.17 | 38.96 | 38.96 | NA | NA | … | … | 6.32 | 37.48 | 10.81 | 19.34 | 9.53 | 9.29 | 17.38 | 14.31 | 9.80 | 11.29 | 21.48 | 9.39 | 28.08 | 44.18 | 12.90 | 13.83 | 6.08 | 10.69 | 8.16 | 23.71 | 19.51 | 16.58 | 21.58 | 46.34 | 15.24 | 11.53 | 9.96 |
| Yield(%) | 0.00 | 4.78 | 4.17 | 4.74 | 5.67 | 5.22 | 9.21 | … | … | 2.66 | 4.89 | 3.87 | 4.10 | 4.09 | 5.26 | 6.26 | 3.88 | 3.17 | 4.33 | 3.70 | 4.01 | 7.36 | 2.92 | 3.44 | 3.34 | 3.30 | 4.31 | 3.12 | 2.29 | 5.98 | 3.34 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 01/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNS.TO (Bank of Nova Scotia) |
-12.34%
Feb 2006 – Feb 2009 |
-0.06%
Feb 2004 – Feb 2009 |
4.57%
Sep 2010 – Sep 2020 |
5.96%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNS.TO (Bank of Nova Scotia) |
41.75%
Mar 1995 – Mar 1998 |
27.82%
Feb 2000 – Feb 2005 |
22.52%
Dec 1995 – Dec 2005 |
17.80%
Feb 1996 – Feb 2011 |
Annualized Rolling Returns Comparison Chart