Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EDCFF (Enel Generación Costanera S.A) | NA | 269.23% | 16.96% | -15.49% | 1.84% | -10.05% | -5.54% | … | … |
Data as of 01/09/2023, Common starting date is 07/12/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EDCFF (Enel Generación Costanera S.A) | 07/12/2001 | 01/09/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 269.23 | 16.96 | -15.49 | 1.84 | -10.05 | -5.54 | … | … | -12.63 | 322.62 | 0.00 | -56.67 | -16.67 | -78.82 | 183.33 | 25.00 | 60.00 | 114.29 | -65.69 | -66.72 | -56.83 | 102.86 | 100.00 | -74.25 | 43.05 | -5.00 | -9.09 | 46.67 | 650.00 | -75.00 | -27.27 |
| Sharpe Ratio | NA | 0.59 | 0.06 | -0.03 | 0.01 | NA | NA | … | … | NA | 0.79 | 0.00 | -0.15 | -0.11 | -0.01 | 0.23 | 0.35 | 0.15 | 0.24 | -0.11 | -0.21 | -0.21 | 0.43 | 0.32 | -0.27 | 0.20 | -0.05 | -0.08 | 0.05 | 0.47 | -0.05 | -0.09 |
| Standard Deviation(%) | NA | 452.00 | 275.32 | 780.87 | 759.86 | NA | NA | … | … | 0.00 | 427.75 | NA | 369.08 | 167.10 | 5,433.03 | 473.68 | 324.09 | 416.01 | 477.66 | 627.57 | 317.75 | 272.95 | 237.63 | 313.87 | 266.09 | 228.26 | 167.31 | 134.83 | 951.01 | 1,381.91 | 1,550.14 | 562.56 |
| Draw Down(%) | NA | 50.00 | 88.24 | 99.99 | 99.99 | NA | NA | … | … | 12.63 | 50.00 | 0.00 | 88.24 | 16.67 | 99.99 | 27.62 | 3.23 | 50.82 | 45.45 | 65.69 | 77.94 | 71.71 | 26.38 | 41.06 | 77.92 | 28.62 | 33.33 | 35.71 | 93.33 | 95.45 | 93.83 | 76.19 |
| 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 | 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 01/09/2023, Common starting date is 07/12/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDCFF (Enel Generación Costanera S.A) |
-59.95%
Jan 2019 – Jan 2022 |
-45.32%
Dec 2015 – Dec 2020 |
-25.89%
Dec 2010 – Dec 2020 |
-5.08%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDCFF (Enel Generación Costanera S.A) |
184.39%
Aug 2002 – Aug 2005 |
93.58%
Nov 2002 – Nov 2007 |
19.82%
Mar 2005 – Mar 2015 |
-5.08%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison Chart