Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEES (Federal Grid Co of Unified Energy System PJSC) | NA | -22.44% | 1.81% | -4.79% | -6.32% | NA | NA | … | … |
Data as of 12/14/2021, Common starting date is 07/16/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEES (Federal Grid Co of Unified Energy System PJSC) | 07/16/2008 | 12/14/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.61 | -22.44 | 1.81 | -4.79 | -6.32 | NA | NA | … | … | -28.09 | 10.92 | 36.09 | -9.01 | -20.28 | 242.09 | 29.98 | -49.33 | -55.12 | -28.47 | -23.85 | 15.31 | 158.06 | -64.97 |
| Sharpe Ratio | NA | -1.16 | 0.05 | -0.19 | -0.18 | NA | NA | … | … | -1.59 | 0.29 | 1.49 | -0.41 | -0.53 | 6.10 | 0.68 | -0.94 | -1.23 | -0.67 | -0.50 | 0.42 | 2.12 | -0.56 |
| Standard Deviation(%) | NA | 19.32 | 27.29 | 29.75 | 38.25 | NA | NA | … | … | 18.38 | 36.88 | 23.25 | 25.16 | 39.40 | 39.38 | 43.75 | 52.64 | 44.88 | 43.27 | 47.14 | 36.32 | 74.55 | 161.42 |
| Draw Down(%) | NA | 30.62 | 43.91 | 47.17 | 90.83 | NA | NA | … | … | 30.62 | 43.91 | 20.21 | 23.61 | 40.32 | 15.09 | 26.11 | 64.39 | 65.24 | 55.42 | 50.46 | 25.00 | 39.69 | 85.56 |
| 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 |
Data as of 12/14/2021, Common starting date is 07/16/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEES (Federal Grid Co of Unified Energy System PJSC) |
-48.20%
Jul 2011 – Jul 2014 |
-33.30%
Jan 2011 – Jan 2016 |
-8.03%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEES (Federal Grid Co of Unified Energy System PJSC) |
54.91%
Jan 2009 – Jan 2012 |
34.49%
Jan 2015 – Jan 2020 |
6.94%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart