Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FERVF (Ferrovial SE) | NA | 30.97% | 13.61% | 13.78% | 10.06% | 13.87% | NA | … | … |
Data as of 07/11/2024, Common starting date is 01/28/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FERVF (Ferrovial SE) | 01/28/2005 | 07/11/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.63 | 30.97 | 13.61 | 13.78 | 10.06 | 13.87 | NA | … | … | 18.62 | 43.58 | -5.67 | -0.53 | -2.57 | 55.78 | -9.75 | 30.64 | -21.38 | 22.99 | 9.01 | 39.12 | -0.64 | 13.59 | -10.82 | 60.42 | -51.01 | -8.55 | 43.50 | -0.74 |
| Sharpe Ratio | NA | 0.69 | 0.33 | 0.35 | 0.28 | NA | NA | … | … | 1.04 | 1.03 | -0.20 | -0.03 | -0.06 | 2.92 | -0.21 | 1.88 | -0.83 | 1.85 | 0.60 | 1.80 | -0.01 | 0.16 | -0.20 | 0.28 | -0.37 | -0.17 | 0.29 | -0.04 |
| Standard Deviation(%) | NA | 39.21 | 33.65 | 34.57 | 31.80 | NA | NA | … | … | 33.48 | 38.52 | 34.63 | 20.95 | 46.24 | 18.59 | 52.56 | 16.02 | 25.95 | 12.41 | 15.11 | 21.76 | 56.18 | 86.44 | 54.25 | 232.02 | 139.82 | 67.08 | 114.66 | 77.53 |
| Draw Down(%) | NA | 13.69 | 28.69 | 31.22 | 38.01 | NA | NA | … | … | 11.36 | 13.69 | 21.99 | 12.81 | 31.22 | 5.33 | 38.01 | 9.39 | 23.76 | 4.21 | 12.84 | 6.38 | 30.93 | 17.71 | 10.82 | 41.67 | 52.30 | 23.02 | 10.25 | 10.71 |
| Yield(%) | 0.00 | 2.25 | 2.13 | 2.50 | 3.19 | 6.41 | 2.98 | … | … | 0.86 | 2.67 | 2.48 | 1.77 | 1.74 | 3.66 | 3.20 | 4.03 | 3.06 | 3.56 | 3.62 | 4.70 | 6.11 | 0.00 | 0.00 | 0.00 | 0.45 | 0.00 | 0.00 | 0.00 |
Data as of 07/11/2024, Common starting date is 01/28/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FERVF (Ferrovial SE) |
-28.16%
Mar 2006 – Mar 2009 |
-4.70%
Oct 2007 – Oct 2012 |
1.54%
Dec 2008 – Dec 2018 |
4.58%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FERVF (Ferrovial SE) |
52.03%
Oct 2010 – Oct 2013 |
36.18%
Oct 2010 – Oct 2015 |
18.91%
Nov 2010 – Nov 2020 |
7.88%
May 2009 – May 2024 |
Annualized Rolling Returns Comparison Chart