Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FTE (France Telecom SA ADR) | NA | 589,900.00% | 67.23% | 28.67% | 14.37% | -1.34% | NA | … | … |
Data as of 03/30/2015, Common starting date is 10/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTE (France Telecom SA ADR) | 10/21/1997 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 589,900.00 | 589,900.00 | 67.23 | 28.67 | 14.37 | -1.34 | NA | … | … | 589,900.00 | 0.00 | -12.24 | -19.05 | -17.98 | -8.01 | -2.36 | -13.67 | 35.65 | 17.71 | -23.34 | 20.43 | 82.41 | -53.51 | -52.53 | -35.33 | 73.79 | 128.55 | 2.69 |
| Sharpe Ratio | NA | 690.10 | 0.11 | 0.06 | 0.04 | NA | NA | … | … | NA | NA | -0.79 | -0.69 | -0.55 | -0.30 | -0.08 | -0.31 | 1.32 | 0.65 | -1.31 | 0.74 | 2.02 | -0.63 | -0.96 | -0.63 | 1.86 | 2.83 | 0.38 |
| Standard Deviation(%) | NA | 854.81 | 636.73 | 494.87 | 351.35 | NA | NA | … | … | 1,750.49 | 0.00 | 29.43 | 28.06 | 32.66 | 27.23 | 31.01 | 46.95 | 24.76 | 22.13 | 19.52 | 26.35 | 40.43 | 86.55 | 57.55 | 62.81 | 38.03 | 44.27 | 29.16 |
| Draw Down(%) | NA | 0.00 | 99.93 | 99.95 | 99.96 | NA | NA | … | … | 0.00 | 0.00 | 21.00 | 26.45 | 28.99 | 30.41 | 26.96 | 35.63 | 12.22 | 19.35 | 25.04 | 26.48 | 28.33 | 82.90 | 71.61 | 60.48 | 29.57 | 28.18 | 9.50 |
| Yield(%) | 0.00 | 15,000.00 | 10.04 | 6.93 | 5.54 | 0.88 | 3.80 | … | … | 0.00 | 15,000.00 | 10.84 | 10.93 | 9.49 | 6.98 | 6.85 | 7.75 | 5.81 | 4.81 | 1.84 | 3.39 | 15.51 | 2.25 | 1.04 | 0.87 | 1.22 | 3.70 | 0.00 |
Data as of 03/30/2015, Common starting date is 10/21/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTE (France Telecom SA ADR) |
-91.84%
Oct 2010 – Oct 2013 |
-78.05%
Jul 2008 – Jul 2013 |
-52.50%
Dec 2004 – Dec 2014 |
-44.43%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTE (France Telecom SA ADR) |
70.57%
Sep 2002 – Sep 2005 |
45.07%
Sep 2002 – Sep 2007 |
14.57%
Sep 2002 – Sep 2012 |
-1.60%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison Chart