Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LTM (LATAM Airlines Group S.A.) | NA | 50.59% | 20.88% | 14.90% | 9.13% | NA | NA | … | … |
Data as of 06/10/2015, Common starting date is 07/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LTM (LATAM Airlines Group S.A.) | 07/27/2004 | 06/10/2015 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 50.59 | 20.88 | 14.90 | 9.13 | NA | NA | … | … | 27.29 | 20.47 | -4.49 | 5.26 | 14.05 | 64.42 | 92.51 | -73.93 | 2.41 | 27.36 | 47.18 | 20.77 |
| Sharpe Ratio | NA | 1.63 | 0.60 | 0.41 | 0.17 | NA | NA | … | … | 2.87 | 0.57 | -0.14 | 0.20 | 0.35 | 1.43 | 1.25 | -0.82 | -0.02 | 0.86 | 1.58 | 1.48 |
| Standard Deviation(%) | NA | 31.00 | 32.88 | 36.00 | 49.43 | NA | NA | … | … | 25.70 | 35.97 | 33.51 | 26.89 | 40.16 | 44.96 | 74.01 | 90.89 | 31.82 | 27.96 | 28.44 | 35.81 |
| Draw Down(%) | NA | 22.24 | 32.05 | 32.05 | 88.43 | NA | NA | … | … | 4.23 | 31.79 | 24.76 | 22.06 | 24.69 | 20.53 | 54.21 | 82.15 | 26.57 | 16.03 | 12.29 | 14.24 |
| 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 |
Data as of 06/10/2015, Common starting date is 07/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTM (LATAM Airlines Group S.A.) |
-41.13%
Feb 2006 – Feb 2009 |
-5.84%
Oct 2007 – Oct 2012 |
6.37%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTM (LATAM Airlines Group S.A.) |
79.46%
Feb 2009 – Feb 2012 |
40.70%
Feb 2009 – Feb 2014 |
10.20%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart