Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTENY (Mahanagar Telephone Nigam PK) | NA | -52.83% | 17.76% | -15.41% | -16.18% | -21.32% | -13.28% | … | … |
Data as of 09/29/2022, Common starting date is 10/29/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTENY (Mahanagar Telephone Nigam PK) | 10/29/2001 | 09/29/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -42.86 | -52.83 | 17.76 | -15.41 | -16.18 | -21.32 | -13.28 | … | … | -73.13 | 125.71 | 150.00 | -51.72 | -53.23 | 24.00 | 4.17 | -40.74 | 102.50 | -56.04 | 10.98 | -66.80 | -19.54 | -11.27 | -63.92 | 50.79 | -7.83 | -13.53 | 30.39 | 54.94 | -34.28 | 4.52 |
| Sharpe Ratio | NA | -0.46 | 0.08 | -0.09 | -0.11 | NA | NA | … | … | -0.70 | 0.78 | 0.54 | -0.28 | -0.34 | 0.19 | 0.04 | -0.32 | 1.21 | -0.53 | 0.19 | -1.42 | -0.45 | -0.18 | -0.89 | 0.93 | -0.26 | -0.43 | 0.54 | 1.31 | -0.61 | 0.78 |
| Standard Deviation(%) | NA | 115.75 | 205.68 | 189.40 | 152.98 | NA | NA | … | … | 119.27 | 161.57 | 275.90 | 190.20 | 161.79 | 124.37 | 91.87 | 127.00 | 84.44 | 104.86 | 59.52 | 47.18 | 44.02 | 63.50 | 72.40 | 51.86 | 43.61 | 36.11 | 54.10 | 41.31 | 58.31 | 36.30 |
| Draw Down(%) | NA | 73.47 | 75.56 | 89.29 | 92.74 | NA | NA | … | … | 73.13 | 50.85 | 75.56 | 76.19 | 76.19 | 45.71 | 35.59 | 64.04 | 39.84 | 77.00 | 46.38 | 69.06 | 40.84 | 43.03 | 75.09 | 24.72 | 41.86 | 31.62 | 32.83 | 19.54 | 50.95 | 9.35 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.29 | 1.52 | … | … | 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 | 1.15 | 3.14 | 2.79 | 2.61 | 3.64 | 2.62 | 5.08 | 3.26 | 0.00 |
Data as of 09/29/2022, Common starting date is 10/29/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTENY (Mahanagar Telephone Nigam PK) |
-54.36%
Aug 2010 – Aug 2013 |
-43.71%
Aug 2008 – Aug 2013 |
-29.46%
Mar 2010 – Mar 2020 |
-24.41%
Oct 2004 – Oct 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTENY (Mahanagar Telephone Nigam PK) |
45.54%
Jul 2019 – Jul 2022 |
23.32%
Dec 2002 – Dec 2007 |
-0.37%
Dec 2011 – Dec 2021 |
-10.21%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison Chart