Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REP (Repsol S.A.) | NA | 51.01% | 6.80% | 8.26% | 10.49% | 11.51% | 12.01% | … | … |
Data as of 03/04/2011, Common starting date is 05/12/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REP (Repsol S.A.) | 05/12/1989 | 03/04/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.27 | 51.01 | 6.80 | 8.26 | 10.49 | 11.51 | 12.01 | … | … | 22.93 | 7.46 | 35.69 | -37.10 | 6.07 | 20.31 | 15.60 | 36.67 | 51.47 | -7.98 | -7.96 | -28.72 | 34.50 | 35.55 | 18.91 | 26.16 | 26.76 | -9.44 | 38.39 | 4.04 | 28.04 | 3.02 | 33.13 |
| Sharpe Ratio | NA | 1.34 | 0.14 | 0.17 | 0.27 | NA | NA | … | … | 7.02 | 0.20 | 0.97 | -0.63 | 0.13 | 0.71 | 0.65 | 1.79 | 2.36 | -0.24 | -0.35 | -1.02 | 1.08 | 1.19 | 0.73 | 1.33 | 1.34 | -0.50 | 1.65 | 0.06 | 0.88 | -0.07 | 1.99 |
| Standard Deviation(%) | NA | 37.93 | 45.70 | 38.87 | 33.45 | NA | NA | … | … | 33.51 | 37.30 | 36.85 | 60.41 | 23.42 | 24.08 | 20.53 | 19.96 | 21.50 | 37.37 | 29.95 | 32.06 | 28.87 | 27.15 | 21.03 | 16.88 | 17.15 | 24.59 | 21.94 | 25.48 | 27.34 | 31.15 | 25.87 |
| Draw Down(%) | NA | 25.49 | 64.70 | 64.70 | 64.70 | NA | NA | … | … | 5.92 | 31.20 | 32.65 | 62.16 | 18.06 | 19.09 | 14.96 | 11.10 | 9.06 | 28.83 | 30.91 | 34.78 | 19.65 | 27.06 | 13.18 | 14.42 | 14.62 | 22.48 | 9.07 | 30.60 | 15.24 | 32.66 | 20.70 |
| Yield(%) | 0.00 | 5.15 | 4.22 | 4.39 | 4.86 | 2.21 | 2.91 | … | … | 2.43 | 1.89 | 9.52 | 4.17 | 2.78 | 2.37 | 2.50 | 2.47 | 1.39 | 1.90 | 2.07 | 1.84 | 0.88 | 1.02 | 1.26 | 1.53 | 0.95 | 0.42 | 1.39 | 1.60 | 1.89 | 1.82 | 0.67 |
Data as of 03/04/2011, Common starting date is 05/12/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REP (Repsol S.A.) |
-16.87%
Oct 1999 – Oct 2002 |
-2.73%
Feb 2004 – Feb 2009 |
1.48%
Feb 1999 – Feb 2009 |
6.34%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REP (Repsol S.A.) |
42.49%
Sep 2002 – Sep 2005 |
32.14%
Oct 2002 – Oct 2007 |
21.63%
Jun 1989 – Jun 1999 |
16.77%
Oct 1992 – Oct 2007 |
Annualized Rolling Returns Comparison Chart