Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/01/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 000004.SZ (国华网安) | NA | -54.04% | -39.43% | -13.70% | -0.15% | 0.01% | -2.96% | 2.00% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 000004.SZ (国华网安) | 04/23/1996 | 03/01/2023 |
The return data shown below all have the same latest date: 03/01/2023.
AR inception is since 04/23/1996.
AR inception is since 04/23/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.74 | -54.04 | -39.43 | -13.70 | -0.15 | 0.01 | -2.96 | 2.00 | 2.79 | -50.15 | -6.18 | -8.37 | 40.92 | -28.37 | -50.16 | -2.18 | 194.80 | 33.65 | 42.42 | 1.11 | -32.81 | 20.40 | 180.90 | -64.26 | 152.64 | -17.47 | -39.21 | -18.73 | -44.10 | -31.96 | -33.24 | 287.78 | -6.38 | 53.55 | -1.00 | 16.12 |
| Sharpe Ratio | NA | -1.24 | -0.73 | -0.29 | -0.01 | NA | NA | 0.01 | 0.42 | -1.01 | -0.11 | -0.14 | 0.80 | -0.98 | -1.21 | -0.04 | 2.53 | 0.79 | 0.92 | 0.03 | -0.86 | 0.47 | 5.53 | -1.37 | 2.98 | -0.30 | -0.86 | -0.36 | -1.08 | -0.88 | -1.11 | 5.69 | -0.18 | 0.93 | -0.07 | 0.25 |
| Standard Deviation(%) | NA | 45.46 | 52.84 | 50.74 | 52.83 | NA | NA | 51.37 | 28.37 | 51.40 | 55.02 | 61.49 | 49.18 | 30.24 | 42.06 | 61.37 | 76.84 | 42.69 | 45.92 | 41.81 | 38.15 | 37.34 | 42.25 | 47.40 | 50.87 | 69.66 | 48.24 | 55.32 | 41.60 | 37.43 | 32.49 | 49.49 | 53.60 | 53.89 | 62.34 | 82.27 |
| Draw Down(%) | NA | 63.18 | 82.15 | 82.15 | 84.21 | NA | NA | 93.28 | 8.77 | 66.85 | 36.89 | 54.32 | 30.50 | 34.92 | 53.07 | 43.12 | 52.97 | 35.91 | 25.35 | 36.78 | 48.38 | 33.47 | 27.14 | 76.36 | 50.58 | 45.07 | 50.55 | 58.48 | 54.63 | 44.34 | 44.44 | 22.77 | 41.20 | 42.72 | 41.75 | 54.37 |
| 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 | 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 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 000004.SZ (国华网安) |
-41.34%
Apr 2002 - Apr 2005 |
-35.47%
Apr 2001 - Apr 2006 |
-15.67%
Oct 1998 - Oct 2008 |
-2.23%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 000004.SZ (国华网安) |
77.70%
Dec 2012 - Dec 2015 |
38.44%
May 1996 - May 2001 |
27.46%
Nov 2006 - Nov 2016 |
12.17%
Jan 2007 - Jan 2022 |
Annualized Rolling Returns Comparison Chart