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 |
|---|---|---|---|---|---|---|---|---|
| 000005.SZ (世纪星源) | NA | -21.40% | -14.50% | -14.02% | -5.01% | -9.03% | -7.26% | -4.10% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 000005.SZ (世纪星源) | 07/30/1996 | 03/01/2023 |
The return data shown below all have the same latest date: 03/01/2023.
AR inception is since 07/30/1996.
AR inception is since 07/30/1996.
| 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 (%) | 1.69 | -21.40 | -14.50 | -14.02 | -5.01 | -9.03 | -7.26 | -4.10 | -3.23 | -19.13 | -9.09 | -18.12 | 15.30 | -35.27 | -38.76 | -32.67 | 144.88 | 64.00 | -15.82 | -23.06 | 5.18 | -39.04 | 142.74 | -65.12 | 185.54 | -5.11 | -25.45 | -17.60 | -41.45 | -11.80 | -27.27 | 40.19 | 3.43 | -3.74 | -6.67 | 63.45 |
| Sharpe Ratio | NA | -0.82 | -0.43 | -0.42 | -0.13 | NA | NA | -0.10 | -1.12 | -0.67 | -0.22 | -0.59 | 0.34 | -1.01 | -1.58 | -0.74 | 1.39 | 1.68 | -0.46 | -0.37 | 0.48 | -0.96 | 2.71 | -1.00 | 3.78 | -0.06 | -0.62 | -0.49 | -1.30 | -0.25 | -1.00 | 0.78 | 0.00 | -0.15 | -0.15 | 2.52 |
| Standard Deviation(%) | NA | 29.06 | 33.41 | 35.89 | 43.24 | NA | NA | 52.00 | 22.86 | 30.71 | 40.71 | 30.76 | 40.60 | 36.17 | 24.93 | 44.43 | 102.03 | 38.57 | 34.14 | 39.88 | 34.93 | 40.64 | 52.57 | 65.99 | 48.90 | 135.58 | 44.45 | 38.23 | 32.35 | 50.91 | 29.95 | 46.33 | 46.87 | 46.08 | 67.45 | 85.20 |
| Draw Down(%) | NA | 29.00 | 50.45 | 61.50 | 89.63 | NA | NA | 90.43 | 8.33 | 32.51 | 39.36 | 24.77 | 32.67 | 42.63 | 43.85 | 36.95 | 65.74 | 17.36 | 34.24 | 43.32 | 12.21 | 43.91 | 29.04 | 77.36 | 33.15 | 69.06 | 52.28 | 44.62 | 48.44 | 37.72 | 40.18 | 32.51 | 33.74 | 36.25 | 64.32 | 38.57 |
| 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 |
|---|---|---|---|---|
| 000005.SZ (世纪星源) |
-43.05%
Jun 2002 - Jun 2005 |
-32.06%
Jun 2000 - Jun 2005 |
-14.84%
Jul 2003 - Jul 2013 |
-12.58%
Jul 1998 - Jul 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 000005.SZ (世纪星源) |
65.34%
May 2012 - May 2015 |
41.90%
May 2010 - May 2015 |
13.99%
May 2005 - May 2015 |
4.79%
May 2000 - May 2015 |
Annualized Rolling Returns Comparison Chart