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 |
|---|---|---|---|---|---|---|---|---|
| 000008.SZ (神州高铁) | NA | -7.22% | -7.90% | -19.32% | 1.55% | 2.39% | 2.55% | 3.95% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 000008.SZ (神州高铁) | 10/03/1996 | 03/01/2023 |
The return data shown below all have the same latest date: 03/01/2023.
AR inception is since 10/03/1996.
AR inception is since 10/03/1996.
| 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 (%) | 4.47 | -7.22 | -7.90 | -19.32 | 1.55 | 2.39 | 2.55 | 3.95 | 11.74 | -21.77 | 15.75 | -30.03 | -6.68 | -55.54 | -6.12 | -20.88 | 65.70 | 145.45 | 67.75 | 53.95 | -41.77 | -2.53 | 177.83 | -64.38 | 197.62 | 2.71 | -51.67 | 20.86 | -19.09 | -28.18 | -76.23 | 18.94 | 407.20 | 13.16 | 22.43 | 3.26 |
| Sharpe Ratio | NA | -0.28 | -0.22 | -0.58 | 0.02 | NA | NA | 0.06 | 4.92 | -0.59 | 0.47 | -1.09 | -0.25 | -1.36 | -0.30 | -0.46 | 0.79 | 2.85 | 1.44 | 1.38 | -1.31 | -0.07 | 4.30 | -1.33 | 3.71 | -0.01 | -0.88 | 0.48 | -0.64 | -0.61 | -1.69 | 0.33 | 9.18 | 0.20 | 0.28 | 0.12 |
| Standard Deviation(%) | NA | 34.84 | 32.80 | 34.94 | 42.84 | NA | NA | 46.09 | 19.14 | 39.56 | 33.38 | 27.60 | 32.13 | 41.81 | 22.54 | 45.79 | 83.08 | 50.96 | 46.99 | 39.50 | 31.97 | 36.95 | 42.96 | 48.70 | 53.12 | 43.73 | 61.44 | 41.07 | 31.06 | 48.38 | 46.87 | 44.92 | 44.39 | 49.82 | 66.73 | 92.27 |
| Draw Down(%) | NA | 23.30 | 43.77 | 73.32 | 85.23 | NA | NA | 97.19 | 4.10 | 30.07 | 24.81 | 33.77 | 33.20 | 59.64 | 26.76 | 38.03 | 47.90 | 20.64 | 26.97 | 23.46 | 49.17 | 34.32 | 31.52 | 75.47 | 48.34 | 24.30 | 68.28 | 25.66 | 33.97 | 53.24 | 76.23 | 56.67 | 25.55 | 39.00 | 45.99 | 54.89 |
| 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 |
|---|---|---|---|---|
| 000008.SZ (神州高铁) |
-52.89%
Apr 2000 - Apr 2003 |
-39.66%
Jul 2000 - Jul 2005 |
-20.02%
Jan 2000 - Jan 2010 |
-3.90%
Jun 1999 - Jun 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 000008.SZ (神州高铁) |
133.35%
Jan 1997 - Jan 2000 |
51.92%
Mar 2010 - Mar 2015 |
33.29%
May 2006 - May 2016 |
11.11%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart