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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
000065.SZ (北方国际) NA 25.28% 11.08% 1.69% 3.95% 2.05% 2.79% 2.16%
Data as of 03/01/2023, AR inception is 07/07/1998
More Performance Analytics Comparison
Name Start Date End Date
000065.SZ (北方国际) 07/07/1998 03/01/2023
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
Annualized Return (%) 0.70 25.28 11.08 1.69 3.95 2.05 2.79 2.16 22.18 7.20 15.01 -13.76 12.63 -36.70 -32.84 -11.23 68.39 35.20 81.40 -22.93 -34.95 -31.95 368.70 -70.62 340.00 -13.89 -23.08 -39.93 6.52 -29.19 -10.13 87.36 -31.96 3.13
Sharpe Ratio NA 0.43 0.30 0.02 0.07 NA NA 0.02 6.61 0.11 0.36 -0.46 0.28 -0.87 -0.79 -0.15 1.07 0.66 1.57 -0.63 -0.79 -0.71 5.78 -0.92 4.47 -0.39 -0.35 -1.05 0.24 -0.77 -0.31 2.12 -0.55 0.09
Standard Deviation(%) NA 52.58 42.16 42.28 50.76 NA NA 51.82 37.28 52.49 42.05 30.39 40.12 43.83 42.42 62.96 85.35 53.02 51.75 36.46 44.39 45.27 63.77 77.67 76.58 44.68 71.76 38.91 24.03 39.42 41.00 39.06 64.32 37.30
Draw Down(%) NA 38.48 38.48 56.17 83.48 NA NA 83.48 8.77 38.48 36.65 19.30 45.90 45.98 53.03 35.97 61.01 34.73 38.05 45.26 47.46 50.08 36.75 79.05 56.09 37.23 46.85 50.48 21.80 36.28 43.25 18.68 46.16 27.20
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
Data as of 03/01/2023, AR inception is 07/07/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
000065.SZ (北方国际) -33.44%
Sep 2015 - Sep 2018
-24.16%
Sep 2015 - Sep 2020
-8.24%
Sep 1998 - Sep 2008
-1.09%
Oct 1998 - Oct 2013
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
000065.SZ (北方国际) 82.30%
Dec 2006 - Dec 2009
41.86%
Apr 2005 - Apr 2010
26.65%
May 2005 - May 2015
9.94%
May 2000 - May 2015
Annualized Rolling Returns Comparison Chart