Performance Comparison
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