Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 000425.SZ (徐工机械) | NA | 29.08% | 7.99% | 11.19% | 5.86% | 3.47% | 4.60% | 11.98% |
Data as of 03/01/2023, AR inception is 08/28/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 000425.SZ (徐工机械) | 08/28/1996 | 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.41 | 29.08 | 7.99 | 11.19 | 5.86 | 3.47 | 4.60 | 11.98 | 41.81 | -15.36 | 11.55 | -1.83 | 69.35 | -30.24 | 36.98 | -20.47 | -14.83 | 96.71 | -34.00 | -18.92 | -50.28 | 62.87 | 125.85 | -30.11 | 236.60 | 98.50 | -30.77 | -18.88 | -66.04 | 2.29 | 12.82 | 183.06 | 61.62 | 10.90 | -18.76 | 61.36 |
| Sharpe Ratio | NA | 0.92 | 0.28 | 0.29 | 0.14 | NA | NA | 0.23 | 20.03 | -0.67 | 0.27 | -0.05 | 2.02 | -1.04 | 1.33 | -0.62 | -0.24 | 2.72 | -1.08 | -0.54 | -1.25 | 1.37 | 2.59 | -0.45 | 3.14 | 1.82 | -0.64 | -0.47 | -1.71 | 0.09 | 0.43 | 4.28 | 1.37 | 0.21 | -0.43 | 3.41 |
| Standard Deviation(%) | NA | 28.78 | 36.17 | 34.99 | 37.72 | NA | NA | 44.34 | 39.76 | 25.11 | 42.23 | 39.94 | 33.49 | 30.49 | 27.44 | 33.15 | 62.99 | 35.50 | 31.42 | 35.66 | 40.29 | 45.99 | 48.50 | 68.99 | 75.49 | 52.75 | 51.85 | 41.83 | 39.08 | 13.68 | 25.02 | 41.86 | 42.57 | 35.92 | 52.22 | 88.83 |
| Draw Down(%) | NA | 23.06 | 46.90 | 46.90 | 52.22 | NA | NA | 89.88 | 4.41 | 29.86 | 29.16 | 30.59 | 18.55 | 34.22 | 22.12 | 33.18 | 43.52 | 15.51 | 45.39 | 41.42 | 60.06 | 31.42 | 25.81 | 63.53 | 40.51 | 28.10 | 62.93 | 46.79 | 69.23 | 7.66 | 16.60 | 14.25 | 23.11 | 21.07 | 48.03 | 45.64 |
| 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 |
Data as of 03/01/2023, AR inception is 08/28/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 000425.SZ (徐工机械) |
-50.25%
Jul 2002 - Jul 2005 |
-30.40%
Jul 2000 - Jul 2005 |
-5.58%
Dec 2010 - Dec 2020 |
0.53%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 000425.SZ (徐工机械) |
103.84%
Jul 2005 - Jul 2008 |
76.60%
Dec 2005 - Dec 2010 |
26.52%
May 2005 - May 2015 |
21.20%
Jul 2005 - Jul 2020 |
Annualized Rolling Returns Comparison Chart