Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 002094.SZ (青岛金王) | NA | 4.47% | 0.32% | -18.89% | -1.83% | -0.05% | NA | 2.57% |
Data as of 03/01/2023, AR inception is 12/15/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 002094.SZ (青岛金王) | 12/15/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.77 | 4.47 | 0.32 | -18.89 | -1.83 | -0.05 | NA | 2.57 | -2.09 | -4.87 | 20.86 | -22.08 | -1.44 | -52.93 | -41.37 | -3.69 | 186.83 | 40.86 | -3.14 | -11.55 | -34.74 | 87.53 | 134.69 | -56.28 | 80.52 | -16.71 |
| Sharpe Ratio | NA | 0.04 | 0.01 | -0.43 | -0.05 | NA | NA | 0.04 | -0.41 | -0.12 | 0.42 | -0.52 | -0.07 | -1.19 | -1.20 | -0.06 | 2.27 | 0.78 | -0.07 | -0.23 | -0.91 | 2.10 | 2.49 | -0.79 | 1.38 | -2.32 |
| Standard Deviation(%) | NA | 51.73 | 47.11 | 46.93 | 50.99 | NA | NA | 51.82 | 48.15 | 50.27 | 49.41 | 43.13 | 42.99 | 45.89 | 35.23 | 60.77 | 82.26 | 52.45 | 45.65 | 50.44 | 38.38 | 41.73 | 54.05 | 72.34 | 56.80 | 44.40 |
| Draw Down(%) | NA | 32.05 | 48.88 | 81.30 | 86.43 | NA | NA | 86.43 | 10.02 | 34.87 | 33.05 | 33.09 | 40.52 | 67.15 | 46.90 | 39.13 | 52.92 | 33.35 | 26.31 | 42.94 | 52.03 | 23.26 | 22.34 | 67.39 | 45.60 | 17.97 |
| 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 |
Data as of 03/01/2023, AR inception is 12/15/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 002094.SZ (青岛金王) |
-37.78%
Mar 2018 - Mar 2021 |
-30.23%
Mar 2016 - Mar 2021 |
-10.20%
Apr 2012 - Apr 2022 |
-2.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 002094.SZ (青岛金王) |
74.49%
Aug 2008 - Aug 2011 |
26.06%
May 2013 - May 2018 |
16.33%
Jul 2007 - Jul 2017 |
2.64%
Jul 2007 - Jul 2022 |
Annualized Rolling Returns Comparison Chart