Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 002933.SZ (新兴装备) | NA | -14.98% | -8.31% | NA | NA | NA | NA | -2.87% |
Data as of 03/01/2023, AR inception is 08/28/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 002933.SZ (新兴装备) | 08/28/2018 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | -14.98 | -8.31 | NA | NA | NA | NA | -2.87 | -8.08 | -14.05 | 5.47 | -11.44 | -3.03 | 24.40 |
| Sharpe Ratio | NA | -0.30 | -0.17 | NA | NA | NA | NA | -0.07 | -1.13 | -0.26 | 0.12 | -0.31 | -0.11 | 1.22 |
| Standard Deviation(%) | NA | 57.60 | 47.72 | NA | NA | NA | NA | 48.81 | 42.78 | 58.79 | 44.85 | 38.09 | 41.77 | 73.24 |
| Draw Down(%) | NA | 47.36 | 60.44 | NA | NA | NA | NA | 74.29 | 14.85 | 54.75 | 36.22 | 29.42 | 37.56 | 41.96 |
| 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 |
Data as of 03/01/2023, AR inception is 08/28/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 002933.SZ (新兴装备) |
-22.61%
Apr 2019 - Apr 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 002933.SZ (新兴装备) |
-3.25%
Dec 2018 - Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart